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    Option replication and exotics journal

    Couple of days ago , the 5760 One Touch was 1.1m to win 2m. You could place this bet and "lock" the loss on exotic of 300k (total premium 2.3m to win 2m) and keep your profit on hedge ? What am I missing here , B ? TIA
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    Riskarb's combo to fly conversion journal

    last night results
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    Riskarb's combo to fly conversion journal

    shakan , read the above about ACL... This was a very good short
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    Systematic US Equities Investing

    stats/odds are on your side
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    Gooooooogle

    Mav , a lot of stocks moved big after reporting this qtr , will this affect the future "haircut" calculations/margins ?
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    Gooooooogle

    according to Briefing one ( UBS )
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    Riskarb's combo to fly conversion journal

    sorry , long 70-75 MAR strangle
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    Riskarb's combo to fly conversion journal

    I am on the other side of a trade here , took MARCH 90-95 straddle today
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    Gooooooogle

    you have to hit/click on his thread first , he is paying 10$ signing bonus plus 10 cents per hit (better then GOOG)
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    Earnings trades

    today's WEBX action...
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    Riskarb's combo to fly conversion journal

    Anybody with pulse here? Let me know if you gents need new candidates
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    Earnings trades

    it was just a random screen shot , I did adjust delta later. Sometimes I do go long into the earnings , but not in this case ; I made very good on WEBX and will move on to others.
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    Earnings trades

    Neil , its not so simple as its looks... I will close WEBX position today (almost did) and will NOT reverse it to short combo to go for iv crash after the earnings. Maybe I will put a reverse calendar (depends what the FEB to MAR vols ratio will be tomorrow). PCLN didn't start the run yet (but...
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    Earnings trades

    yes , people taken positions for report (webx , tomorrow). This was an yesterday action , would you believe if I say that today webx combo gained ANOTHER 35-40 cents !!! Unreal
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    Earnings trades

    "picture perfect" : no change in stock , but BOTH puts&calls are up...
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    Gooooooogle

    very high , but when (and how its ends) the EVENT is over ? If I don't know , I don't trade.
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    Riskarb's combo to fly conversion journal

    nice looking kid ! I bet his first word was "stats vols" ;)
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    Gooooooogle

    same with the back month ... I had it at 40 and its hit 55 (!). Anyway , thanks a lot for input , Mav
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    Gooooooogle

    I know all this , I run pretty accurate stats (including front month/back month vols ratio broken by # of weeks to exp) , I just never was so wrong on expected (my was 50 tops on goog) vols on a big stock like GOOG
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