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It's information. I hear trades from the floor so I post for all to see. I have no edge in CL and thus no position.

Hearing from the floor that Goldman is loading up on puts with strikes south of $30 for summer expiration. I think this rally will be short lived.

http://www.bloomberg.com/apps/news?pid=20601087&sid=auqZiUUX.aZo&refer=home The biggest-ever decline in commodities turned Pierre Andurand and Chris Levett into this year’s heroes for investors. Andurand’s $1.1 billion BlueGold Capital Management LLP hedge fund in London almost tripled...

We've had bigger moves than this in 20 minutes. As if Israel/Palestine have ANY crude supply.

Ex dividend issues? http://biz.yahoo.com/bw/081222/20081222005889.html?.v=1

Good post. For those interested, Emanuel Derman's blog: http://www.wilmott.com/blogs/eman/

finally broke major support.

http://www.direxionfunds.com/products.html

Options unavailable.

I think this is the main premise behind your thinking.

CL ICE futures go off the board tomorrow (12/18) and CL nymex swaps go off the board Friday (12/19).

You have no clue.

Define high reward?

So it's been 2 months. How's the return on that $10k account?

F efs got bid today. 3000 lots traded 10 ticks, pretty sure it was one trade.

Why are you watching Miley Cyrus?

LOL @ your screen name.

5.14 by...?

Thanks, guys.

I've been trading credit spreads for a short time and trying to compare my returns relative to the entire portfolio and relative to the amount I am putting at risk. My question is which is the best way to quantify VaR when selling option spreads? And I am defining VaR as the largest possible...