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OK, this doesn't make sense. Virtuoso (?) Tower Research. How would you have access other than as a employee? Simply Wall Street looks to be a joke. Akuna. OMM-firm. Again, you'd need to be an employee. CQG Q-Trader? HFT? Something else? You're talking about large, corporate IP and referring...

March vols are 13. Jan vols are 18. Vol as synthetic time. You're paying 500 beeps over near-term expirations due to election and vega position.

OK, so what structure would you recommend for the OP to effect a long vol position and why?

Are you going to post fills with stops/targets?

Cabin, did you read this before replying? I just thought it comical and in line with the relative quality of replies on this site.

I am a former med student so sure, I would not think about volatility in that context as it completely lacks context. In option trading, 95% of the time it relates to volatility, especially when stated in the post. 5% of the time volume relates to fill quality, microstructure. mg/m^2

How do you trade volume? Trading involves adding to OI. He used volatility and vol in the opening post.

Meaning vol as volume when we're clearly talking about options here. I was in tacit agreement with you and nonplussed.

Pick a holding period and price the OTM fly against the current neutral fly to n-date. It will give an expectancy at static-vol. IOW, if the OTM fly = 5.5, neutral fly is 11 (day 1), and neutral fly is 13 at n-date forward. You solve for hedge assuming you have 7.5 to work with if OTM fly trades...

You're not really paying anything for the OTM fly and they don't have any gamma, so why lose on both if mkt trades away (from your iron)? Best to trade OTM fly -> stress neutrality (gain) -> dynamic hedge in spot. The debit will be small so it won't require size in the hedge. Excess gains if...

Well, ofc.

They don't run months past Sep in VX. Sep VX synthetic is 18.7 here. The SPX synthetic is trading at 4900. SPX Mar24 vols are 14. You're going to be paying 18 for Jan25 vols (election impact). The forward is 4900 cash. Short one synthetic out to Jan, short two puts at a strike you'd like to...

omg.

Sorry, don't know how I landed here to necro this thread.

This thread just called the top.

He's a China puppet. Wants to remove THAAD which is essentially a LOW-system more than missile defense.

Ely, is that a recent photo?

Sorry, that’s above my pay grade, but I aspire. Shopping for a QC on Dell rn.

Fiction. 1.2 collateralized by what?