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So much for all those Ph.D.'s , IVY league grads and others... And it's probably based on voluntary reporting , so real bad results and ones that went out of business are not in.

risk, what is 97k in % from total capital? thanks

If you having success with "Buy Leaps , sell current month" strategy , you can do it 52 times a year instead of 12 now, lol

you are right , I just got a bit confused with European style... Wow , what a great news , maybe one day they will do it on the equities level. Thanks

I never traded European style options before. How one can lock the intraweek Gamma profit or adjust long Delta position in this case? If SPX goes up , should I buy next week put? Should I short stock? Or maybe I should use a stock as a leg when I take initial position?

so the news of buy out with 20% premium had nothing to do with stock price's spike from 30 to 36$ ? It just happened to happens that 36 was the very point where supply met demand? I am not saying that I don't agree with your post , it's just not clear to me

If you sold 1 put for ten individual stocks , how do you know who was those ten people that bought them or why they did it? Maybe five of them were MM , but another five bought them as insurance(read:I don't mind to pay premium , I want to sleep good at night) to hedge their portfolio? In this...

excellent post. I would add that pros probably paying heavy overhead to have "smaller spread" , so we are even and "Complex strategies' does not work for everyone.

http://www.ivolatility.com/options.j?ticker=tnx&R=0&top_lookup__is__sent=1

PHLX extremely slow to confirm the market order you are a straddle/strangle player(separate legs at the time),fast confirmation that one of the legs are executed is everything.You can check the speed of execution by comparing TimeOrderEntred vs. TimeOrderComfined. I don;t have this data(only...

no , I don't have it as a recorded document , but everytime my buy order(Smart) was execute by PHLX I had issues did not suggest to exclude PHLX completely , I suggest to create radio button choice per user, which in my case would of be"Select Smart,Excluding PHLX".It's does not take a lot of...

If you want to swing via options , why are you going long? Why not to short the put instead of buying the call when you are bullish(and vice versa)? In this case you will enjoy the time decay meltdown( and inflated IV collapse if you playing events)

I developed options analytical software,it's ready for presentation/use. Looking for a partner with an experience in sales and marketing in this field. Must have connections with options trading community(institutional and retail)

nice post.Do you know similar site that allowed you to use/trade options?

no , just Gamma play ( with aggressive delta adjustments) in "almost free" of Theta affect environment. ATM current month long straddle only.

riskarb , what do you think about this strategy? 1.Enter long ATM combo for XYZ(preferably with high HV?IV ratio) ONLY at the last week of expiration when Gamma is very high. 2.Adjust delta neutral position by selling puts or calls as needed. I understand , that mathematically I don't have...

Thanks for reply,riskarb , your opinion means a lot(I actually joined this site after reading your posts for a week, very impressive).BTW,most of my adjustments done by selling additional/free calls of lower strike when price gone down(and puts when price goes up)

I agree that both strategies will have the same results over a long time period,but not month by month my statedly sharpe ratio(piece of mind for me)will be lesser also do weekly ratio's adjustments according to changes in XYZ , Gamma and Theta.If I will go with Calls(or Puts) only,I will lose...

1.Sell 10 calls 30 days for 1.36 (total=1360) Buy 14 calls 60 days for 1.92(total=2688) at next exp XYZ at 32 , P&L=(-1328) 2.Sell 10 straddles 30 days for 2.72(total=2720) Buy 14 straddles 60 days for 3.84(total=5376) at next exp XYZ at 32: short straddle loss=(-5280) long...