Search results

"In your case you could trade it into a 5 point spread instead of your current 10" In that case put options will be very very very expensive. It is not a good idea to buy a new put "take the loss on half and bet the other half will go up." can you please writte me what do you exactly mean? I...

"Because if the SPX fell to 1950, it could easily rally back to 1990 tomorrow." This is not certain!! I need something what cut down my open loss or cut down my potential maximal loss. "Vols will be very bid meaning that the spread you are short won't be worth $10, it might be worth $7. So...

Thank you man for your responses but you probably haven't understand me. For example: I open credit vertical put spread: -1970 p +1960 p for 1,0$ (100 USD). SPX is at 2035. And now imagine that tomorrow SPX open at 1950 and it will go down and my options are ITM. My maximal loss is 1000...

Hello, as you know, the worst scenario for cash settlement options is that they will become ITM. And what can I do in this situations? What can (which possibilities) I do when market at some time open in very very strong gap (for example as in August this year - gap on SPX was maybe 5 % -...

Hi, can me anybody explain what exactly mean "45-day constant maturity price of VIX futures" or "30-day constant maturity price of VIX futures", please? And where can I find this data (for backtesting)? Thank you