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  1. .sigma

    Best indicator to measure volatility ?

    What volatility do you want to measure? There’s like 15 different vols on any given instrument
  2. .sigma

    Everything else being equal, is it better to buy higher or lower strike call?

    D1 = stock, forwards, futures
  3. .sigma

    Early assignment and pin risk basic questions:

    “The control of exercise is at the behest of the owner of the option. He is the one that determines when to exercise. To exercise a stock or index option, he must notify his broker by 4 P.M. Eastern time (or 5 P.M. on expiration Friday) that he wants to exercise his option. His broker then...
  4. .sigma

    Early assignment and pin risk basic questions:

    1. Don’t trade illiquid options 2. Especially if it’s ITM, it might be difficult to get a fill. Settlement occurrs at the close? thus subject to PDT, and you can buy back your shares (if underlying is liquid as you mentioned)
  5. .sigma

    Everything else being equal, is it better to buy higher or lower strike call?

    delta1 and delta of 1 are two different things
  6. .sigma

    How we do the skew summarization calculations

    Jezuzz kroist Matthew, gonna take some time for me to digest this info thanks for the thread !
  7. .sigma

    Compute the implied correlation of a Portfolio

    you’re so smart is pisses me tf off. time to get back in the books
  8. .sigma

    Compute the implied correlation of a Portfolio

    don’t ever throw shots at my homie ever again, especially in his own thread. this is a warning. #ETGANGANGANG
  9. .sigma

    Compute the implied correlation of a Portfolio

    The man, the legend himself is back #TBS
  10. .sigma

    Return on Investment: Historical Options Pricing

    I’m trying to spark a convo with the man himself. but for effort I’ll give you an ecookie for using GOOG all on your own
  11. .sigma

    Return on Investment: Historical Options Pricing

    what does ORATS stand for? If it is indeed an acronym
  12. .sigma

    Options Education - Got a Website / Book / PDF You Like? Post It Up

    im actually collecting an epistolary of random butterfly quotes from books, articles, posts, material pertaining to flies, it’s extensive.. a probably the best overall “book” about flies. But I’m not done, maybe when I am I’ll send you a copy. also, what’s a butterfly trader? Do you mean a...
  13. .sigma

    Options Education - Got a Website / Book / PDF You Like? Post It Up

    passarelli’s book was a great read. One of the better books on optionality out there!
  14. .sigma

    Why do moving averages SUCK so much?

    “I have probably made a good discretionary call four times in the last 15 years, which isn't enough times to prove anything” @globalarbtrader profound statement. But why don’t I believe you? Lol, only 4?? Modest man!
  15. .sigma

    Why do moving averages SUCK so much?

    preci-ate the kind words sir. Price is tellling us something. Many a ways to interpret signal within the noise. Some can see signal within static brownish motion dots. Nice chart btw.
  16. .sigma

    Why do moving averages SUCK so much?

    great eyes look alike ;)
  17. .sigma

    Weekly Pin Butterfly Strategy

    It didn't have the largest OI... it had the SECOND largest ;)
  18. .sigma

    Options Education - Got a Website / Book / PDF You Like? Post It Up

    No they are separate books. BUT........... the books are extremely similar and sometimes I'll get confused which one I'm reading. So while they arent "included" all 3 Cottle books have a very similar layout.. nonetheless they are all must-reads IMO!
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