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I was just kidding around I am sure you'd make me a very very fair price, right?

Sure I am looking to take you out of your position at a really crappy price for me. Should I grab my ankles after I dial your numbers? LOL

You cant short a warrant. So basically its a call option which you can only be a buyer of or a seller if you're closing.

"high premium" is a relative amount. What some people think is high others are glad to pay.

liquidity and bid offer spreads in the deep options stink the mm's need to be able to hedge the delta with the stock so the options are always wider than the stock.

Sorry Ben but your reply to your own question is so subjective like the data and the question itself it is of no particular value. That combined with your attitude, although it may make for some laughs for us, does not change the fact that simple statement of price and volume in options trades...

I don’t know what model you’re using or the inputs you used to come up with those IV numbers so they are meaningless. I don’t know whether that trade was sent to the market or shopped around, I am guessing it was shopped. That being the case then the net price of the spread was agreed...

I just read some of his website, this guy is a clown. He didn’t even hit the trading floor till the 2000's and by then the top people had all gone upstairs. He does not post a single sustained fact and he calls the CBOE the largest options exchange and sites anonymous people. I love how he...

Mark, This board is litterred with that very same opinion from you many times, we get it. Thats no reason to go off and post the way you did and guess what, its only an opinion. I dont believe there is any value in that info either but there is also no reason to be rude. The horse is dead...

Spin, come on man before there was dispersion trading there was pairs trading in IV. Pairs trading in IV is essentially a rudimentary form of dispersion. Rather than trading the IV on options in an index vs. options on the index you traded the IV of two stocks in a sector vs. each other.

Marti, I agree with you 100% there is no reason for that sort of childish statement. I dont think there is a whole lot of value in posting that stuff but Mark is way out of line IMO. If you want to post volume info IMO by all means keep on doing it, no one owns this place and its a good forum...

A lot of firms used to do pairs trading with options before the whole dispersion model took hold. Firms looked at pairs trading in terms of IV as opposed to delta. Calls and puts are thus a moot point since they are then essentially the same thing and you can keep your vega in line a lot easier...

It sounds to me as if we both agree that posting of market trades is of no particular value. I would also add IMO the phrase "meaningful size" needs a qualifier, to some 3000 or 4000 is not a whole lot to others it’s a lifetime of trading. Rather than beat around the bush, if that’s a...

Actually you indicated both times they were "bot" What I was pointing out is they were sold too and you simply don’t know which side initiated the trade, were they opening buys? Buy to close? Opening shorts? Or sell to close? Insinuating you know more than you post is rather pointless...

They were also sold yesterday and today. You dont know the motivation behind which ever party initiated the trade nor do you know what they have on or did vs those trades. basically that info in nice but not of much value.

Here is a related question: If a white swan is in the water and then jumps out of the water only to stumble and fall into the mud thus appearing brown how would that effect the huge inherent edge that sellers have in options on carbon credits? I am considering taking a large position in...

no matter the underlying the deep IC is the same position as the far otm IC. The interest / cost to carry is priced in for either case. There is no delta benefit so long as you're not legging the IC. SO basically you're asking about buying a IC and hoping the underlying moves enough to make...

No one is going to shop around retail orders nor would they need to be shopped. Look at the NBBO and consider legging it. I was on three different floors for 20 years too, big deal.

Both spreads have the interest rates priced in so thats a moot point. They're basically the same position and you'd probably have the same odds of getting either one done. If you're expecting to buy near the bid and sell near the offer your expectations are probably out of line.

Please stop confusing people with facts