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Riskarb, I see the OI on the calls starts up around 350 and the puts around 340. From what I remember the support on the CFO news day was around 325ish. just a guess. I assume the premiums are good -- although I haven't checked. And finally, people are selling -- so far -- on a strong up...

Interesting, It seems to me that this is what is being experimented with on one of RiskArb's threads here. I'll have to go back and read through it to see if I am missing some other criteria for the trades.

So for example, a portfolio of straddle trades based on a screen for high relative IV would tend to lose money based on your experience?

That one might be tricky as it is so new and so hyped right now.

I'd try wilmott.com. The quants there could probably give you a quick answer. Please post back how it can be structured if it can. I'm certainly up for more education. You might also try PM'ing RiskArb. He does barrier options on the Nikkei sometimes and has to manage his currency exposure...

No delays of the kinds you are talking about. Sometimes orders are "sticky" for a second or so but I use a wireless setup -- execution isn't "that" important -- so it could just as easily be some latency there.

Uh...not sure I agree with that at all. Refinery, Telecoms, Medical, Transport, and Nuclear equipment to name but a few areas where imports are needed. You think everyone lives with a goat in their backyard over there?

Hmm... Didn't know that -- interesting. By the same token though, sanctions may hurt more if GDP is not dependant on oil sales. Unfortunately, it looks like 80% of their exports are oil. Now were down to essential goods needed for imports to run the economy...

Having heard the saber rattlers here, I have to note that the markets don't seem to be reacting very much to that piece of information. Since Iran earns its income from selling oil I doubt they will stop. They might create exclusive agreements with China or Japan to supply them as a means of...

Other than for bonds, I thought par was nearest ATM. It's 100 in options as well eh?

Are we talking either the 90 or 95 straddle here. I don't get quotes anything like that...

How did that work out? I missed how the day ended.

No. Once you build the combo just hit OK -- or whatever it is -- and then you will be taken back to the TWS screen with no order placed It will display the options and the bid x ask on the combo. Select the bid or ask -- depending on whether you are selling or buying. You can adjust the...

Create a new line titled RUT. Select Comb. Create your spread. Also read the manual when you have a moment. :)

I can't see how the CFO could be considered moronic for telling the truth -- except by disappointed momo players. Lipstick on a pig and all that. I actually would applaud him for not giving the analysts the inside scoop first but letting the market have it all at once. Of course, if I...

Did you try the contact Senior Management option on the site? I used it once and got a phone call back the next day with an apology and explanation for the issue -- which was non-financial. If you have your request on tape they should refund you the tick imo...

It's my guess you just heard analyst day today. :D

They make another product called the Pro series which has no limits. I've used it for years with reasonable satisfaction.

I am in the process of trying that with my SPX P 1225/50/75 March Fly. I covered the 50's at 4.80 -- too soon as the low was $4.00. If we get a decent down day I will sell them again and reduce the fly cost/end up with a credit. The risk is that the market will not turn around and what was a...

Is there a cancel fee for combo orders. I checked and didn't see any on my statement but I'm not certain.