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we are some what on the same page.. but i'm talking relative pricing.. so your otm's go up more then your atm's in a big sell off right.. how to account for that? or quantify that? yes the current status is that the otm's are higher iv then atms'.. (isn't that typial) but how much more...

my question to you is.. what math brought you to your hedge size in the vxx?

well after the cliff deal thing.. the curve stretched even into the back months.. and then it bounced back to where its at now.. would make sense that who ever was taking back all that risk hedged it out into the backs..

well of course skew will go up if theres a sell off .. but i was wondering if you had any clue and what you thought it looked like.. :)

what do you estimate to be your skew risk?

Forever selling highs

hindsight is a bitch. :) did you have money on it?

cool deal! be interesting to hear what you have to say about it after you use it for a little while..

seems to me if you look at a six month chart.. its made the last two highs at slighly less strenght.. (RSI) its kind of a on off thing with the dollar Euro.. you get political/debt risk relief coming out of us and the thing goes down.. you get a word out of Euro about taking care of debt it...

isolating vol to play term structure isn't easy.. its not easy to find a free place to graph calender risk.. .

i'm glad i was only 5k short in eur.usds haha i'd like to see the correlation with the dollar copper

this drama is interesting.. players exposing there positions in their favor or possibly to their demise.. inside syndicates with interest in putting up stocks can't stop the bear run when there buisniess is a glass house.. i personally hate this any amway type of business. its a dirty virus

wow thats a good calender.. thanks

i'd stay away from the VXX unless you really have view on term structure and know its insides well... .. anything you would have to adjust the size based on the degree of correlation and i'm talking negative correlation of course respectively.. the volatility is different.. basically you have...

Stop distance can be related to position size and time frame... if your trading on a longer time frame a stop like that doesn't seem odd to me

had two shorts at 1.30 i bought back .. against my short position.. BOT 2 XDE JAN 18 '13 130 Put Option 0.07 USD PHLX 12:17:51 OptTrader 1.84 null only short an odd lot 5k.. loooking for a relative lower high then that 1.33 print.

do you trade that spread?

The copper bear ;) you ever look at correlation between the dollar and Gold.. or other metals..

More reasons why volatilty in the markets is good for traders... more pronouncation of moves.. just more to trade... No action no trades... but what do i know..

great point.... i trade small odd loTs in eur.usd.......most futureS are over positioning for me... big killer for beginning traders... over positioning.... directional trading is hard to learn when you reduce your ability to survive by over positioning...