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you mean multiply say the 105 straddle delta of .129 by one hundred.. that gives me 12.9 shares long.. thats not my question.. how does one figure out how many deltas could be required to be accumulated.. such that you know what your total monetary requirement might be.. basically theoretically...

very interesting... talk of this is going on here to http://www.elitetrader.com/vb/showthread.php?s=&postid=3655581#post3655581

your trading calender spreads on CL futures?

i've actually never delta hedged.. i'm sure i would need to know how much could possiblity be required of my account if i did that.. right now the 105/110 strangle has a delta of .0107... you need literally only one share long to hedge that.. the 105 straddle is at 13.5 deltas.. i can afford 1...

ask you a question about this.. can i strangle linkedin to get a similar exposure.. i don't wanna put out to much money on this trade.. but i think its a good one.. what happens in a straddle when the underlying moves way away from the atm strike before earnings.. ? is their adjustments to this...

Goog has a way with things... i traded their earnings at the beginning of my options crusade a year ago.. killed it because they are so volatile at earnings and i got lucky picking direction and strikes as a noob..

Its like your compiled the different material costs in futures minus the end product and the speculate on the changing spread... crack spread and widow maker spread caught my eye...

time to dip into a few books.. i've gotten some good advice... sit on my hands and wait for an edge.. things are so counter intuitive sometimes.. sometimes the work of trading is to not trade! anyway.. time to dig into a few good books that were recommended to me.. "Options futures, and other...

the self talk you have is amazing haha..

i've gotten stocks and commodities mag for a while... any opinions on futures mag? http://www.futuresmag.com

considering the max profit on a fly isn't the right way to consider the risk reward i agree...

wtf is options implied rebate?

thanks Doobs :) i'll read it..... then i'll have more questions to blast out haha

weeklys come out tommorrow for Apple.. earnings are the day before the weekly opex..

i've got the book in pdf if you want it

well in Augens book excel for options traders.. he spells it out explicitly how to program it into excel..

hmm.. i'll get that one to.. i got this one Fundamentals of Futures and Options Markets John C. Hull ... and read all about swaps last night.. for some reason i just opened the book at chapter 7...

yeah... mandelbrot did as well to express how irrelevant pricing risk in anything related to a normal distro.. i'm sure Mandelbrot did before jeff... sliding window to come up with standard devs.. Mis behavoir of markets.. good book

Hoping to catch some neutrality into apex. I get it... not for that trade.. just generally... there's a lot to calculate in fighting implied vols into a indictor that wraps a moving average... cause you would have to derive your implieds from front month or some month and deal with the change in...

Is there an indicator set up like Bollinger bands but instead of standard dev its derived from implied vols...