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Are ER2 options eletronically traded? (I use IB) How is the liquidity, sprad, etc? Same questions for RMN, and that index options not futues options, right. Always prefered FO for the margin.

Semi-newbie question here, but what are ER2 options?

But let's say the S&P (cash was up) 8 pecent in one day, which I believe has happened, although I could be wrong. Would the S&P futures somehow have a cap of a 5% increase until the next trading day, seems had to image the futures would have a cap but the cash market wouldn't.

Apologies for being slightly off topic, but I'm here and I figured there were some learned posters and its a related topic. The Question; What is a good site, software or service to determine the largest one day upward moves, intraday and overnight, in the S&P futures? We all know the downside...

I'm looking for the same kind of alert -- a phone call whne the S&P is up/down >1% would be nice. That's all I need to know.

I know there are plenty of put sellers out there (ouch) and some that do both ends either naked or as condors. But does anyone know of traders who do primarily call writing? I know it's lower gap risk (for the S&P) but lower premiums, too. So anyone just do naked calls on S&P futures? Caveats?

Ok, I got the TUT spread down. But let's say I am spreading just the 10-year, calendar style, front month long versus selling back month. What determines whether this spread opens or closes? Time to expiration? Volatility? Underlying movement? Any expertise and education on this particular type...

Just to make sure I am reading this right: You are selling 61 (why 61 contracts?) puts with a strike of 1090 expiring in June and hedging by buying the same number of 1075 puts. What is the margin requirement?

I need an in classroom (MBA) handheld calculator that would allow me to graph options positions easily and do pricing. Thoughts?

Any small retail traders out there do OJ? Being a Floridian I have a special affinity for the product. But everyone I know says it's for commercials only, no liquidity, etc. (pardon the pun.) True?

By VN you must mean Neiderhoffer -- another quant who writes as badly as he trades. Is this guy still around?

His writing is as prolix and pretentious as a lawyer's. I know the guy is smart, so why does he have to come off like some pseudo-intellectual? Is it an affectation? Or are the quants who love him and buy his books oblivious to the need for clarity and simplicity when discussing complex subjects...

Interesting. Why?

Ok, I'm sure you guys are familiar with Empirica Capital and its strategy of t-bills and using the coupons to buy long options. Ok, let's say that for $1 million, EC pulls in 45k a year income, a 4.5 percent return. And lets say that spreading his bets, he doubles that or even triples it one...

Another option, pardon the pun: Tell people you buy and sell volatility.

And try options on index futures ... Yes the abstraction is alluring to many with an alchemical bent, making something from nothing.

Yeah, I see the History of Interest Rates all over Amazon; he must be looking for a first edition in HC with DJ.

The slow march to recession, with falling rates, is a possibility I think about, especially when job numbers are low, like last week, and espacially when I am short the 30 year. I'm tempted to cut the loss on that trade now, just in case the Japan scenario occurs. The only reason I don't is that...

Hey I admit Ag is not my game. Let me know how the trade turns out in a couple months. And touting was a poor choice of words (without evidence). Apologies.

Hey I admit Ag is not my game. Let me know how the trade turns out in a couple months.