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I think OC saw that last month with that 1230 short strike going from 80 cents to $3 overnight. :cool:

Risk, Have you thought about using Static Option Replication to hedge the entire range of your barriers at one time? Though I don't if this will save you a lot of hassle and dynamic hedge risk since your expirations appear to be very short term in nature.

Very interesting.

Hey riskarb, Couple of question please: 1) What does that position cost to put on in terms of haircut or margin? Or is there none since this is debit trade? 2) With exotics your counter-party allows you to set the date in which the trade will expire, correct? 3) Do they price these...

Here's the book I used when in school. Actually, I had it as a collection of lecture materials. Harris got the book published from the lecture material way after I left. http://www.amazon.com/exec/obidos/tg/detail/-/0195144708/103-9387028-1585440?v=glance Knock yourself out.

Kudlow? Larry Kudlow is that you? :p

Bump

Thanks risk, We're going for the USC v Hawaii game. Got many Golf rounds lined up before and after the game. We're staying at the http://www.ihilani.com/index.htm so it should be fun either way. Be sure to give me a call when you get to the neighborhood.

Ok....so no Mai Tai's and Golf for you!!!! Next :cool:

Then go delta neutral. I'm always blown away by those who say the market suxx. But there's opportunity everywhere...all the time. This environment may last another 10 years....or more.

Anybody here wanna hook up for some mai tia's and Golf. Gonna be on the Island for the next 7 days at Ewa Beach. :cool:

effing hilarious!! :p

I think we go higher in here. I've got lots of positive delta from yesterday so I'm talking my book. Too many bears here and elsewhere. 1) The market digests news very quickly....as long as the news doesn't get any worse from here. 2) The Fed has trained (for those willing to see it)...

Where'd you work? I ski bummed in Aspen for 3 years in the late 80's myself. This was back when Steeplechase at the "Highlands" was called "A Chute, B Chute, C Chute and D Chute." :-) I lived at 5th and Hallam just behind the "Pig Palace." You?

LMAO!!!!!!!!!!!! After reading his posts for several years that does not surprise me one bit.

What's the emoticon for "no fucking shit?" (Rolls eyes)

That's what I was thinking. Thx BTW: I like the "Adolf Spitzer" gloss. :D

:D

Are these the options that are supposed to replicate "Gamma Week?"

CNBC?!?!!? Good God man. I don't watch that shit.... that stuff will rot your brain. :cool: