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I am looking for an idea of what I should use to figure out straddle break-evens for futures options straddles. I have been using: (1/265)square root*IV*underlying price. From what I understand this is for one day of equity options trading from 9:30am to 4pm Really though I tend to...

Good thread! Keep it going I say! I have been asked about buying options on Canadian short term interest rates to protect against up moves? Is there an OTC market for this?

Not that I am a big drinker, but as a rule you can't go too wrong if you exercise 45 minutes to an hour before you start drinking.

Okay I just watched that episode and it is pretty lame, more of a soap opera than anything about trading. Just don't blame me if you don't like it

An episode of the $treet http://www.youtube.com/watch?v=SV5Y6C5WaOo&feature=PlayList&p=1E73A911E32BF4A4&index=0&playnext=1

Has anyone thought about why all this internet garbage about the FED is showing all over the place? Since October people have been telling me things about the FED that are contradictory and inflammatory. Who stands to gain from this politically? Why do people takes such stupid statements as...

I think one place to look for an analogy is variance swaps and how those contracts vary as a function of time. The CBOE (or CFE maybe) has some listed maybe you could overlay two on the same chart.

While I'm on the subject what is up with the combo charts on IB? There never used to be an problems but now I can only get RTH charts, and NYSE RTH at that. For FX futures I need charts starting at 2am eastern or earlier.

I just set this up to trade through the "futures options combos" feature the using the "multiple" tab.

Does anyone know if it is possible to do this with Interactivebrokers? As we all know they write their manuals for people who already know the answer so I need a little help here. Basically I want be able to place a limit order to sell my two puts and one long futures when the price reaches my...

I have called and written both IB and the exchanges as their information about expiry is often misleading and sometimes just plain wrong. Always cross reference from multiple sources, although to give the CME group credit the 2009 information is much better than 2008.

Funny I was just thinking about the midnight rally crew. It was a pretty neat effect back in 2005/2006. Maybe look at buy a just out of the money call at 4:10 and selling a future when it hits the strike

I trade volatility, so I end up in many markets looking for options mispricing but I haven't got any of the meats yet.

Guess the point isn't that I know better, it is just that it is better to trade of charts than it is to anticipate what tomorrows "why" is going to be. I find my trading is better when I back off the news a bit and trade off price action

I have bigger fish to fry than shorting some SEC regulated stock. I just wanted people to get out of it more than anyhing

How do you know that pork contracts are down because of swine flu? It could be any number of things. The chart will almost always be better to trade off of than your perception of news.

Back in 2003 I was all hammered up in Cancun and i was telling anyone who would listen that GM was screwed and everyone should be short it at around $35, and maybe sell the odd put against the short No one want to listen though

I find most of the Asian indexes have over priced vol, which makes it hard on straddle buyers that rarely adjust, although I think true gamma scalping would work on a lot of them. I guess I am looking for truly underpriced vol.

Yes it is a big step to take at once, don't worry I have traded many types of volatility. HK warrants just might be an undertraded market with some ineffcienties in it

bump anybody ever think the emini sp is a little crowded?