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Find out what is the worst scenairo and assume it is going to happen.

Once 0.65 bid is hit, the new bid/ask becomes 0.65 x 0.7

It used to be 20, is it 50 now ?

How do you buy a half lot ? :confused:

For FX options, I use CME's futures options. The bid/ask on majors are tolerable. As a matter of fact, I just sold a few EUR/USD 1.48 Dec puts, the bid/ask is 0.0091 x 0.0096. bid/ask spread for XDE/EUI/FXE are worse. The link for CME free real-time FX quote is here...

I bought put spreads on ZN

Check out the user guide from The Options Lab at : http://optionslab.appspot.com/Guide.pdf

Just found that they produced an User Guide, read or download it here at : http://optionslab.appspot.com/Guide.pdf

professionals make professional mistakes. rookies make rookies' mistakes. Aren't traders at Lehman Bro. professionals too ? See what a mess they made :-}

for those who wants to test their options strategies, here is one tool for you. check it out at http://www.TheOptionsLab.com

Do you mean software for options strategy analysis ? If yes, have you checked out The Options Lab ? ( http://www.TheOptionsLab.com ) For placing order, you need an options brokers such as IB or TOS.

Pinning is not equal to manipulation. It is always easy to tell when a stock will be pinned.

Don't worry about the theta during the early morning on the OE day, not only the theta won't drop that much, but also there is a good chance it rises a little in the early morning from yesterday's close level. After 10 or 10:30 AM, you will see the theta drops like a stone. The Nov IV will...

The IV for Oct ATM calls will fall into 30% ~ 40% range 15 minutes after openning, if you want me to bet.

So you are looking for an options strategy that gives you negavtive delta and gamma but positive vega ? Then sounds like you need play different strategies out using the Options Lab, find it at http://www.TheOptionsLab.com choose any stock such as 'aapl' or 'rimm', then design the...

On Oct 16, the ES options exp. at 4:15pm EST while ES monthly opt exp. at 4:00pm EST on Oct 30.

What are you asking is confusing enough ! So why don't you just tell us your planned trade ? We won't steal it from you :-} You can use other product in your example.

I think your delta calculation for Nov26 call is a little off. Total delta for Nov26 is about 100 based on the price you gave, which means you need 10 contracts instead of 5, that gives you total theta -$8.68 vs -$3.77 theta for three Nov 23 call's See attached chart.

You sold strangles first, then begin to concern the volatility surge ? Shouldn't it be the other way around ? You did not mention on which product you sold the strangles, sounds like it is not SPX, then how do you know the VIX will help. If you want to use VIX to hedge, remember that VIX...

it is interesting to see people trade ( or treat ? ) VIX as people trade stock index. What is behind this VIX drop ? More SP index call buyers than put buyers nowdays ? Is this considered a bearish sign ?