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Pricing on future distro does not necessarily correlate with realized distro.. forecasting vol can have a basis in realized but a fuzzy one.... isnt a distro a range of prices of sorts... GARCH is a vol forecasting tool assuming mean reversion.. sure at times there is correlation but what are...

Never heard anyone say m for June...........

how many ways can you explain that.. IV is the future implied distrobution.. historical is what actually happen.. they are never exactly the same.. sometimes implieds exhibit a large jump that doesn't happen.. sometimes realized have jumps that implieds didn't have priced in..

http://www.nasdaq.com/includes/euro-specifications.stm

fxe, xde? anyone trading options against their Euro positions? i wanna sell puts against my short position.. any recommendations?

Are any of you guys hedging with vix futures or options instead of just stops.... and are you using a vol indicator for stops.. like BB bands or kelter channels...

Move your vol assumption up by just a couple handles and see how that changes the probability of them going itm

Don't act like that's not a statement haha

I have no idea how to model how many long deltas to get in a spy/spx fly against VM contracts

An otm spx fly did cross my mind.. not a bad idea at all

hoping to do better this next year I'm down about 5 grand in my account in about 2200 in the account I trade for a friend No discipline and trading in new areas hurt

Thinking of trading a vix mini VM against a number of long spy shares..or at least looking into it for this political stunt. "Cliff"

CNBC is poison... noise...... I used to watch it when I started.. of course every time I hear the word option I would get alert my friends all make fun of me for it..so I would consume anything that had anything to do with it....

I seriously never understand you even when your cracking on me... Id tell him generate revenue via credit with a service business during a credit bubble/real estate boom until the bubble pops..I would suggest a business that doesn't involve speaking Mexican and shovels..(that's how Ive made...

I hang out with a guy at Starbucks that has made a living at it... I'm trying to teach him options.. he is very interested... of course he is much more interested in directional trading.. but me and him talk poker a lot.... he had me get the book. Holdem for advanced players... good book...

Merry Christmas........

vega.. is the change in the underlying per change in the implied volatility ... if thats how your using it.. how is this not intuitive.. your vegas change when trading options.. you don't get flat with the same amount of vegas as your opened with in a profit or loss scenario in options.. its a...

repetition helps.. you explained it to me once and i lost it remember.. haha then you told me to go read some papers haha so i did..

what number ends up being the fair value.. realized vol over the determination period.. that doesn't relate to a closing vol vix number at expiration does it.. its more like a accumulation of all the volatility realization for the period of the contract.. i think about it like a floating...

i'm starting to get it... this statement i was wondering about.. "However, along the way your P&L depends on both what you have already realized and whatever implied is priced in for the remaining period." so.. where does the "whatever implied is priced in" number come from... supply and...