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  1. I

    Automated Delta Hedging

    markets iv will do Obsidian is 400$ per months ; how much is Actant Extreme ?
  2. I

    Automated Delta Hedging

    Mav , Do they handle the skew ( if one exists) ? This is the only thing holding me from going full automation
  3. I

    Monday crash preview

    good point
  4. I

    Monday crash preview

    Just heard on TV…Israeli stock market down 6% Dual listed stocks (mostly NASDAQ) down between 4% and 12% TEVA down 6%
  5. I

    S&P Downgrade rumors

    I've also just heard it , lol What a freak show
  6. I

    VIX fly (switch)

    oh my...look who is here...
  7. I

    What strategies do you guys use?

    +10
  8. I

    Imp Vola over a w/e

    I am watching few selected stocks ( some = reporting in July cycle) today…Interested to see how they will handle vola into long w/e
  9. I

    Interactive Brokers TWS Bug Thread

    Create new or rename existing Tab and all other tabs order gets messed up
  10. I

    Imp Vola over a w/e

    My observations confirm the same. However – I thought that maybe some MM will be willing to share exact techniques. If the smoothing begins on Friday, then they need to adjust ones an hour as if three hours passed. That’s will make Monday open = Friday close
  11. I

    Imp Vola over a w/e

    Thanks opt¡Kunfortunately this part is not pretty simple to me. I am looking for mechanics of pricing in process. If end of Friday = Monday open, then when did the smoothing started?? Friday morning? Day before? BTW ¡V let the other side of my trade be concerned about gamma risk because I...
  12. I

    Imp Vola over a w/e

    If the markets are at 2.10 mid with 40 vols on Friday close, what is the guesstimate/model for Monday open? Is it : Still 2.10 (hence, the vols print= 50) OR Vola stays at 40 (hence, the mid at 1.80)??
  13. I

    Imp Vola over a w/e

    I wonder if anyone willing to share their insight/prop methods on vola calculations over a weekend I am interested in one particular time frame for 8 days over 5 days ( for weeklies) sample TIA
  14. I

    Trading Long Straddles

    Falcon -I was just kidding...read a beginners book and stay away from ET advises for a while
  15. I

    Trading Long Straddles

    lol ; +100 Hey Falcon - forget options and start trading vix switches... Shouldn't take you too long to "figure it out" J/K
  16. I

    Trading Long Straddles

    what will excatly work ?
  17. I

    GOOG earnings after close tomorrow - need options strategy

    RC was a way to go. 800 bp loss on back month vola
  18. I

    Volatility Term Structure

    It works like a moving averages for stocks , just in opposite direction for VIX
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