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Meaning??? Which/what/who???

It is the same spot /CL but with/for different Settlements periods(with price differences reflective of ‘time’ or season variations)..

No, no options are involved -/ just straight futures spread +1/CLF20-2/CLG20+/CLH20 (As is showing in the chart... )

Hello my dear anonymous friends.. I am interested in experimenting with the /CL spreads and thinking about placing the F/G/H fly for -0.35 (cr). Commission on TOS are a bit high, but with PM, the buying power reduction is minimal. What say you? Any criticism is welcome, but please refrain from...

Why?

Well, in case you do have already a reliable evaluation/estimation of δ, you may get a somewhat more accurate approximation of the P(Touch)=2*P(ITM) (for the standard BSM option pricing model) using: P(Touch) = -2* [callPrice-spotPrice*δ]/strike

Thank you

I am curious to see what this all about-- where can I find in on the TOS platform? TIA

@volpri, I don’t know you... I thought about it, and this sounds very flimsy ...

Pure poetry!!!

No need to be alarmed. I am only suggesting that while AI 'brains' are improving daily and get 'deeper in their learning' (pun intended), it will take quit some time for them to catch up to the human's brain abilities. For example, while you can train your machine's algorithm to efficiently and...

There is still some distance to go... we will have to wait for a long time before AI could perpetrate a fraud.. and I don’t mean an algorithmic price spoofing...

Indeed, each one separately, but not quit when in spread.. in any case, as always you should backtest anything you think you might like to Implement...

You might also want to consider spreading UGAZ/UNG at 2/1 (or 7/3)

Ok @Blue — whatever you say..I am realty not sure how to respond ..after all it is your thread... perhaps we can revisit this old question of ‘ who came first , the chicken or egg’ in the context of the price or the IV of the option.. after a year or two of your sailing in these waters...in the...

Precisely my point. What WE perceive the Option’s iv to be is our ‘pit fall’ .. after all it is ‘implied’ by current prices, but under an assumed pricing model.. and then there is that smile .. and those traders who are better than others in detecting those ‘lies’ (over-statement or...

Options do not lie, it is the perceived IV that does...

No need to apologize, you must be feeling like ... So please do some reading prior to asking your questions... Google and Wiki are great gifts from the Gods to mankind...

LOL 'old man', you seem to be enjoying life under the palm trees... and yes... life it too short to sweat it about TS' good (or mis) deeds, or the trading records of XYZ... I agree, none of that is truly relevant to your ability to enjoy life.. I'll drink to that..