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Good. NG has way too many victims already

use volatility orders

Lol, the rednecks XD Europe is a continent...it doesn't have a capital.

I chuckled a bit...Selling Natty at 6 is like shorting VIX at 16. We're at 60% implied vols average, NOV is at 70 for the ATM and puts are still favoured over calls by 6 vols. If it was at 14, vols at 90% with skew to the call side, I'd think about selling some call spreads or 1x2s. But this...

looks like someone is onto something :)

quality meme XD

See guys, that's how easy the sheep are manipulated by government controlled media. The original headline is translated to "we remind the people that cryptocurrencies are not legal tender" :D So no word of a ban. By the way...the headline is from September 3rd

Yes, it's put call parity. The reason for this is liquidity. Look at the quote of a 90 delta ITM call. I'd rather take the IV of the 10 delta OTM put. The IV figure is the same (put-call parity) but the midprice is much more acurate.

It's simple: I take call IV for upside strikes and put IV for downside strikes.

Lol, you're like the dude who doesn't understand how lightbulbs work, therefore calls them witchcraft and advocates candles

Short answers: 1) Yes, a lot of thought 2) Yes, there are a ton of papers out there. As a primer, check the SABR model 3) IV in delta and time space is the correct way to approach things opposed to IV in strikes and DTE (depending on what you want to do, of course) Long answer: You're opening...

exactly right

Weight your portfolio by the individual stocks beta to the index. In other words, if a stock has a beta of 2 take half of the volume than of the stock that has beta of 1. A second option is by volatility weighting. Take the stocks annualized volatility and rebalance your holdings according to...

Little by little you are getting annoying. He doesn't seem to be trading but allocating money in his portfolio.

This is the second time you're stating this. I wonder why anybody would pay attention to CME crypto futures? They are a dead product and will always be. Anyone who's serious about derivatives trades crypto native derivatives. Better margining, better risk management, automated margin calls...

no worries, mate

Make sure you understand that volatility is mean reverting, which means it does not trend. The good thing about that is the fact that there are certain boundaries to it which you can use to gauge where current volatility is trading at. If you see the 30 day IV of the S&P trading at 80 vols...

This again....how many discussions like that do we have on ET already? Post your gibberish there

Hm... Thb, I don't see any reason to use options if you're after delta. In this case, just trade the stock. If you're after convexity, use options and you want max. gamma without paying too much theta for that. Regarding risk, I'd use a delta number plus max $ ammount to buy the highest...

As IV is mean reverting you will find that during periods of low realized volatility, short term IV trades below long term IV and vice versa. It's quite intuitive when you think about it. Volatility is calculated as an average of daily returns. When you take a rolling 10 day average, there...