Search results

at some point it can't be bad to buy vol.. :)

+1 buying deep otm options to cover naked positions gets you away from the variation in margin requirements..

Ahh spx is cash settled.... there's no underlying..

If its a cent in the money at expiration you will be assigned.

Sounds like something a good currency trader would know

you know for all the crap that is put out.. that is the simplest and most successful strategy out!.. save your money... only buy in market crashes.. hold for years.. this strategy will kill any other..

from my questions about those sort of things.. i usually get told its hard to find any meaning to any of that.. market takers or customers.. could have large short positions, and be buying up calls.. its hard to tell.. but i actually have no idea.. :)

i'm not a fan of thinking about selling premium in the respect that you first proposed.. i don't think its a coincidence that putmaster joined.. this is just up his ally.. just like atticus and newworld said.. those extrapolated annual returns literally mean nothing relative to the actual...

Best thing you can do is literally watch a position change its delta in real time...

i see a green line?

+1 .... gamma would be the rate of change of your delta ... so when the spot goes down you become even longer .. meaning you get more deltas in your position.. the measure of the rate of that change is the gamma.. you failed to put in your example from the beginning that you had a...

your not living in reality doing it like this.... the risk premium in the put your selling is actually unknown and only market speculation.. the market puts a price on the option... what the value ends up being is something completely different.. your taking a market speculated price and...

gosh opinions are like assholes... everyones got one! haha..

i like the way you articulated that :)

yeah i caught that to...

your short 70 deltas per contract sold..... you add all of your deltas... if you were short 70 delta calls and long 3, 20 delta calls.. you would be net short 10 deltas.. (ratio backspread) delta is the first order derivative to option price.. measures the rate of change of...

i was going through a tutorial on subsetting... http://www.ats.ucla.edu/stat/r/modules/subsetting.htm why would one name the variable with a dot? like hsb2.small other languages use it to navigate through objects or arrays.. whats it used for in R?

easy money aye.. .how much did you make off apple these past 8 months?

ahhh.. terrible website

are you short the difference?