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someone is always up to something.. pretty ingenious they got so much of it out..

actually... i make money if vix stays above 15... basically if this rise in the vix comes back down.. i need to sell it before it gets below 16..

Wouldn't there be a better way to scalp more gamma then just by some descrete fixed time interval.... your scalping fluctuating gamma not time... I am a beginner to. So a lot of what is talked about I need clarification so I appreciate your help

P&L= 0.5*(real variance - implied var)*gamma*Spot^2*dt i kinda get this.. but i know not all of it ... your delta.. which in this case. is .5 times the difference of the realized variance and the implied variance then multiplied by the gamma of the combination you have on.. times the spot...

What explicitly is holding daily vol as oppose to weekly vol....

yeah... sometimes IB doesn't order it where it makes intuitive sense by yea its a broken put fly... +20/-18/+14 in a 1/2/1 quantity..

my thesis is.. its a limited risk way to be short vol in the vix futures for nov.. time goes buy and vix doesn't jump up above 20 it puts good cards in my hand.. if vol spikes up to a billion its not game over.. its more about the limited risk and my view of what will happen.. i don't like...

+ BOT 2 VIX NOV 20 '12 - (2) 18 + (1) 20 + (1) 14 Put Combo -0.25 USD SMART 14:34:08 OptTrader 9.27 null 400 margin req.. if vix blows up and closes above my short strike thats the worst it can hurt me.. thought this was a good way for me to go short nov vol...

why not pick ratio backspread to gamma scalp inside? anyone do that????? say you sell an itm call.. and buy two or three out of the money calls depending on how much of a credit or debit you want, and as well how you much of a strike spread you would like to trade inside.. the wider the...

if closing the position due to ATM options aren't at the money anymore then so be it.. i'm not a market maker who might be more obligated to hold a position into expiration.. if you got into good money with a scalp you could close it completely

that macro volatility would help

That's basically all their making if they are right at that perfect hedging frequency.......one or two vols.. but that's normalized.?. meaning its one or two vols higher intra day compared to closeto close per day? One or two vols a day realized daily compounding could add up no?

so BSM model uses a square root of the quadratic variation of stock returns.. which is a variation based upon a stochastic/random process.. random being defined by martingales or Brownian motion.. so basically you utilizing this "quadratic variation of stock returns" quadratic variation is...

print screen then paste inside a new file in photoshop or whatever picture editing program you have.. upload to image shack as a png or jpg..

Year to date.... . the close to high (or low) has more varience then close to close.. variance scales with time..... fractal dimension is a way to describe the change of roughness to the size of the stick your using to measure .. a coastline gets longer the shorter the stick you measure it...

+1 apple will one day be a dog....... still believing its not done but I have nothing in it right now

my dog got out.. got picked up by the pound.. completely ruined my last hour opex trade.. i still went in and out twice at the close..

IB offers a spreadsheet already formatted..

intra day reversal here or flagging and more downside? assending volume into that 615 sell off area..

ha.. see i'm wrong for once.. jk haha