Search results

If you input the correct IV the correct price will come out, or if you enter the going price the correct IV will come out. They calculators are correct and it's most likely your IV value that is off (or just different) that is causing the discrepancy.

Is that was was on the thread from this weekend? I clicked the link and then hard powered off my machine after about 20 seconds when the hard drive started thrashing unexpectedly. I'm restoring from a two day old backup now, but just wanted to know what was there so I can determine how abused...

You need to look up the term "Implied Volitility". The earnings anouncement hit and the IV dropped across the board. So it would be possible to lose money even if you got direction right if it didn't move enough to account for the IV drop.

Today I've been getting better fills on the SPY even after considering I've got to do 10x the contracts + commissions than on the same trades on the SPX. Just an fyi to check both if it's conpatible with the strikes you want.

Anyone supremely knowledgeable want to explain how these work? Right now... SSO around 69 SDS around 73 And SSO ~= - SDS So what happens when SSO gets to 140 or higher? Will the SDS go to zero and stay there? Maybe if someone could explain to me how such a structure 2x and -2x...

Happens already. Look at the actual price on a gas pump some day. They add up the fractional cents and then round down.

Ever think he might have gotten a better price than the current EOD one? Like when GOOG was up a little this morning?

I think what OC was implying was that if you don't already know what to do with a stock list, then all Excel will do is help you stare at it. Figure out what you want to do to the list mathematically, then figure out how to have excel do it for you.

I believe this is somewhat on topic. Ignoring larger economic effects, what is the actual meaning to a home owner if his specific mortgage holder goes bankrupt?

I haven't left because like I said, I'm happy with my work. The morale comment was more of an observation of many of the people I see there. But now to get back on topic... Maybe this is the right management, maybe we'll swap people to improve morale, maybe it's the right time, or maybe...

First you're misquoting me, I said "not many", not "none". The question is if these people can make the changes necessary. I've been there for eight years now and it was pretty good till late 2001. Since then things have been getting worse, moral is pathetic, and we aren't producing...

I've done the research and I um, happen to work there. I don't see many visionaries in management, and even fewer who are effective at making anything at all happen. I stopped holding the stock almost two years ago and see no reason to change that. But I wish you the best of luck as I'll...

If your platform is TOS, then it's also NOT showing an IV for the 12.5 strike. Therefor I would assume that the delta and other greeks for that strike are not to be relied on.

If you are going buy a further out put you're synthetically getting a call. Just buy the call. And if you think this somehow equals better than a call, then you have an arb oportunity (which you probably don't have). But you should try and understand all this before doing anything.

Resource links: www.google.com www.investopedia.com www.wikipedia.org 1) http://en.wikipedia.org/wiki/Kurtosis or in english http://www.investopedia.com/terms/k/kurtosis.asp 2) http://en.wikipedia.org/wiki/Vanilla_option#Vanilla_and_exotic_options

You don't need the greeks. The point is that once you know the underlying price, the strike, date, and market price, you can compute everything else including all the greeks.

You need to double check your dates. June expiration I see 1 sigma ~= 1320, 2 sigma ~= 1350 July expiration I see 1 sigma ~= 1350, 2 sigma ~= 1405

Nope, this is where skill in reading the market comes in. You can use tools like www.ivolatility.com to look at what happened historically though, but all the guestimates will have to be your own.

Sigmas are only computed on one side. So 1 sigma is one sigma on the up side and on the down so that is 67% and 2 sigma is 95% and 3 sigma is 99%. Sigmas are usually generated directly from the ATM IV and time to expiration with no reguards to support or resistance.

Technical is fine, but in the last 30 posts I've heard claim of double tops, upside breakouts, and falling on profit taking. All without even a chart to explain the reasoning. I'm trying to learn here and the only thing I'm getting is that people are really confused because there doesn't seem...