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There are many programs out there that have the capability to model any option spread's risks, or "stress-test," via changing the underlying stock's price and/or vol. You could also easily implement this in Excel. Just use the pricing model of your choice to derive individual option prices...

Jan17 vol is way bid, obviously something is coming this week. Looking at strikes near, and beyond the straddle range. I was looking at otm put and call calendars. But is the short gamma worth the risk? Who knows.

I would buy short term, and be a seller of vol (pre-earnings).

For me, trading breeds an unhealthy lifestyle. I trade during US market hours, then mess around on the internet, and usually go out drinking. As long as I am in front of the computer at 8:29 am (CST), I'm cool. I had a much more structured routine when I had a real job.

I am short from 1815.75.

Basically, I want to know how to move the vb codes/modules into a new workbook. I have tried import/export, and other methods, but it doesn't work.

I posted this in the software forum, but perhaps more people will see it here. I want to download my account and portfolio details into Excel. I have very little experience with the IB API. Within their sample ActiveX spreadsheet there are pages that allow you to request portfolio/account...

Yeah, it makes no sense. If you sold it at the mid, 0.84, your max gain/loss is $84/$416.

Butterflies are typically bought, not sold. If calls or puts, it's a debit. If it's an iron fly, a credit. In both cases you are selling the body, and buying the wings. This trade is short vol though. If you think FAS price will decline you could do a bearish fly. If you want to be long...

So you are buying the body and selling the wings? There are better ways to buy vol then that fly. You have almost no profit potential with this trade structure.

I'd suggest the search function, as I am sure there are past threads that discuss this concept. There also many papers published online. Skewness and kurtosis are embedded in options. The distribution of underlying asset prices is the basis for a pricing model (or an assumption of what...

I am actually part of the test group for their drug NKTR-118. It is to alleviate opioid-induced constipation (joking).

I am trader in Chicago. I'm all ears...

I am not saying that XLV is the ideal candidate for this strategy, nor would I sell that option. I am just offering a way to make decent returns, if you are bullish direction and happen to be right. Why buy a straight otm call when you can finance a long position by selling more near term...

Time is not on your side. You want it to get there in a hurry. Why not just buy the underlying and sell calls against it? Or create some sort of spread, like an upside fly. Better yet, sell puts every month. If expired worthless, repeat. If assigned shares, sell 2 30 delta calls...

How is a healthcare ETF a proxy for the stock market? If anything, it would probably fare better (than other sectors) in a market downturn. Regardless, the same issue exists in any underlying asset: Do you really think buying a far otm call is the best way to position yourself to profit from...

Even if it did, let's say the OP is long the SPY Jan15 220 calls. What happens if SPY closed at 219.99 by expiration? He loses all of his money, even though he nailed direction. If you really want to buy straight premium, go ITM, like 90-delta or so. That way you'll somewhat mirror the...

This is pure genius. A brilliant way to make sure money. Seriously, I would suggest learning the basics of options. Certain factors greatly influence their price, such as volatility and time to expiration. If you want to buy the market, why not just put your cash in a margin account and...

I have always been impressed with Planar products, although I do not currently own one of their screens. My current setup is six Dell U2412M monitors (1900x1200), with mini DisplayPort connections. Dual FirePro 2460 cards drive them. No complaints, and not too costly.

I have the Fractal Design R4 (although my machine is air cooled). I am satisfied with it. The Antec P183 and Silverstone FT02B are also solid options.