um. Look at the NBBO of the option at 11:30? Literally any trading front end will provide that information. Option chains will also provide an implied volatility figure (typically) based upon the NBBO mid.
if you question is how to stress the option at 105 on shares then simply look at call in...
Social programs cannot be voluntary. if you can opt out it collapses. 2-3% of funding comes from mofos who die before cashing in with no spouse/ex. Same with universal health insurance. Those under 40 won't pay the premiums. Look at European socialism for analogs.
Seniors cannot afford health...
No. Only as a rates arb (forward coming in) in the conversion. lol there is zero utility in buying the synthetic delta // natural. Imagine on something illiquid. You're going to look for a mkt in something with two legs / one?
From bull to bear on HD in a few hours based upon a daily shart, Bro? You're going to go to the CIO of wxyz fund with this bush league flip flop bc you forgot to ZOOM IN~?!?
All vol; rel-value, skewed hedge v beta vol. Var is small, correlation risk but well diversified. Price risk-reversal -> hedge value drives dispersion.
Futures are up 20 (NQ). I pay virtually nothing in comms. It's a new age.
When the ballot is expanded to five named candidates, Biden is the one with a 2-point advantage: Biden 39%, Trump 37%, Kennedy 13%, Jill Stein 3% and Cornel West 2%.
*NBC polling
Everyone tilts when they arbitrarily increase size in D1. I think that quantifying the edge is more important than the signal, which would result in implementing something like Kelly. Barring that, you need to find the limit of your comfort, trade that, and implement a fixed-% increase in size...