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  1. I

    SPAM from ET!---Kasper Sky Alert

    I had 2 emails from them ( for a first time ever) yesterday
  2. I

    Managing Funds for a Living

    GTS , great post
  3. I

    option pricing question

    How you calculate SD than? Different algos for up and down move?
  4. I

    option pricing question

    I probably don’t understand most of the posts here. OTM calls should always be higher than OTM puts ( even if skew is not exists and IR=0 ) due to higher strike nominal , no ?
  5. I

    Need Quant w/Options experience

    still stands for everything sys said
  6. I

    VIX in a Month: Place your Bets

    VIX closed at 19…only 2% ( the LOWEST percentile !) of ppl that participated in this poll got it right…Long live the ET crowd ( the contrarians) ! J/K…SPX RV is printing 15 now and OTM skew is flattening, so I guess we are going even lower from here if last weeks action continues.
  7. I

    Apple Earnings play

    I am in for ave 1.20 credit
  8. I

    Purely Mechanical Option Trading

    excelent trade , congrats
  9. I

    Apple Earnings play

    yes
  10. I

    Apple Earnings play

    may/june/july time fly ( credit 80c ) is a low risk trade here
  11. I

    Synthetic straddles on pit traded futures contracts?

    Dmo , I understand , just messing with ya…I personally always using spot + options for particular , retail related reasons ( exit related). Plus , what one does with non-shortable stock in AH when adj needed for straddles ?
  12. I

    Synthetic straddles on pit traded futures contracts?

    Well , when one party ( me in this case) want to challenge a statement (equivalency) , he controls scenarios/what ifs ( in this case : price action). In my wild imagination, stock tanked first and than recovered. Noticed that we are talking about LEAPS . Would of you choose just buying 1k (no...
  13. I

    Synthetic straddles on pit traded futures contracts?

    1. A will be OUT of the trade ; B must hold till exp. A is AHEAD by cost of carry 2. If you change your answer to “ buy 1k shares and excersise “ than I will make price go back to strike where A have 20 calls and B only 10
  14. I

    Synthetic straddles on pit traded futures contracts?

    A. Short 1k + 20 long calls B. 10 long straddles All LEAPS pre-market: 1. Stock tanks 50% : A covers 2. What does B ?
  15. I

    Synthetic straddles on pit traded futures contracts?

    Are you all saying that long 20 straddles = 20 puts + 1k long stock ?
  16. I

    VIX in a Month: Place your Bets

    Just another unwarranted advice/opinion
  17. I

    Iron Condor

    my bad...I was ADDING them all this time ! :D
  18. I

    Iron Condor

    Oh yes…four separate legs , each one with –exp , but put ‘em together and assign a mysterious name such a ICON CONDOR ( yeah baby !)…and voila…we have an income strategy.
  19. I

    IBM had great earnings

    But of course…they need to reenter short positions
  20. I

    Purely Mechanical Option Trading

    Average opening gaps (not filling the …) are extremely important to me ( gamma scalping). I check all kind of moving averages ( Hi-Lo , Hi-Close …) too before taking new position.
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