Search results

rho is basically zero near expiration and vega is basically meaningless. Delta switches between 0 and 1.

Theta and Gamma are related.

Think about it this way you have 1min to expiry, whats theta zero? Nothing can happen right its either in the money or out. Until the underlying jumps 8% in the last 30s. It is precisely in this realm that Black Scholes fails completely the distribution of returns is extremely far from normal...

Its called a Douglas Bader straddle; you get hit on both legs

Ratio for the won is divide by 100 to get dollars. Options are very very liquid but only in the near month.

I can't know this but I think we are close to a intervention on the dollar by the central banks. The dollar gets stronger Oil crashes inflation comes under control and a huge bull market roars in the US and Europe.

Nobody else trade this contract?

Market Closed 221.17 15:02:30 221.21 15:02:28 221.21 15:02:26 221.21 15:02:18 221.23 15:02:12 221.23 15:02:04 221.27 15:02:02 221.30 15:01:46 221.27 15:01:38 221.28 15:01:36 221.28 15:01:10 221.67 15:00:58 221.94 15:00:40 222.02 15:00:38 222.02 15:00:36 222.00 15:00:32 222.02...

Basically if the underlying equities are shortable and interest rates are positive yes.

How do you see the rates?

Dude are you serious:confused:

Classic:D

Just thinking if a limit move is $10 then it will take 1 year to reach $2000. Thats my forecast Oil will go up forever and the SP500 is going to zero. OK close to zero its got some Oil stocks in it. Seriously though I smell blood someone is in trouble!

Oil goes to $2000 :p

This is the point, the news and everything else is meaningless, those who are short are crapping themselves it will go higher. "What us losing money, nah been long since 60" :p

This peak oil crap reminds me of the dot.com crap. Don't price us on price to earning. We need price to sales. Why because this time its different. I can remember one of the geniuses saying that internet companies could just stop their marketing and then their Income would increase...

Video no longer availible?

We should have exactly the opposite and open the markets once a day for a 10 min auction

Daal; pension funds are anything but price sensitive, all they know is that commodities are out performing finicial stocks at present and their members are screaming at them because the asset managers are all down 12% from the highs, but gee Bill up the road has made a fortune in commodities, so...

I have no problem with a pension funds right to buy commodities if they think thats a good hedge against inflation. The problem with index trackers is that they are trying to replicate the index. So as they get cash in, they must buy or risk not replicating the index. As such they are...