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what you have on the ditm calls from the bids are option values that are less than what is given by the intrinsic. you should see a huge put/call disparity on almost any level, near-term or far-term. the synthetics don't match the relative common, and the calls create that effect as well as the...

hi sam, oh, my response was geared more towards the "hard-to-borrow" aspects and the effects on the option market when a tender offer occurs. as you know, currently, there is at least a $6 premium for the shares that will be taken in, but the premium on the puts should still exist even if...

if you want to play the arb, no. at least not the jacked up ones.

the tender offer takes some away from the float and reduces availability of shares to short, which makes the stock difficult to borrow. people getting bought in might not want to give up their position, but since they can't complete it with the common, they bid up the puts and use synthetics to...

the smelly attitude continues..... how do you expect anyone to help you when you choose to behave like a child? i take it that those simple options questions were a litle bit too advanced for you.

do you know what gamma is? do you even have any idea as to what a straddle looks like on a risk graph or how that changes over time? do you have any understandings of the greeks at all? from your "i think i know it all so you should all shut the hell up!" answers, i highly doubt you know...

not at all.

uhm, yeah. excuse my semantics. curve-fitting just rings a rather cacophonous bell in the head, you know...

any experienced or semi-experienced systems developer should tell you that curve-fitting is the ultimate no-no in systems development, but what is curve fitting? this is a very ugly phrase because it's often related to connotations of fantasy and expected future failure, which is true. curve...

i'm writing an options system in matlab. anyone else doing that?

don't know what information you're specifically hoping to discover, but if it's pricing, then generally, backtesting option (prices) is not really that sensible. values for otm's may not seem that relevant nor appropriate, and the atm's adjust too erratically over any processed time series...

i think you missed his sarcasm.

trendlines are basically taught in the first or second chapter of any introductory t/a book. ask yourselves. have you ever met anyone who became ridiculously rich after only reading chapter 1 or chapter 2 of any introductory t/a book? :p

not necessarily. maestro, you got a bad ass toy.

the guy was a former market maker at cboe. he blew his ass out and is now selling $2,500 courses because he can't make money from trading. is it worth it?? uh.... what do *you* think? :p

theTaoTrader, well, first of all, the call is priced higher than the put at the same strike level (given the same iv) because the call has a higher delta level. that's just how the model(s) is (are) structured. buying calls will net interest, and puts will cost interest, and it evens out...

hey, has anyone heard of the turtle method? :p

when you own the put and long the underlying, you pay interest. if you're doing the call, you collect. but whatever the interest is, it's often already calculated by the marketmakers, and it's reflected in the bid/offer. you won't notice it as much in the front months as in the leaps. and unless...

Dude, you can do it overnight