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So with typical equity skew that's long more backs then short fronts...ratio to equalize Vega across the terms of the Calender trade...

What's SCT

standard devs are only relevant to your sample size..... and it is well agreed that the stock market doesn't follow a normal distro.. so therefore your 18 devs aren't relevant.. fat tails.. high kurtosis.. . you get the idea..... taleb talks alot about stuff like this...

your wrong to make such assumptions... your sample is so small.. this could theoretically go on for a while.. lower vol usually is just an indicator of lower vol.. seems cyclical and it is.. volatility clusters.. maybe we will have a sell off that dwarfs all sell offs.. maybe it says between...

i have him off ignore... i'll see if i can extract it from the posts over time and i'll post it what i find..

:) sle.. maybe some good information will pour out.. i posted the thread.. njrookie was theorizing trying to extract skew premium... and everyone of you guys was sort of against the idea because of its associative costs..

got alot out of this thread.. thanks.. key points of interest.. normalizing skew by SKEW = [IV(25delta) - IV(75delta)] / IV(50delta) to the atms.. and root time vega across the term .. root time is interesting to me because your using a fixed point on the term to find relativity in...

i urge you to read the thread i posted.. njrookie is after the same thing you are.. and is discussing it in depth with atticus. ivtrader, sle, newworldmn.. people i know KNOW... so i'd read the post.. research a bit ..

haha sorry i was about to say.. i was just crossing my eyes and making werid faces at my friends.. looks like it had an effect on the reading of your post.. anyway.. so if it is agreed that the itm put will trade at a similar implied as the call.. you could then theoretically put on a risk...

an interesting thought would be.. when you put on a trade.. isn't there some inferred time range in which you speculate things to happen... usually the longer i'm in a trade waiting for it to do the thing ithought it was going to the more i ended up being wrong about the whole thing..

umm.. the 105 is otm at 10, and the itm 95 is at 20... isn't it usually the other way around.. the otm's have higher implieds.. at least depending on the instrument.. my first thought is.. the itm doesn't always stay in the money.. its basic strike risk senario.. all of a sudden all the...

What do you think will happen next week and the following.... past that who knows.... trends up in some middle to later stage.... I'm not good at calling the future date of major reversals. So I don't even try....

Hill of di(is.,.... you know what that looks like I presume.... similar to bag of or bowl of but a much larger notional of Di(K's is a hill then on to a mountain range of...haha. Attic us... considering skew and or term structure. With vanillas what's the best way to go long the euro...

Sorry it was my computer actually ... I reposted a link that was generated from a virus on my computwr

You have a sense for calling major reversals?

Got dates?????

give me an example of a replication strategy that locks forward vol.. i'm not putting you on the stand.. sorry if it seems that way.. i'm learning myself.. thats why i phrase alot of things as questions..

its the old expression.. the map is not the territory.. the math is just a describer of whats going on in reality.. it helps with relative pricing.. but its not the territory.. we obviously are arguing similar points.. haha i have no problem taking the time to dig and find out if some...

i figured you did... sorry i was just trying to figure out what you were getting at otherwise... ive read that page from the link you have posted many times... i get what your saying somewhat... but as time and price evolve there are so many other risks in the spy/x calenders against the vix...

it would help if you gave examples.... ie # calender strangles/straddles against vix future.. trunicated series of calenders is that like a time fly.. -1/+2/-1 with same strike in adjacent series...or are you talking spreading across the term even more... your talking dynamic sudo...