Search results

The thing is, the vix product you are trading is not the cash price. If it was, many smart traders would have arbed the shit out of IG, causing IG to close the product. I was trying to figure out what the "cash" vix is that they have. Still not sure.

you have to be kidding me

They are marketing it like it is spot

does anyone know what this product actually tracks? It's not the Cash price and its not the front month future.

Can you link me to the website? If this is true, you could do a lot more exciting things than just betting on spot direction. I find this hard to believe

You can't short spot VIX. You can only short the futures. When VIX is high, the futures price some type of mean reversion. You can't short SPX options or var swaps because realized vol is usually outpacing implied at those levels. Every time you think of something where the situation is "how...

If you are long realized vol you are usually long implied vol. So you have exposure to "vol crush". Which is what the OP was concerned about

So you want to be long vol without having exposure to "vol crush". That is a very tall order

hmmm...I will think about it. Didn't want to broadcast earnings anymore because it might bring in some new money to the strategy. I have put a lot of work into it my current models.

Hey Matt, It worked great. This is v nice feature. I have a couple of questions about three variables. 1) I don't understand what the difference is between ImpErnMv and ImpliedEarningsMv 2) What is ImpErn90 3) What is impliedEE vs impliedee I have read over the documentation many times but...

Hey Matt, can I access this chart above as a member? You guys have so many features, I am not to sure why I only limit myself to the API. Would you mind sending me the link to this platform?

Lol I love how you always call me TBT. Maybe I should change my handle to "Throw back Thursday". Implied moves are insane this quarter. If matt plotted this on RUT for example, you would see we are really high up on the chart. Many small cap stocks implied move are like 2-3x the average move...

Thanks for posting this Matt

If you knew him IRL you would be embarrassed. Dude, you talk about 6 simga moves and your hard on for Taleb all the time. Everyone on this board knows you are to scared to place a trade. I also don't think anyone here takes you seriously.

Holy F#ck you still have $1000?

Thnaks for pointing this out. I will try and find the links and post here

This graph is a good starting point.

Single stocks can be down more than 20% in a day.

That's not very smart. You would lose all your extrinsic value if you exercised your option. However, maybe I was not clear. You sell the same day expiration option. After a 20% drop the stock stops trading for the day.

You sell the put below the 20% circuit breaker. Why would you exercise? It would have 0 intrinsic value.