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Hi Sle, Thanks for coming back. I did that, but when i do it, i get May -0.01, June 0.11 and Sep -0.07 For example, Sep vega is -0.82 so formula i use is -0.82÷SQRT(134) = -0.07 Im totally confused. :(

At the risk of my thread getting totally side tracked. Is anyone able to help with how these rtVega values were derived please? I can't get the same numbers. I assume the poster is only using the data i posted in my spreadsheet, however, i can't replicate his numbers. Any help would be...

Could you tell me what DTE means please? Also with the forward vols of Jun 9.1 & Sep 11.5. How did you get the fwd vol of 12.5? Thanks for all of your help so far. hardtofin

Many thanks once again for your help and these figures. I must be being stupid but I can't get the same rtVega figures for May, Jun and Sep. If I add the May rtVega's together, I get -0.04. Jun 4.66 & Sep -9.38 so nowhere near your figures. Even if I use the square route of time against...

Many thanks for your help so far. I have now worked out the root time vega for my entire portfolio and added it up. It comes to -4.76 (seen in the red box at the top). Does this mean overall I am short vol over time too? I am a little unclear as to exactly what this is telling me. I only...

Hey guys, Yet another post on vega. I am having a really hard time recently with the insanely low volatility we are experiencing. Hopefully someone here will be able to answer my question. Overall i am net SHORT vega. I am long May vega, only small. Long June vega, about 50% of my...

Hi guys, I am sure there is a way to do this, but for the life of me I can't remember how or find anything online about it. Essentially I want to use option prices to find the underlying price of that months synthetic future. For example, most indices have quarterly futures Mar/Jun/Sep/Dec...

I am interested in trying out DeMark indicators and learning the technique. Does anyone have advice on how best to do this please? Is it as simple as just buying a book and you can learn/plot it yourself, or do you need to subscribe to his service through Bloomberg? It all seems a bit...

I am a professional trader and I sell options all the time, it is the main way I make money. I guess it depends in what capacity you are talking about selling. Are you talking about naked options, part of a spread, a long way out of the money puts/calls etc? Certainly there are widely varying...

Hi guys, Just a quick question on how you guys survive/trade when IV is a low as it currently is across indices like ES/FTSE. In the front month, implied vols are down to around 8%. I am usually a net seller of options collecting theta and trying to stay mainly delta neutral. However, the...

Many thanks for the reply! I am essentially short the market from much lower. I bought the calls as a hedge as you say. Now the market has gone up I have really high gamma so these calls are stopping me losing money on my underlying net short position as they have now swung my delta flat and...

Hi guys, My very first post here. I was hoping some of you guys could give me some tips on how to manage a position that suddenly accrues a huge amount of vega. Specifically, I bought a very large number of OTM calls in my position for just pennies a few weeks ago. The market has gone up and...