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Ha, this is starting to look like a clash between two brokers.

OptionsWizard, Do ZN options live up to the liquidity of the underlying contract?

It depends on what you mean by moderately bearsh, relative pricing of options and etc. Just plug in a few "what if" scenarios into an analysis software or option calculator and see which one you like better.

Contango means that as you go further out the price of the contracts increases. Backwardation is the opposite of contango. Usually happens when there's a shortage of commodity. For example, if you look at silver futures then they are in contango: CBOT silver futures And the copper...

It is based on the put call parity relationship, aka conversion/reversal. Long stock+long put=synthetic long call So, in order for there to be no arbitrage profit the two must have the same price. There's a cost of carry for holding the stock to expiry, that cost must be included in the...

No, I didn't mean that the call has higher cost of carry. If you take a call and a put and then compare the time values then you'll see that the call has higher time value. The reason is that the call's premium includes the cost of carry, while the put's premium doesn't. For example, AAPL...

That statement doesn't really make sense. The amount of time premium in a call and a put at the same strike is exactly the same when you take into account cost of carry as it has been shown above.

It's a risk/reward trade off. By selling 2-3 months out you give more time for the stock to move against you and you get compensated for that. However, in my opinion and as vhehn has pointed out, you want time decay and you just don't get it with a 3 month option. So you end up holding risk...

Amen!:) Donna I'm with TOS, so I support 100% your intial response.:cool:

You should be able to buy straddles/strangles through their spread order ticket.

SPX options don't fall under SPAN, as they are index options not options on futures.

Thank you for your feedback!

Oh, sh*t, I can hear my vein vessel popping.:D

This thread is great fun!:D :D :D By the way, "vein vessel" is the single most important vessel in the human body as it carries vein. Unfortunately, it is very unstable and can pop at the first sign of a disagreement.:p

I don't know the exact definition of % to double, cause I think it's useless, but how in the world would a $3.4 option with a delta of 0.97 double in value if the stock moves up by $1!? I.e. we have an option price $3.4 Delta 0.97 stock @ 10.70. 10.70 to 11.70 is $1*0.97=$0.97...

Contact TOS, they may extend the trial period if you're serious enough.

I'd say those who went long silver Wednesday are now out of business.:D

I agree, change the broker. Otherwise, just get a simple option pricing model and you can get your greeks there, it won't be real-time though.

They may not particularly care about their option trades, but I doubt they would just be throwing money around. If they can execute a hedge with an edge then I don't think they would fight it.

Here's the one coach is talking about: Zero Sum Game. Enjoy!:D