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The question has been asked as to which is better in the Crack Spread. Use the same month for crude and products ...or... use a one month delay for the products?? The attached shows the Dec 2011 Crack Spread useing the Dec. Crude vs. Dec. Products and Dec. Crude vs Jan. 2012 products...

I've been a professional in the biz for 35 years. And yes I too have studied the BSM and greeks in the hope of finding some value...something that provides real value in my trading decisions. I've wrote detailed VBA to analyze the model over an extended time, and posted the results here. As...

At least Galileo offered validation to the Copernicus heliocentric model. Something I have yet to see here. Let's see.....mmm.......I want to write a book about option trading....... I could tell people to study the underlying, apply the strategy that is most likely to profit, and fits...

IMO "The Greeks" are by and large useless. And despite my invitations to the advocates of the Greeks here, no one has shown any real world real time evidence to the contrary. You're not all alone. there's lots of us old timers out there, plodding alone making realistic returns...

Here are more detailed on contracts still trading. All up to date as of 12/01/11

With the recent irregularities in the Feeder Cattle/Live Cattle Feedlot spread. I thoght I'd share this.

You have to look at what your asking!! I'd like to find a broker web site that I can use that will show me stocks that I can trade option strategies on and never lose.... based on what your looking for as described....there's no such place.

Good luck with this one.

www.primetradersware.com

Purchased software. It also calculates the Binomial Option Price model and makes a multitude of other calculations for over 40 option strategies.

Correct. The attached is the BSM that I use. I like this one since I can input more than one strike at a time. I don't put alot of devotion in the theoretical model but I do check it.

Since there is no option input it would have to be on the symbol.

Trading the Energy Complex Heating oil looks too far ahead of RBOB Gasoline in recent days. Buy RBOB July '12 @ 2.6301 Sell Heating OIL July '12 @ 2.8401 Equals $-8.82 per bbl. Target $-7.00 per BBL see attached

Just most of it.

Yes

I'm not sure just how you got these numbers. 1) on the debit Call spread the break even would be 128.75 2) I can see that if the long side was sold for 4.25 and now can be Sell To Close @ 5.01 would be a gain on that side only of $1.52, but whats this about the 3.41. My guess is your...

As I stated, you tell your broker the LOT you wanted if not the default and it shows up on your confirm. Firms have been doing this since I first started working in the buz (1981) what's the problem...?

For Cost Basis reporting for the new IRS rules. The assignment of an option would be considered as a sell, and as such would be considered as the same designation that you declared for any other sell. Most likely as FIFO. However as I understand the new Cost Basis rules, the customer...

duhhh!! For the leverage !!!

Another one who thinks that price is based on implied volatility.