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Spot on.

This is a very bad idea for a retail guy. You have no idea what that late order is attempting to accomplish. No idea what else that trader has in his position. No idea if it's a vol bet or a delta bet or a hedge. Even if you could be sure it's a delta bet, you won't know which direction works...

Saw the thread from a few days ago, read through using search function and landed on an old thread of same topic by accident. Info is just as relevant today.

Counter party info is available. What you won't know is specific account info "who at lime" traded, but you can it was a lime account. These Option Hacker guys and anyone else selling an unusual activity options scanner are making money on marketing to idiots. 1) These unusual options...

Notice we are saying the same thing. Then ask yourself why your strategy doesnt work. If you want to play the reversion, at the very least buy vol when it goes through the 2nd st dev bolinger band from the lower out bounds. Do not step in front of the trend as it drops into the 2nd band and...

Livevolpro offered through the CBOE. Check it out

Curious, what type of manipulation did you find? I feel like there are a lot of routine practices in MM and HFT that could be construed as manipulation... whether those practices are or are not is not for me to decide. I worked at a firm about 5 years ago wherein their chat system would censor...

No, there is usually an ATM delta difference between call and put. This is true in front month as well as vs forward values in longer term expirations. Only in super low vol products (like SPX) will you see close to 50:50 atm p/c delta ratios. The delta difference increases as vol increases.

Yo Murray, I'm interested in talking to you. Where does your tool get its crypto data? Would it be scalable for thousands of users? I've been looking for a data package to potentially bundle into a potentially large crypto trading education deal I've been negotiation w a few derivatives...

Secret Santa wins. In high vol products, especially noticeable in over 100 IV, ATM calls will have significantly higher delta than ATM puts.

Just yards trying to sound smart

Please remember IV is an annual measurement. Ask yourself how valid an annual measurement is for an option w 5 hours, 2 days, or a week to expiration? I would ignore IV as anything but a model of the risk. It's just a label that helps you identify value more quickly. If you take individual...

Not sure ETN is the proper term either. My only point is that the underlying portfolio is managed risk meant to mimic the target index, whereas an actual ETF would simply hold THE ACTUAL PORTFOLIO OF RISK. Ex: VXX is an ETF because it holds a portfolio of the first 2 fix futures so as to...

No. That difference is the blow up premium, wherein you are probably comparing 10 day HV over a boring period of trading to 10 day IV. (Watch as that ratio flops post earnings or any volatile event.) HV is backward looking. IV is forward looking. My algo for beginners: sell vol when vix is...

Wait for Elon Musk to schedule another appearance on the Joe Rogan show. But puts. You're welcome.

I recommend you trade back and forth at same price all day. I'll just take my .5% commission for each roundtrip trade. Thanks bruh

No, the point is that these are not ETF's. Probably more accurate to call them ETN's, though that term has fallen out of use. If you own the QQQ's ETF for ex you have the right to transfer that product into some notional value of actual Nasdaq 100 stocks. ETFs have intrinsic value of the...

Lol, ofc you are. Just go to http://cfe.cboe.com/market-data/hoss-information at 8:15 every Wednesday morning. Identify a price and order flow imbalance that is a favorable bet. Then place either a market or limit order into the HOSS opening rotation. (Market order gets priority but is...

Both long and short vol would be directionally neutral, albeit opposite risks. Short vol is like playing Russian roulette w a mathematical model. The only groups that last have a method to determine when to both flatten and typically also when to long vol. The groups that only go short vol end...

A strip is not required for traders to enter opening rotation orders resulting in SPX trades, correct. However, an entire strip does need to trade for there to be a vix settlement value. VIX index value is calculated with midpoints. Vix settlement is ALWAYS AND ONLY calculated from actual...