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r u saying options on ES, ER2 etc. don't carry cancellation fees in IB?

i'd say- future options :)

This is good. let me start by wishing u lots of luck. As I've been trading those vol combos for the past 4 years, i have much interest in this thread. One point, though. If u could post your trades BEFORE the close, this would give your track record more credibility. good trading

thanks mate.

could anyone outline the inter-relationships between theta and vega and between vega and delta ? is there a way to graphically describe those relationships (e.g how vega changes with time), or put numbers on them? thnks/

AMZN IV went from 40 to 60, brill 4 a straddle. do u mind giving us the details of that beautiful trade (expiration, entry and exit price, and the strike for that strad?) thanks

BTC @ $1.8 spread. that's only $0.2 profit per lot. not good enough. :mad:

u must b joking, right?

STO rev cal on CHAP Oct/Jan 37.5 c for $2 credit. earnings out in 6 days. :cool:

BTC my GS rev cal for $2.2 spread/ that's $0.4 profit per lot. less than expected, but still, a small profit is better than a small loss... hope u will win your long cal as well.

was looking into your suggested GS cal. felt better going the other way. sold rev cal Sep/Oct X 150 C for $2.6 credit. earnings coming out next week, i bet that stock will move enough to shrink time spread enough for profit. we'll c.

if u r short an Oct ITM call into ex-div, there is a good chance u find yourself assigned, thus having to pay that hefty div ($75 per contract). a painful experience, i might add, from a personal point of view/ (been there, ouch).

i'd b careful with that, as RAI have an Ex-Dividend Date on 07-Sep-06 for a massive div.

my summary: scriabnop- this was not a common trade. i don't usually by calendars (let alone both c and p) on a vol crush. quite to the contrary. i would normally do a rev cal on those. hence the 1 contract per leg on that play (i normally put 5, 10 etc. contracts on each leg). however, after...

at the moment my profit on the VTS double cal is 0.95$. plan to exit tomorrow. will post my actual P&L upon execution. sure looks far better than the free 20 c i gave u... (crack pipe? hello?).

i know, i know. but when trying to set the trade the R/R for that looked terrible for a FLY . so i figured i would again do what i've been doing for the last 5 trades , eventhough u guys almost convinced me that this strategy sucks...nevertheless, out of 5 trades (D Cal's on IV crushes, u...

excellent or not, i am currently -1.05$ there, but holding on to it till June expiry next week , hoping 4 some theta coming my way along with a small lift to stock price.(hate to break plans). anyway, me being a fool not learning from his own mistakes, i did exactly the same set-up yesterday on...

OK, my notorious VTS double calendar is beginning to pay off. at today's close the balance is 0.1 above B\E. will let theta keep working for me.

-1.3$ hurts but not fatal, nor final. will try to let theta work 4 me till june expiry next week, will let u know when exit made and with what P&L. or shall i drop the P from the expression... in the meantime, planning to do a June b-fly on SHFL today b4 close. will post the trade details when...

just 2 b fair in this little game, here's my execution report 4 this trade: June 50 c sold for 2.65$ June 50 p sold for 2.05 July 50 c bought for 4.4$ July 50 p bought for 3.6 net debit for the trade 3.3$ earnings coming out 2day after close. looking...