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(subscribing to the thread) :p

RV = Realized ( or Historical ) Volatility

Be very carefully with earnings reverse calendars this qtr (due to high/rising RV)

Nice performance so far ( vs. benchmark). Question: why not short the benchmark and go long on the fund a la pairs? You would have be 7% up on absolute bases by now

There is no “lottery ticker” concept in options. ITM , ATM , OTM and yes , DOTM positions carries the same r/r profile over a long term. Just like heavy favor vs long shot in horse race. If one can pay 5c for a 7c fairval , he will be ahead in the long run. And you will NEVER find this...

I hope that someone took my advice on GOOG…A spectacular price and volatility action in the last 2 days. 80% net net profit on PM

You are all wrong… :) There is only two variable: future price and volty…the rest is secondary. In simple sport betting terms , if one can establish a 55/45 record , he will be a winner in both straight and parley bets

He is saying ( I think) that you (or anyone that uses “consistent income”) shouldn’t trade

RM , you would do better by finding / paying for “all in” setups. For example, there is an extremely favorable trade in GOOG options now (for the next 2 weeks) that can make a 100% in profits via use of regular PM. Good luck finding the firm, bro

What would you call a 100 times Chernobyl type of the incident (unplanned, un sabotage) in one of G-8 countries? Make it on the day of expiration and vix at all time low. Would you call it predictable based on some employee comment from 20 years ago : “ this shit will blow up one day “ ?

Who cares…but do tell us about the blonde! :cool:

I had an arb today…maybe not by traditional definition, but it was a guaranteed profit. I knew EXACTLY how much I was about to make ( and even knew for how long I will be in the trade). The only condition was an entry ( if). Unfortunately ( for me ) only got partial fill and so unfortunately...

yes , VIX never lies...I suggest an "all in" trade Free $$$

You can break surf’s article to two parts: 1.De facto numbers ( what vix WAS a week/month/year ago) 2.Future “predictions” based on current levels…a lot of maybes , ifs , “it could get worse “ and other unwarranted advises Nuff said

If “professionals” are so good and know it all , why the redemptions in the first place ?:confused:

OK , vix printed 23…WTF does it mean ( except that average volty of OTM , ATM and ITM of 500 stocks is de facto 23 ) ? What is next? Where market will go based on this # ? Where future vols will go ? Will it reverse to its "mean" ? If yes , when exactly ? Let’s hear it

That’s not what I meant; it has nothing to do with trading ( RM , I said as an indicator and not as trading instrument)

Vix become an absolutely worseless and misleading indicator. Its all based of RV + some weight of OTM strikes (fear factor) volty on the mean . No fear /lower vols when market goes up ? Just ask short gamma scalper what big move to upside does to his position.

search for a simular ET thread...from few years back

Quote from IV_Trader: Changing the rules in the middle of the game is trader’s worst nightmare…I’m very often carrying following overnight PM based positions: Long the stock. Long twice ( or more , depending on deltas) # of puts , then : 87’ all over again…Futures are down...