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Im aware of the scale of HFT trading and I've seen all the videos...I browse the nanex site all the time where they expose their shenanigans...but mostly it's not as serious as you present it. I'd be much more worried about HFT front-running due to their speed advantages, quote-stuffing, dark...

Well, to drop the price you need to either run through the bid (take on position) or remove liquidity alltogether. If all MMs remove liquidity to drop it it should be quite obvious to any observer. I havent looked at volume or transaction data for FB so I have no idea if this is happening, but I...

Not sure I understand this. Do you mean the bid dropped one cent after they were sold (because the bid was taken out), immediately lowering the value? A big supply of vol means price of vol must neccessarily lower. You're saying MMs are taking on massive short positions in FB? That seems like a...

Well I agree completely. I support anti-trust laws and the Volcker rule as well, however you'd be surprised how many people think these things aren't "real capitalism". Nontheless, I still think you are wrong about the collusion...consider what I said about global risk and correlations. The...

I thought the Volcker rule itself was anti-capitalist? Isn't it just red-tape? Shouldn't then exemption be pro-capitalist? Hell who knows. Logic or consistency was never a strong point amongst the pro-deregulation or anti-Obama crowd. BTW do you understand that MMs manage global risk? Unless...

yurop amx has daily options also

203-618-4030 This is all easily found on their homepage.

Put-call parity? Upside skew is huge on VXX, not sure what you're getting at.

Yes they do.

LOL, will never understand why people go to these obvious bucketshops. Open an IB account and be done with it.

'87 crash on the open?

Consider that if any of this took place, that means the market would have to be super inefficient. Are they? Also since MMs, as far as I understand, manage global risk and global correlations, for any of this to take place would require all markets to move significantly out of place just to...

Yes, go ahead...

Cool. Let's hope we get some liquidity into the VXST because so far it has sucked balls. not really sure how many cocktails you can mix. VXST, VIX, VXX & other ETFs are pretty much tied solely to the term structure behavior of SPX vol. Nothing magic IMO.

You can always trust Elite Traders to overcomplicate things :) To me this seems like a simple matter. Delta, gamma, theta, vega will all contribute, regardless of the option being ITM / OTM / ATM.

Kind of misleading to say that the option is "100% determined by option vega". Obviously as you say, it has delta, gamma, theta that also affects it..

500 contracts is a lot on most stocks. Looking at AAPL 11 Apr, it had volumes around ~6k+ on most strikes closest to ATM. SPY has like 50k+ volume at some strikes, total volume 1.34M...This is for yesterday. I dont think any of these should be a problem, but you have limited selection IMO...

1. No 2. Options contracts trade in a "secondary market" separate from the underlying market. Meaning you can buy/sell option contracts freely without having to touch the underlyer. 3. Yes, you can buy / sell option contracts whenever you want, as long as the options market is open. Scalping...

Almost back to the Dec 2013 high. Terrible year so far...