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something's not right-you should have made good money today-you have a long delta and stock is up,you have short vega and the IV is down,on the top of it you opened the position yesterday and before long weekend now you should have made some money even from time decay....

i was wrong about that....its just a theory,which is disproved from your play.... from over a year i am looking in books about why these syntetics move differently and never found anybody who tried to explain.only in one book i found ,that you should always check which is cheaper......but i...

if the IV is dropping you should make even more money-not just delta,but also vega. either IV is up,either you sold the calls at market and there was a big difference between bid/ask.

yes,thats what i thought.but if the put spread is more cheap....i always buy the cheaper one,its a nonsense to buy the more expensive one,do you agree? even i wrote about that-before betting,first to check the prise of both spreads and buy the cheaper one.... as you see,the gain is...

and?

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the forum is great!may be the greatest.... even you are playing a nice role......without you would be a little more boring:D

well,then rengw has problems with the terminology......cause calendar is not really the same as diagonal:D and diagonal is not a good strategy in that case too.......very expensive and very risky....if the spread is balanced with net short vega,than even the slightest move in the underline...

:D :D :D :D

i ll tell u a story......about the naked king.... there was a king who had all the cloths in the world and couldnt find something new.....but there was a much clever tailor,who decided to saw him a different kind of cloths(and charge him heavily :D for the new fasion:D )........... so...

dont go there man...i already tried. if you argue against the whole pack,they will think you are the wrong one,EVEN IF YOU ARE RIGHT........

forget the calendar.forget the back month.just the near: for up in IV-stradlle or ratio back spread,but you run against time.its better to bet on falling IV ,just before earnings: 1.short straddle,if you dont expect a big move 2.ratio spread if you thing there might be no move,or a...

oooo really?with diagonal it may happen,but with calendar .... the other thing is,that its kind of stupid to bet on a difference on falling IV,with a bullish IV strategy........at least i find it absurd,you might not...... how about playing for difference in falling IV with a bearish...

agreed.my bad:D .....and the condor

you are shorting IV with long calendar:confused: even if the front IV drops more than the back month,let me remind you that the VEGA of the back months options would be still higher,than the front...... and the spread is usually a loser. back month options have more premium,so vega would...

the RBS is more IV sensative and time decay is a killer.its not a good idea for prolong holding,better to open when you expect a rise in IV and as soon it happens with a small move-to close it. much better solution for me is OTM calendar put and OTM calendar call in ratio 2:1-it imitates the...

i am sayng there's no free lunch-and i am trying to show it in "reverse"...... if guys like sprint were right-they could make money out of fin air everytime they find ....... check the beggining of this forum-everybody was saying to the "founder" of the forum,that THERE IS NO DIFERENCE...

i dont say,there's a possible arbitrage-your theory says they are the same syntetic and they MUST move equally,so if they are prized differently-you make money out of nothing.in that case the "misprising" sould be only occuring for a short momentum timeframe,because some MM fell asleep,or is too...

there's no cost of carry between syntetics my friend. some of the guys here are right,the the dividend would make a difference in that case,but that's why i am giving an example with a nondividend underline. the other thing is,that the position is not expiring 2011,but dec09. if you...

i have an electronic watch.....so,i dont run clockwise......i run DIGITAL:D now,here something for YOU: goog 300 strike dec2009/jan 2011 call cldr-1760$ put cldr-1460$ even if you take off bit/ask,still the put is cheaper,that the call:D so.....how you'll run on that one?on...