Search results

  1. E

    Interactive Brokers(Eurodollar futures Margin)

    slight possibility but make sure that your strategies doesn't contain a july eurodollar since it expired on 18 july
  2. E

    What Major?

    petroleum engineer with a minor at pyschology and electives at herd management will definitely rock as an oil trader
  3. E

    CL/Call

    hi please note that QM is 500 barrels and option of CL corresponds to 1000 barrels. if oil price soars and your short option's delta exceeds .50, you will begin losing money. if you are bullish and want less volatility, you can buy bull call spread or sell bear put spread. say CL is 96...
  4. E

    Info on the crack spread question

    hello crush spread is roughly 1:-1:-1. http://www.traderplanet.com/commentaries/view/22385-how_to_trade_the_crush_spread/ page 3 that is you buy 1 contract of soybean and sell 1 contract of soymeal and bean oil each. since you left out soymeal leg of the spread, your position...
  5. E

    Long Sep Wheat / short sep Corn

    this W U1/C U1 spread is shown on mrci and I considered it a little. My personal opinion is there is constant pressure on long wheat due to that variable storage rate mechanism. Local's posts in this forum pointed to this. Thus even wheat is more "valuable" than corn, I believe one should stay...
  6. E

    Simple way to calc ED Calendar Spread Margin

    you can drill down by selecting CME, interest rate , eurodollar that leads to only 20 pages. page 3 shows regular calendar spreads as an example I copied a calendar spread shows as 101 A 09/2012, 06/2013 B 09/2013, 06/2014 A and B corresponds to short and long legs dates...
  7. E

    What is the name of this strategy?

    made an error. last part of first paragraph should be "...buy nov 16 call and buy nov 14 put. (slightly off-strikes)" also while trying to enter/exit position, make sure you are not giving orders for individual option positions but option combinations. such as try to buy AUG 15 straddle. this...
  8. E

    What is the name of this strategy?

    logic is to profit from selling very high IV near earnings. however since you buy a nov 15 straddle, you will have to pay lots of premium. (options you buy are much longer term). to decrease premium paid, sometimes they buy nov strangle such as buy nov 16 call and buy nov 16 put. (slightly...
  9. E

    Is Call Ratio Spread suitable strategy for an options newbie?

    if implied volatily soars, you will be in deep red. it is also difficult to stay delta neutral with this strategy. When UL moves, you will deviate from the non-zero delta, how will you go to deltra neutral again (or will you?)
  10. E

    Trading Long Straddles

    buy low, sell high :) implied volatility can be thought as the price of straddle, dont buy when it is too high, dont unload your straddle when IV is too low. Long straddles will suffer from theta decay (straddle value will erode everyday without significant UL movement. ). when you got...
  11. E

    options or futures

    OTM (Out of The Money) options would be best due to their low delta which will match your low capital. Also their bid/ask spreads are relatively tight.
  12. E

    options on future calendar spreads

    hi let's say i believe that October Crude will gain on December Crude. Then I would go long on October crude future and short December. However this approach also has great risk. Is there any option combination which will act as a call option of this October/December spread. I heard such...
  13. E

    heard bank traders are selling vol and delta hedging...

    question maybe how to profit from it assuming that bank traders know something. The way to sell volatility is sell straddles and strangles. But todays implied volatility in crude oil was about 30. yearly high/low was 42/25. Since it is in the low 30% of volatility yearly range (closer to...
  14. E

    Futures Vertical Premium Examples

    the trading product you describe (ranges, floors, ceilings) can be constructed using futures and option combinations. say ES is 1320, you buy a future, buy a 1300 put and sell a 1350 call this is equivalent to buying nadex contract with 1300 floor, 1350 ceiling. Nadex contracts are...
  15. E

    Velocity Futures

    nice choice. a close competitor is mirus futures, about 2.1 eur/rt. however with mirus you can use standard edition of ninja trader which is free (with some limitations such as no OCO orders and no strategies) if you use velocity you will have to buy/lease ninja trader. that will be 50 usd pm...
  16. E

    UNG gas report

    similarly petroleum inventories announced on wednesdays 10:30 moves USO etf
  17. E

    Point and Figure charting software?

    ninja trader 7.0 has PnF charts. Also there is a program called Updata which is pretty expensive but one strong advantage. It calculates PnF breakout targets and shows them on the screen.
  18. E

    number of contracts for custom spreads

    Hello Say I have spotted two correlated commodity/index futures and found one of them is holding better against the other. Let's say I have spotted silver and natural gas are correlated and natty is firmer. So I would like to construct a custom spread long natural gas/short silver. How...
  19. E

    Charts for commodity spreads

    I tried to use esignal on demand for sometime for spreads. on 15 min etc charts, it shows values never traded. nearly every bar is a doji. stay away from the voodoo!! scarr has free charts for corn and crude. I also use x_trader free (from velocity) for intraday charting calendar spreads...
  20. E

    Most liquid eur.usd options

    I am not aware of forex options traded on interactive brokers. I used to trade options of fx futures (6E or EC). They are directly traded on exchange and very liquid. Single tick is 12.5 usd
Back
Top