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On the web for free, don't know of any. Doesn't mean that there isn't. If you have an IB acct, the have a term structure engine that allows you to pull up any contract regardless of exchange to view the curve. Go to charts, term structure. Hope helps.

Hey, thanks. That's cool. I completely understand. At least I now know hat I could probably use ETF options as to add + gamma hedge against a short CL option position without paying up for CL options. Ball in my court.

Thanks, Bone. So, I guess that's the tightest ETF option correlation to Crude, huh ?

Anyone know what the correlation is between DBO & the NYMEX contract? Anyone know of any correlation studies ???

If you have a short options/short gamma position on in NYMEX crude option & would like to add/buy "gamma" to hedge outside of using crude futures options, are there any alternatives? ETF listed options etc ? As OptionCoach used to employ SPY options as a hedge for SPX short put positions...

Span margin should usually only ask for the initial margin assigned to the futures contract. Like if your trading an outright futures contract. But, I imagine it also depends on what you're trading. Less if its a short spread with the margin req being the handle count between the long & short...

Today in her speech she was "toeing the line" on a need for more stimulus. Maybe thats the destructive policy & she disagrees. This departure is a clue to something & I'm not getting the warm fuzzies here.

We need spending.......Just corporate & not Federal spending. The only thing this government has to do is step up and instill confidence and they can do that without reaching for their wallet :)

Christina Romer announced today that Friday will be her last day as the 25th Chair of the Council of Economic Advisors to the Obama Administration. I believe that this is an "ole fashioned tell" & that things are... 1) About to get rougher in the economy & in the markets and she is...

Thanks, guys.

This was brought to my attention by another trader. The Aug ^RUT 610 Puts with one day left to expiration for whatever reason has been priced exceedingly rich. They traded as high as 4.80 & settled at 2.22. The ^RUT settled @ 610.96 -17.08 (2.72%) on the session The next strikes lower...

Yes, after doing some Googling I have come to that conclusion as well. I am not adverse to selling put premium, as that makes a great deal of sense. SHort gamma in a falling IV situation. However, the acct I set to trade in has a short option limitation/resriction as it's an IRA acct. I have...

Thoughts ???? Anyone??? Anyone ???? .......Beuller.......Beuller ????

If one were to trade a mean reversion swing trading system with a length of holding time of 7-10 days using OTM/ATM/ITM options, how would Imp vol impact the long side of this trade? For starters & comparison...If I sell the rally, getting long puts I would have both price & an increase in...

Asking the question b/c contrary to chatter in media. crude runs in the spring just about every year just like the way birds fly south for winter every season. A snag in the trade being long XLE is if they crack the Spoos.. Will they take down the sector & the ETF even if crude is strong?

Question: XLE is linked to crude & of course the oil patch. If crude were to rally yet at the same time the S&P were to sell off. Thus, two opposing currents, which of the two would be the predominant influence over the direction of XLE? Also, historically has the price of WTI in the past...

But, just because you can put on a 34 lot in the spread with the same margin in the outright, like you said why would you. Unless you have the acct size to handle the heat I imagine just toggle your position size accordingly to your account & what risk you can sleep at night with. If the...

Thorp was an M.I.T mathematics professor whom devised a system to beat the blackjack dealer back in the 60's. He later went on to Wall street where he made billions in Convertible & stat arb ......& pairs trading. http://en.wikipedia.org/wiki/Ed_Thorp Please look at the Reference section...

Bw, I think that's good news that a daily timeframe is more profitable for all the reasons stated. However, what about all the trading that Ed Thorp's, aka mr beat the dealer" firm engages in? Isn't that a stat arb operation on an intraday timeframe. I understand he has been amazingly...

Yes, new blood would explain the hiring spree. But, they are not all traders contrary to what was said. they are trade checkers, trade support, margin clerks, & back office people on a whole. They are the support staff that handle the volume of the trades. It may be just a good time to...