Search results

I can understand not wanting to be short gamma into the Syria situation.

I can understand not wanting to be short gamma into the macro situation.

Oh the irony.

Short vol?

True, but those SPY puts hedged a third of that ES calendar.

God, I love it so.

All exposures are highest for the ATM, but this doesn't relate to modality. vanna and volga may be higher, but any movement reduces the exposure of the ATM option as it's -convex, ATM. It's why shorting wings can blow you up. The exposure is nil, but leveraged.

Out 57.75 for a fiver. Heavily short D in other stuff.

Short 62.75. SL 67.75, TP 56.25.

Options are volatility. The ATM carries the largest premium of the extrinsic strip and therefore will carry the greatest vega as well. Each strike has one-line on IV and vega to prevent arbitrage.

No, should still be there. I was paraphrasing GW Bush when we conquered Mesopotamia. You would take my word that I had him banned? Thou bestow too much power on little ol' atticus. Edit: You're right, that post appears to be gone. I didn't delete it nor did I ask for it to be deleted. I do...

Rational dude.

It's easy to speak for a simpleton. Now how did I get him banned? I must have powerful friends. He pissed off the entire site, save for you, honey. I give credit where credit is due; even I have not succeeded in alienating tens of thousands of ETers. I realize that you're pot-committed with...

I think Surf himself would disagree with that statement. atticus

OK, I just got a PM. They're on a cruise. http://atlantisevents.com/resort_what.php

What the hell happened to Costanza? Is pspr doing time?

lol as Greg is on this site. I personally think SUSQ is the antichrist. You bid a call fly and lo and behold, the thing jumps 0.30. So you have to offer in another account to spoof the shit back to reality or bid the put fly. Or work the combo. The drop back to the former mid is too precise...

I think they both considered ET as gainful employment for Surf.

Wow, so your value-add is to mine the posts of people you deem as trolls. You must be one fantastic quant, Anna.

Shopster, I am going to turn you into a hand-puppet, you geriatric piece of shit. I have no idea who you are, other than some sick phuck who threatens children. I am going to be on your ass like white on rice. I am not going to let-up until you're in prison or euthanized.