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<font size="20"><font color="green"><b>LET ME SHOW YOU</b></font> <font size="3"> aapl call flys on the weeklys.. ATM 660/665/670 = 1.09 OTM 665/670/675 = .79 OTM 670/675/675 = .38 </font>

<font size="20"><b>fuck yeah.. </b></font>

About books... this is a good quote.. my antilibrary “The writer Umberto Eco belongs to that small class of scholars who are encyclopedic, insightful, and nondull. He is the owner of a large personal library (containing thirty thousand books), and separates visitors into two...

theres nothing complex about butterflys... great risk reward.. they get cheaper and cheaper as you go otm.. cheap bets on the market going up... synthetics give you great leverage.. nothing complicated there either.. same risk as Underlying with a hell of alot less outlay... butterflys...

shorter strikes on backspreads.. seem more intuitive .. if your trading strickly for credits i can kinda see why widening would increase the credit.. but that gives the "randomness" of the market a bigger range to hurt you in before your longs start punching back... a bigger range seems to me...

I'm thinking I ditched my vixy trade at the low... I'm gonna backspread for a credit that would profit similar to 300 shares

How could two calls at different strikes have the same iv

hey i have my fair share of draw down lessons in front of me i'm sure! haha

yeah i'd love to hear a good clear answer as to why they are better.. I'll PM you with trade ideas.. i've put on ratios quite a bit.. i've got one on the xde right now.. just for a blow out to the downside.. i put it on as a debit actually..

i love reading books... everything from mechanical stuff that is the nitty griddy math of things.. to philosphical things like "fooled by randomness" and everyone loves the romance of Livermoores life... you can gain so many insights from traders lives... I don't buy plasticky stuff...

yeah.. whats the ideology behind using wider strikes? i don't get it.. if the strike spacing is 5 dollars why spread wider? i know there is a good reason but i don't remember or never got it.. is it because if your ten wide you have a bigger range to cover in if the underlying starts...

UL vs. Synthetic... margin requirements Short Put Position Short 1 Sep 160 puts(s) at $2.56 Underlying stock at $160. Put is out-of-the-money Initial Margin Margin requirement: $3,412.80 Proceeds from sale of short put(s): $256.00 Margin call (SMA debit): $3,156.80 + Long...

yeah... its cheap to add longs when when some thetas have burned some premium off them.. Are you keeping the strike width as small as possible.. or do you spread them wider?

so what are you doing.. just trading it outright with leverage or something?? these are things i would rather do then own the underlying.. on a Gld break out.. 1. Price the otm call butterfly 2. look at a debit spread IE 3. ratio backspread ATM for a credit 4. Synthetic long

i've had the hardest time trading currency.... i suck with directional shit

umm... yeah.. are you expecting like a big move up or down or something? my guess is withing days we are going to be back below 140 and that spread would be in trouble... tell me the ideology you have behind the strikes you picked.. have you messed around with your volatility assumption to...

oh i was confused .. as i thought i was..... i figured you were putting these trades on two months out and closing them as they got into the last month.. your exposing yourself to more gamma risk doing it in the front month. .but hedging it by using ratios instead of straight condors.. i get...

two long term time frames there you posted that both look bearish.. and everyone knows that Euro zone isn't poised for a upside breakout haha

I'd guess its going to fall out the end of that triangle if you were to ask me.. i think the Euro Crisis is gonna put it back at a dollar.. you have a macro view on Europe?

You guys are putting trades on three or four opex's out and closing them at the one moth mark?