Search results

yes right, thanks again

yes that was great explanation, thank you. .... sorry but i didn't got that from the beginning,what is sk10 and 'normalized' risk reversal.

Could you give an example of how you are modeling the 25riskreversal. I mean detailed simplyfied stock example with all the numbers, and how you then make use of it.

Ok thanks It must be the same for equity and index options.

Ok , thanks I found an article where the autor suggests that looking at the 25 delta call/put is a good way of illustrating the vol skew. What should I be looking at, the price or the IV of an option.

Say ABC is trading at 100 $, which strikes would be the 25 delta call and -25 delta put. Thanks for any responces

Its only you who can think of such of bargains

but who are you really... some muchacho :confused:

most probably, but I don't know for sure ,... that is not customer bid... so its irrelevant what you say

what you need to know about options....

I can't see any use of this.... . Block trades, volume and time are still obscure, if you are not using their algos at least.

Why not post one report here ? Would like to see how it looks like.

There won't be any reporting facility for algo's like this one : CS CROSSFINDER+ Credit Suisse Seeks liquidity from Crossfinder and an ever increasing list of both independent and broker owned dark pools. Do you think brokers will let information leakage of volume or time or names of...

jimmy .... jimmy .... In the event of black swan or something where both legs go itm, you have two choises. 1 sell to close the whole spread for a profit (debit spread) , and 2. your short leg get assigned and you order your broker to exercise the long leg netting out the position. Whatever...

He would have said it : Hi all, I am the good old atticus.

Lol, that's really a mess. Did you do this occasionally or you just like selling naked calls.

Don't get it twisted, they talk about delta directionality.

what are you trading ? Options or futures ?

explain this sh!t :) tommorow have to be the second biggest treasury purchases. This will bring the yields down, and therefore the s&p will rise ? on the operation date or the settlement date. I bet you have no idea, then why you post it. Does it matter the price at which they buy this stuff...

What if I sell it on a regular basis.I mean the 155 leg. The 6 / 13 / 20 / 27. Is it good idea. Its like a hedge if the stock don't move that much, plus I feel it more flexible that way