Search results

  1. S

    Historical expiration dates?

    Sorry, should've been more clear - I'm aware of this, I'm just looking to see if someone actually has the date for the third Saturday of each month. It would save me the trouble of looking up those dates (yes, I realize I'm being a bit lazy, just thought someone might have this readily...
  2. S

    Historical expiration dates?

    Does anyone have historical expiration dates for US equity options? If so, it'd be great if you were willing to share. Thanks.
  3. S

    The minion of fortune

    That, or it could be the exponential growth of the number of family members throughout the generations (not to mention messy divorces and mitigating circumstances) - these things have a tendency to make portfolio returns irrelevant.
  4. S

    CL Redux

    'Market' vs. Market - same diff. no diff.
  5. S

    Aud/jpy

    Anyone follow this currency? Seems to be coming up on resistence around 78 and curious to see what people's thoughts are. IMO, it breaks back down to the 73 level before heading up above 78 longer term. No real reasoning for this except that's what it seems like it's going to do...
  6. S

    Beating risk free rate by 2%?

    Seriously? A bank? Currency risk? Equity? IMO, Ishares bond ETFs, you can choose whether you want to take IR risk or Credit risk. Low cost, liquid, hedgeable.
  7. S

    GDP Report Release

    Yup great news...spending is up, GDP is down (alot), and we have deflation. Spending what little we have left with no promise of making more before it gets completely eroded away....I guess it's better than watching it all erode away. Market's up though, so things must be cool.
  8. S

    Open Interest - does it have meaning?

    Dagnyt - Could it not be helpful in identifying what strikes are of particular interest to traders? I'd imagine this is helpful as expiration approaches and for identifying support/resistence, no?
  9. S

    Kudos to MMs

    Forgive the perhaps basic question...but how are you calculating fair value for the SP? Thanks.
  10. S

    IB Currency Exposure (bonds)

    If I purchase foreign bonds will IB mark me to market on my currency exposure. i.e. I buy 1MM face of UK Govt. Bonds and the GBP then depreciates 50% in 1 day. Will I be showing a loss of 500K on my USD/GBP exposure or will it not show a loss until I sell the bonds? Thanks.
  11. S

    Credit Spread Mgmt. example

    MTE - I agree, my stop was hit, so i need to do something, my debate was between closing or adjusting. My thinking is that i should've adjusted as that is a big benefit to options. Dag - You raise some good points. As well SPY didn't quite make the downward move as of yet i would've liked...
  12. S

    Credit Spread Mgmt. example

    On 11/24/08 i sold a 96/100 spread on SPY at about .40 and SPY was trading ~85. Fast forward to Wed. night close and SPY is at 88.9 and my unrealized is -.50 so i'd have to buy back for ~.90. I wanted to do it as the trade went further against me than anticipated but then i figured I'd wait...
  13. S

    Schindler Trading

    Most of the time this makes sense. A majority of funds enjoy initial profitability. So what happens if they suffer a 20% loss? -Keep going, try to beat high water mark: Not much incentive for manager considering he's not getting paid, and the investor may be worried because of bad...
  14. S

    VIX futures covered call

    This is the information i was looking for. Thank you. All input is appreciated. Thanks guys.
  15. S

    VIX futures covered call

    They also seem to be 100x VIX value where as the futures are 1000x...am I correct in assuming you'd need 10 options for every 1 future? Thanks.
  16. S

    VIX futures covered call

    What is the symbol of the option i can use if i want to write a covered call on a vix futures contract. The only options i see listed are options on the index itself...i'm just curious if this corresponds to the futures contract. IE. if i get assigned on a short call, they will make me...
  17. S

    No-Risk-of-Capital Trading Strategies

    I'm going to take a stab and say derivative?
  18. S

    YG and ZG options OTM

    YG, the Gold mini futures contract has a value of 1/3 the full size. (3.33 a tick vs. 10 a tick) Am I correct in the assumption that YG has an equivalent delta of .33 to ZG? If I went long a YG contract and long a ZG put that was OTM enough so that it's delta was .33...i would start to...
  19. S

    IB Margin Bond purchase/coupon

    USD 100,000 5.72% (BM + 1.5%) 5.22% (BM + 1%) 1,000,000 4.72% (BM + 0.5%) 3,000,000 4.47% (BM + 0.25% Are you trying to say that i will be charged this interest? If so, is the answer not simply purchase a bond that pays a higher coupon than your margin interest rate or get a lower...
  20. S

    IB Margin Bond purchase/coupon

    Why does it not make sense? Thanks for the help.
Back
Top