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so your inferring your experience is that spx options spread are to costly to make sense of? it takes 10 flys/condors to make one spx .. for me thats 3.70 a shot.. does the liquidity of the spy make sense of paying 37 dollars on ten flys instead of 3.70 on one spx fly? these guys on this...

spy spx is a great example of how to take advantage of a higher notional to reduce commission exposure.. i have looked up alot of stuff about the difference between the bid/ask spread of spy verse spx and never really got a straight answer.. i've heard some people complain about fills in the...

I don't think its off topic at all... condors are super comish sensitive obviously and playing that element right makes a big difference... yes IB does publish it. Google interactive brokers commissions.. there's a tab for options on their page... its a dollar min or .70 a contract... so...

My commissions at IB are .70/contract. That's 7.20 round trip on 130.00 dollar credit... 5 condors would be 650.00 credit minus 36 dollar round trip commission.. commissions go down significantly with penny options... so 36 is max..that means commissions are max 5.5% Using spx instead...

getting down to the value at risk in each trade.. and how diversified he is amounts index0s or single names would be a real question.. obviously your better off managing 3 irons in different indicies or single names rather then one name with three times the value.. so if condors with higher...

LTD?

staying a little further out.. +BOT 1 MA JAN 18 '13 + 425 - (2)475 + 525 Call Butterfly 24.45 USD SMART 11:45:37 OptTrader 2.24 null

could vol be a little oversold going into thanksgiving? AAPL NOV 23 '12 560 Straddle @ 7.50......7.50 is nothing for apple to move in a day and a half

correlation or dispersion trading i have no experience with.. i've only looked into it a little bit.... i wish i knew more.. but time takes time..

good story..

One of the things i did.. when starting this endevor into understanding options.. (not long ago) i went to this site.. everything is free... you can take classes, or just read as you need.. it really helped me alot.. So being that a call is derived from the underlying.. there is a cost of...

i've heard collars called fences in alot of books.. i've read a little about dividend arb.. but it makes no sense.. i would think unless there is a dividend change.. why would there be any opportunity.. the dividend would be priced into the call and put from the start... just as jumps at...

one thing i've never really been able to figure out why smirk lays down as you go out in time.. but if you look at multiple surfaces in a term structure.. you will see the smirk getting sharper and sharper.. "more happy" going from back month toward front month. but my thinking has only...

i was thinking that a call debit spread does have the same profit graph earlier.. i get what your saying.. theoretically a call debit spread could continually get more and more expensive.. just as the spread widens on the debit you pay to enter into the short risk reversal against long stock..

i wish i understood you better... a collar is a short risk reversal against long stock.. if they "as they do" have a 2 point vola differential then it would cost more to buy the put then you take as a credit selling the call.. as it does actually in real life.. theres no arbing a risk...

i speculate your right and i'm wrong.. :) the answer to your question is probably not by the way your phrasing it.. but generally speaking i was just trying to say that.. if you wanted to keep from paying high premium when buying a protective put on your stock.. you could sell a call to...

i kinda of thought that .. if puts were over priced related to calls.. you could sell the put , buy the call and go long the stock in a reversal for a profit.. creating an arb opportunity then equalizing and causing the calls to be come more expensive and puts to be less after many arbs ...

umm.. idk... i was thinking at least that if puts are expensive then calls would have to be similarly expensive..... then a collar would be at least a cost mitigation to buying expensive puts in a case where risk premium has went up on an anticipated event.. the put call parity comment was...

i said " by selling a call for "near" what you pay for the put.." negative skew on the spx .. get correct boiiiiiiiiiii

i remember hearing that saying "the lie of leverage" although i don't agree when people say something like.. buying an call option is the equivalent to buying 100 shares of stock.. because .. just like a call isn't exactly equivalent to a married put. an out of the money call option with a...