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what do you mean you use a maximum of 5 days?? are you saying that is your hold time? just trying to find some context

Another is sell a vix put and buy a otm vix call spread

Long vix calls.... Nothing fancy.... A little differnet profile then a spx put... But a spx put would be a good one to....

Why not something more directly effected

How come you picked T instead of something else to play the fed?

Yeah i think of it as a binary bet with asymmetric payoff... heads you lose .85 cents , tails you have a long term winner easy triple your investment

GREK ETF will survive as oppose to NBG might not

this is what i found riddick... "TheStreet Ratings team rates NATIONAL BANK OF GREECE as a Sell with a ratings score of D. TheStreet Ratings Team has this to say about their recommendation:" no crap... it's a distressed asset period.. This would be like buying a company on the small chance it...

This seems like a decent binary bet on complete default.. any fundimental ideas on this one .. http://finance.yahoo.com/echarts?s=NBG+Interactive#{"range":"max","allowChartStacking":true}

i still think you should be buying implieds right near the event in which you believe vols will go up... buying longer term vols won't do you any good.. That is like buying jan 17 straddle on spx for this sept 15 fed meeting.... won't work

I would recommend R... I would also recommend getting into the IRC R-finance chat and asking for help.. alot of packages are running more powerful C programming in the pack ground for speed..

sorry if i'm confusing.. volatility is mean reverting in the long run.. your basically implying the mean will elevate, not that vols will just go up.. if your trading around a particular event best to position yourself closer to it , as longer term vols might not be effected

Why would one year implieds go up ... The tendency is longer term options to be closer to mean vols... Therefore midterm vols could go up and long term vols might not move very much... If you think longer term vols will go up sure that's a good expression as new world said but that means...

Ahh. I see. Thanks

http://www.unitedstatescommodityfunds.com/documents/pdfs/unitedstatesoilfund-pro-20150518-1.pdf a constant rolling in a futures curve... being as it that oil is in contango right now.. every roll is selling low and buying higher causing a negative drift.. people call it different things.. read...

no kidding.. Most news is no news

what do you use these for?

I buy books on audible and listen to them

It's a consensus , crude to 30

Know your weapons..... In some situations an otm call will do better then a short put....this is the beautiful part of options a taylored expression to your desire