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Not so, this operation would not change OI at all, it would only create Volume of 50. It would be an example of what happens on Jan 4 in your Investopedia example. Say we start the day with OI = 100 ( = # of longs = # of shorts). Volume for the day is 50. On the one “extreme” it...

Cache Landing, both eloquence AND a thorough understanding of the subject may be hard to find :) As far as I’m concerned you are eloquently hitting it right on the nose by describing exactly my line of reasoning as well. Meanwhile I also received e-mail confirmation from the website that...

Thanks OTrader for sharing your thoughts on this. But I think the premise of your argument is not correct: In calculating open interest (and volume) they don’t distinguish between whichever party is involved. It took me awhile to find some confirmation on the web. Oh, lots about it from...

Two scenarios that play out regularly re. option volume and open interest data. I draw my conclusions and would like to know if these are correct. It all seems pretty straightforward but perhaps I am overlooking some triviality. Anyone willing to take a look and comment: thanks in advance...

Look Steve, I didn't start this thread but aPismoClam did and I don't want to be in the way of you helping him out. I'll sit in the back row and keep quiet.:D

....... to improve my trading. Indeed, and I was hoping you could fill that gap. But just as I thought: deeply in love with the math, vastly disconnected from reality.

Allright, but do we really need GARCH for that? Can't we just buy some deep OTM's and be done with it? (not my idea but Nassim Taleb's).

To Steve: You know I copied your earlier reply (the fuck-one) so I might re-post it. Anyway, imagine this q in the TA forum: “Could you share a recent trade and explain how Bollinger Bands made it work?” Now I’m not a TA fan but point is: no one would take offense at a question...

Well that’s great. Now could you share a recent trade and explain how (G)ARCH made it work?

To discourage him/her from wasting time studying GARCH, again, from a practical viewpoint. To discuss the math the Wilmott forum may be more appropriate. But feel free to discuss GARCH here, of course. I just posted what I consider to be the trader's bottom line.

Since you posted not in a math but in a trader’s forum let’s start with the bottom line: GARCH has much to do with complex math and nobel prizes, but absolutely nothing, zero, zippo, nada, nix, null with trading or making money. Save yourself the time and don’t even think of...

In general for those using or considering stricknet: for $2 more at www.tbsp.com you can get the complete package: & Stocks $ Indices # Futures ! Mutual Funds ~ Market Statistics * Stock and Index Options + Futures Options / Canadian Stocks including many years historical data...

http://www.cam.wits.ac.za/mfinance/KingsCollege/Marc.ppt References there contain more reading suggestions.

I've read these terms so many times in this forum. but have been embarrassed to ask what they mean. For those of you like me, here are the definitions. A call is an option contract giving the owner the right (but not the obligation) to buy a specified amount of an underlying security at a...

here is complete T&S pls share your conclusion note: 310 volume was only CBOE combined exchange volume was 444

luh, here you can probably decipher if it traded at 60 or 55 at the time. http://www.quote.com/qc/livecharts/default.aspx?symbols=OPRA:UVADK Choose Study: Volume and Interval: 5 I'd like to hear what you find out. PS: CBOE lists 310 as total volume, seems to coincide with...

Yes, and 60¢ at PHLX. But using SMART you don't control the destination: if your SMART order is routed to CBOE and working there, and then you cancel, you pay $1.20 ; if it happened to be routed to BOX then you pay 10¢. The only way to be guaranteed a 10¢ cancellation is to direct...

same as direct routed: http://www.interactivebrokers.com/en/accounts/fees/otherFees.php?ib_entity=llc#cancel

def PM'd me that that indeed can NOT be done: PIP orders need to be direct routed to Box, at $1.75. Then again, don't underestimate the 10¢ Box cancellation fee, compared to $1.20 at the others (well, 60¢ at PHLX...... hmmm, PHLX again .... :( )

def, I don't get it. When I choose SMART destination the PIP order types (REL, PEG STK) disappear, so does the Auc. Strat field. They re-appear only when choosing BOX. How then do I route a PIP order via SMART? :confused: