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Very interesting post coffee898. I must say I tend to agree. Besides, one must respect a guy who's been here 4 years and only 2 posts. Guess it means when he says something it's gonna make sense ;)

There ya go... you might need to create a profile to access the details. http://www.barclayhedge.com/research/rankings/hf/options_strategies.html Anyway great info available, you can make very specific searches

that's why if you are going to do something like that, at least do spreads... It will give more premium per dollar of margin used

Hi guys, I am asking for your input on this matter because I have already done some contacting and researching and I still have not found what I am looking for... Basically I am looking for a prop firm - of respectable reputation - that catters to us option traders. What I am looking for...

correctomundo, being short vega means that any increase in vol will translate into a loss. Since your delta is smaller than your vega (in absolute terms), what you have here is mostly a trade on volatility and not so much about direction of the underlying.

Maybe I do not understand option greeks the way I thought I did but: 1) I agree with Dmo, if you are short delta you want the stock to move down all other things being equal. 2) This sure looks like the greeks of someone who is short a FOTM call... I do not think the calculation you made...

bah there is a certain appeal to be on the margins...

Well you could do that I guess but that would be similar to putting a stop loss order on the shares you have (although the options are better) Basically you need to figure out at what price you would get out if things turned around. Ex: the min i would see INTC is 17.50 so thats about 2.50$...

did you put restrictions? If so they would not show. maybe also when you placed the order, the MM moved so only yours were there?

Well margin/equity ratio really depends on what your objective is and obviously waht % of your assets you would like to invest, so that part I cannot answer. As far a criteria go, when we choose one we look at the following (no particular order): Correlation, obviously the point is to...

my point was that if you want to buy a protective put, cough up the cash but in a market like this one, I would not go against the momentum by severely capping my upside thats all.

I don't really like collars because puts are more expensive than calls so you limit your upside alot if you want to have a "reasonable" price on the short call. It depends on your market view I guess but IMO to do a collar you have to be fairly sure its not gonna go up a lot in the meantime.

I agree with most of what as been said, your main concern should be making sure of your correlation...though you may want to check an alternative to buying puts. If you fear a rise in volatility, take a look at this: http://www.cboe.com/micro/vix/VIXFuturesOptionsUMass2pgJuly2009.pdf and...

Speaking of strategy than can be sold... Don't you think that this could be used very efficiently for a monthly income sort of fund? If we look at whats out there, a 7-8% return on a yearly basis that has not capital returns seems fine to me... For me it is hard to believe there would be no...

Now it hurts me to disagree with you Xflat (cause I have respect for your experience/knowledge) but to me there are no ratio that sucks in itself, its all about probabilities... I'll explain: If you have 99,99% chance of doing 0.05$ versus 0,01% of loosing 0,95$, to me it is still a good bet...

Just an opinion but here goes: sell 25% of the position, buy slightly OTM put to cover the rest. Expiry would depend on when you actually want to get out...

I watched the show too, as far as I understood concerning NSC they said if you owned the stock. I agree what are the chances you own that specific stock to sell the sept 50 call... As for the ratio put spread, I don't know sometimes it seems they are catering to the suburb option trader that...

I am by no means an expert on this business but the basis of this I would assume is still hedging... Therefore I would think you will have a hard time finding info as it would be dominated by very large banks who have traditional clients who are interested in swaps. Aka thats OTC...

I have a question concerning ADR's and SMA accounts... I recently was listening to a conference call by AllianceBernstein and they were telling the following: In their international pooled portfolio, they make stock picks and build a portfolio with stocks on the different world exchanges...

Try using the optionslab. You can input volatility and days remaining with current stock price and it will pop you out a price... Free pub for our collegue pengw ;)