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  1. Gimpyron

    Trading Volatility

    and variance is derivative of...... (mostly)
  2. Gimpyron

    Continous hedging as a rachet device to lock-in profits

    you guys made so much money from options that you let yourself spend soooo much time for nothing!!! how you made all that money?
  3. Gimpyron

    backtest variables, compare between two systems

    Hey shay, I would suggest including average win- when the trade is profitable and average loss - when the trade loses. this kind of details may illustrate the feeling you about to experience during your trading time! further more, if your strategy includes stop losses- make sure you count them...
  4. Gimpyron

    AMZN

    good vid. thanks
  5. Gimpyron

    AMZN

    dont you guys a bit worry about the S&P shape? i never use technical analysis but hell look at that pattern. and look at 2000's... 2008's... i got some naked puts for the current month, got to sleep with one eye open
  6. Gimpyron

    AMZN

    I believe this how the big guys fall, if you think china is the next bear market trigger stay out, for any other forecast buy the deep.. however this kind of speculations may cost heavily
  7. Gimpyron

    AMZN

    unstoppable? new highs today for the 120% ytd stock what do you think, can we expect 700 till jan 16?
  8. Gimpyron

    extrinsic value decrease

    Thanks all. i belive my strategy wont work as expected :p
  9. Gimpyron

    extrinsic value decrease

    tastytrade's answer: Hi Ron, If all elements were held constant, theta represents the decay of time at any point. If you notice, theta close to expiration becomes pretty high. This is because every minute that burns away are small portions of extrinsic value as the option approaches expiration...
  10. Gimpyron

    extrinsic value decrease

    Hello mates I hope you all have a good week so far. Today a thought crossed my mind, is options extrinsic value decreases during the last day of the option's life? let's assume I trade X option at the money. the expiration is today, and my option got 0.51 in extrinsic value. lets assume the...
  11. Gimpyron

    Volatility Crush for HPQ Q4 earnings Nov 23rd 2015

    Your friend Gimpyron just got burned on he's short straddle position on JWN yesterday (worst day for the stock in 15 years). Playing volatility worked for me few times, be sure when you see a big gap in the pre-market your in trouble. I am still testing the field and i expect to find the...
  12. Gimpyron

    IB maintenance margin calculator

    Thank you for the info, cheers for coming back! I just started my PM account.. see how it goes
  13. Gimpyron

    Question on ES Weekly Options Margins

    Well i actually believe that the longer you are exposed to sort of risk/naked option, the more margin you have to maintain because the probability of getting to that strike is higher.
  14. Gimpyron

    Vega trading

    one of 6 positions i hold right now whats your bet on the fed meeting
  15. Gimpyron

    Vega trading

    i understand about the bid ask spread, but do you look after the implied vol, higher vol means i buy expensive legs.. (33's). about the 35's you probably right
  16. Gimpyron

    Vega trading

    Thank you for the replies guys, all been very helpful i start to understand about trade my position closer to the bloodbath that i expect (fed..) i strongly consider rolling back this straddle
  17. Gimpyron

    Vega trading

    Trilogic as you can see in the pic' the spread is really tradable. I see what you mean, please notice there is moster vega value for reason, i have to check myself about what you wrote you could be right
  18. Gimpyron

    Vega trading

    hello everyone, i would like to share with you one trade i bought. most of my trades are not buying calls or puts, but in this specific trade i tried to take the upper hand on this low volatility stock. Rick: T impld vol' on low enviorment: I decided i want to take a bet on increase in...
  19. Gimpyron

    Time value lost overnight and during trading day - more in either?

    Yes mate the greek called Theta Theta will appear as negative if you buy an option, which indicates the amount of dollars you LOSE everyday, weekends too. Theta increases rapidly in the last month before expiration
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