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Options on futures, for example NYMEX CL Jun 13 contract has bunch American options expiring in Jun, Aug, Sep and so on... Whats the purpose of these (beyond Jun)? From a trader prospective?

I talked to ddt guy 1.5 yrs ago. the min $100 fee was in place then.. as with few others.. I am talking specifically about their API which costs 10c per order with $100 monthly min usage

they have/had. i know for sure ;) lets hear from someone who has actual experience.

I have heard that Rithmic waived its usual $100 minimum monthly usage policy. But I couldn't get this confirmed from my broker (for the obvious reasons :) ) Has anyone have his minimum fee waived recently or has anyone opened new Rithmic account recently without this condition attached...

do you understand what you have said? yourself?

have you made your million? :D

I have CME equotes. you can pick between trading and calendar days.

Thank you. Most tradable contracts on CME are few days long.... So this is why I am asking (because I know it is important on such short terms).. I even have a hunch that people calculate portion of day during day-trading sessions...

all the quant formulas require T = days_left / trading_days_year I looked into CME calendar and counted 12 so I entered in my neat excel spreadsheet :) =days_to_expiration/(365-12) what would you use to calculate T for CME options on futures (ES for one example)? is there a bulletproof...

ok I got the picture. thank you

@caveman... I appreciate that you might know what Volga is or whatever... but honestly if you don't have anything to add to the discussion why don't you go and have a beer or something...

sorry may be this is the problem here... I thought if I sell a fly someone might have bought a fly, but also it could be 4 different people involve - 2 sold me calls and 2 bought calls from me... is this not the case? are you saying that strat orders going to be matched against strat orders...

OK my options are a bit rusty may be I am just being nuts.. Here is the example. ES (CME SP500 e-mini futures) @ 1500. I sell a butterfly BUY CALL 1 @ 1400 SEL CALL 2 @ 1500 BUY CALL 1 @ 1600 price moves to 1501 next minute or HV jumps up 3%... Buyer of the CALL 1500 thinks hey I...

Sorry to be not too specific. But I was talking about CME options on futures.. there is no dividends. I mean if the underlying price is 1500 and you have sold a call at 1400 why the buyer will not exercise it immediately?

If an American option can be exercised at any time - how do you trade anything which includes a short leg which is ITM or ATM ? I understand a mad trader or if a mistake has been made can even exercise OTM option.. right? why not... So... how do you guys construct strategies? or you just...

End of month symbol should be EW, weekly - EW1, 2, 4

I cant believe these figures are correct. What french do to find porn? look in the window?? hmmm... could be....

Count me in!

Why Sinclair is Filthy?

thank you guys. very helpful