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obviously to make the formula fit, you would use the "intrinsic value" as the premium for the missing contracts if you can't find them but that went over your head :)

don't think Tabb is an idiot, you might want to find out a bit more about him :)

he is fucked!!!

I think Tabb discussed in one of his article that the BS model was just that, BS, and that you need to use the pricing arbitrage of the put-call parity to make your option bets

GME last @ $58 LOL put@70 = 70-58 = $12 intrinsic value

I can see at least 3 or 4 major violations of the SEC federal code here, he is soooo fucked. he stopped posting his video, and has gone all quiet all the sudden. Bet he has retained counselor who is already negotiating with the Enforcement Division of the SEC before they come to get him in...

are you retarded? they are the SEC, even the Hedge Funds big guns shit their pants when they get examined by the SEC.

Tabb says all options should be valued with the put-call parity, and you need to watch and track that equation for any "disruption" or "drift"

didn't they teach you about the importance of implied volatility, and the pricing arbitrage of put-call parity?

those GME fools, could actually still save the day if they were buying puts near 0 ITM, puts with Strike at 55 if they can find one, because when that thing is going to crash back to $6, it will still be a nice little profit.

it's going down faster than a $2 whore :)

there is not much you can do. Question: was that your first option? where did you learn first about options? did you at least had a crash course about them?

what's the strike on those puts? also keep in mind that past volatility, if they go up, will increase the intrinsic premium don't think anyone is using the Black-Sholes model anymore :p

shutup you stupid millennial, you have no fucking clue. Go back to Reddit with you wank buddies :)

yeah, they froze your account because compliance saw you were a big fucking risk.

The put-call parity: The formula for put call parity is c + k = f +p, meaning the call price plus the strike price of both options is equal to the futures price plus the put price. ... For example, if the futures price is 100 minus the call price of 5, plus the put price of 10 minus the 105...

you also need to learn about that famous formula for options parity, to cover the call, you could have short some kind of floating rates ETFs with no volatility to "fund" the margin call before it happened.

you could have open an account with another broker, and write a put instead to offset the loss :p you were writing calls, it's dangerous if you don't know how. If you had bought that call at 65 when the underlying was trading at 50, then it would have been a different story :)

that's the problem, you were making assumptions and using this as your main reason to trade. That was you fucked already before you entered that trade. If that was an exception, that was enough to tell you it couldn't last and you shouldn't engage. You went there like a fly on a light bulb :)...

I have made a few "options" trades on Midcap and SmallCap stocks, ITM, or OTM, and it's a humble experience. My models were expecting a certain price for my calls, but I could never get that price, always overpaying if I wanted to execute the trade before the underlying was taking off. Of...