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this is a risk reversal with protection. i think the logic for this type of structure is sound.

Has anyone heard of this term? I'm unable to find an explanation online. Also called dollar nuking...

When measuring volatility and you have a dividend, you are supposed to multiply prices before the exdividend date by an adjustment factor, which is 1-(dividend/price). My question relates to the "price" variable. Is it referencing the price on that specific day? Or is it the price today? What...

brah....u are the best poster on here. good luck

how do u calculate the % chance that it will expire OTM?

Check out chapter 16 of Natenberg (intermarket spreading). I believe this explains what you are looking for.

try ^VIX or .VIX

If you are trading through an entity (as you are with your partnership) you are by default a "professional subscriber", and as such you must pay for data. This is an exchange rule. It does not matter who your broker is. The reason you never paid for anything at Schwab is because you were trading...

You can also clear through Apex and Lek; LVX is not restricted to IB.

www.livevol.com I'm pretty sure they said they support Canadian users.

Wow. Scary stuff for all of us who clear through IB. Hope everything worked out ok.

1245 may I ask who you are using now? Thanks.

Hi Brighton. I am still very happy with LVX. I am also now a user of LVE (excel). LVX is more flexible than LVP because you can open unlimited windows and size/move them however you want. I would say your concern about clutter would be alleviated in LVX. The platform is heavy on analytics but...

check out Livevol...

thank u noregrets, i really appreciate it! i was not summing the first term 40 times, i only did it once, that was my problem.

I'm referring to the legendary John Hull's derivatives book. In page 134 of chapter 6 he shows you how to get the conversion factor of an interest rate future. The answer before dividing by face value is 146.23. I cannot get anywhere near this answer. Can someone please explain the math...

Check out Livevol.

your margin will be the distance between the strikes x 100. so for a 40/45 credit spread, your margin will be 500 bucks.

You just don't understand. An individual trading by himself has a schedule C regardless; whether he is a SMLLC is irrelevant, unless he makes the S election.

The default classification for a SMLLC is disregarded; no election is needed. Furthermore, an SMLLC does not determine whether or not you have a Schedule C, that is dependent on making an S election. Why am I posting here? Because I thought I would educate the uninformed. But if you want to...