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It was SPX. It did drop a dime within 10 mins of filling, but not in the execution. We were posting inside bars so realized vol was tepid after I shorted it.

Witten lectures too fast. I like Susskind but he takes random questions from students.

If you want to know how dumb you are while listening to the eponymous ssymmetry lecture while on helium. Speed it up for a laugh.

Yeah, it's mostly a 1st year EE emphasis (Amp-Law).

Yeah, listen to Tao. I have PM and mIRA accounts (vol-spreads/combos + futures) and only pay reg-fees. I did an 800 lot condor for Monday and paid like $350 bucks all in (have to look). Interface is nice albeit a bit slow for vol, but you can easily stress numerically with the toggles. I'd...

Ampere's Law? The line integral of BdotDL around a closed loop is prop to the current passing through the loop. I got a B in PHYS2xx. You should prob ask someone else.

OK, now the r*****ed bot has found its way to this thread. fin.

Who did you blow to get into undergrad?

Dood, he was trading SPX vol in 1961.

He's correct about continuous futures but his argument about Cauchy (fat tails) is r*******. Capt, you can buy SPX "futures" by simply buying the synthetic at any strike.

Yeah. The MMer sees it as a single; a short call. He lays it off (covers it) (or) buys half shares (straddle conversion) or some other hedge to flatten his delta. Regardless of whether it's a synthetic short put or he only sees the short call; the only difference is buying or selling the shares.

I think that you're high. I wrote that downside puts did not trade over ATM-vol prior to 1987 nor was there any listed vol prior to 1973. Good luck with your thread.

Yes, but only after the close on LTD. If the 450 is ITM they will auto-ex the call. No position on Monday. If you are assigned before the close on LTD you will have to cover the assigned shares and 450C.

So the prison provides your internet?

I'll have to disagree as I cannot find 60Y data on SPX vol in 1961 and no down and out skew before 1987.

A CC is not a COB order. The MMer wouldn't see the paired trade, he/she would see the call. He'd cover the call. Let's say the MMer is babysitting something illiquid and can't earn any initial edge but wants the vol-line on his book so he would likely trade half shares against the call...

I wish vol would disappear when I measure it. You think SPX vol reflects a normal distro?

lol what crypto view? I have no idea what you’re stating here. You comment on every thread without stating anything substantive. Either you’re stupid, don’t know the business, or both. You’ve probably read some mkt 101 books and Dunning Kruger kicked in. I dislike you bc you have nothing to...

SPX is fibotrader, a banned nick. Hopefully Baron will clean house.

Nobody knows what you're asking. Long 100 SPY and short the 450C is the same requirement as the short 450P. It's 1:1. You can buy 100 SPY and short 2 450C to effect the synthetic short straddle (short one 450C; short one 450P). The requirement on the straddle is less than outright shares.