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Hi, Just curious if anyone has insight on why AMEX-traded EGO doesn't seem to have put-call parity. This isn't due to a hard-to-borrow stock, either... especially since in this case, call IV is far greater than put IV. EGO, $8.20 July $7.50 call: $1.1 b, $1.2 a July $7.50 put: $0.20 b...

Wow. So the broker I'm considering just gave me a demo of what they can do... direct phone access to the guy on the edge of the coffee option pit (he called out the quote, had prices for me in 10 seconds)... ... and how does it get better from there? The guy in the pit gave me some...

I've just gone through the user guide for RANorder. The interface is a little crude... but it seems to have all the power that I need. How good will my fills with RANorder be, versus going through any of the trade desks i could be calling up? (Ie, are the trade desks just using...

I couldn't find much discussion on the open e cry site about their pit access. Do you have any details on *how* it works?

Hi, I'm interested in hearing success stories from others, in terms of how other future brokers provide pit trading access. I'm looking primarily at pit-based options. With my current broker (an introducing broker), I: - call in to their trade desk... which takes my order over the...

Backtesting. I'm not relying on a normal distribution in my strategy, so I'm making minimal assumptions of vol of vol. But whatever it is, it's working well.

Hmm, imagine if there was a dynamic network for "farming" that type of work out to other, smaller retail traders. I guess it would be a standard option contract, with expiration set to end of day.

Ya know, I've seen that statement several times now... but *other* than the mistake made by the OP in this thread (not understanding that VIX options are priced on the underlying rather than spot)... there's nothing at all tricky about the VIX. I have a couple open positions right now...

Great, that's the answer I was hoping for. Just seeing that the result has a linear relationship with sigma is helpful.

No, not an interview question, real world question. I'm trying to decide a convenient place to put on a hedge. Just trying to figure out if there's a simple back-of-envelope calculation... But yes, I do have Excel-based BS, and I can always go at it backwards by adjusting inputs to get the...

Hi all, I'm just looking to a quick short-cut from someone that might know the answer. According to Black-Scholes... - If an ATM option is $X - How far out of the money would an option need to be, for it to cost X/2? Other than trying to tackle the PDE, does anyone have a simple...

I really don't believe this can be correct. It shows end of electronic trading for cocoa and coffee at 2:45 PM EST. All of my historical data ends at 2:00 PM EST.

What the heck! How can those two links show such different values?

Hi, Pardon a rather slow newbie... but if I'm reading this page correctly, doesn't CC options end trading at the exact same time as CC futures, at 2:00 PM EST? https://www.theice.com/productguide/Search.stripes?tradingHours= What's this about 11:48 - 11:50...?

Hi, Can someone give a newbie some quick insight into a column in this table: https://www.theice.com/marketdata/reportcenter/reports.htm?reportId=13&productId=1234&hubId=727&isOption=y (That should be CC end of day, but I assume all of the futures have similar columns.) What's the...

Yikes, I get the feeling the exchanges (if they offer that info) will charge up the wazoo. IVolatility is what I use for equities, didn't see commodities on there. Will look again.

Hi, Does anyone have a resource for determining past option premiums/implied volatility, for individual ag futures? Specifically wheat? I'd like to see what implied volatility was last fall, for example. I've looked at option premiums for DBA, the ETF that tracks 4 different ags...

Let me just summarize where things are right now. I'm staying with Mirus for now. I think they've at least earned the benefit of the doubt. They've got my account setup correctly, and hopefully this was just a one-time bump in the road in terms of working with my rep.

Happening again with LTM. Their tool still advertises 900k shares available, but can't find 400 shares for me. I'm going to try closing/reopening the position *today*... and see if anyone gripes about that. I had no problem with re-opening MWJ after the buy-in, earlier this week.

Also, are pit + electronic option prices usually pretty much in sync? Is there a significant difference in ask/bid? Is there a minimum order size on pit-traded contracts? I'd assume people are arb'ing these things so they all stay in line... but who knows.