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64K by Monday equity open.

Not a NC per se but a salary cut where >$500K or whatever gets set aside as deferred comp so they can claw it back.

lol!

This thing in the filing has to be something involving babysitting; flow-driven, high-freq, etc., i.e., MMing. Just a coincidence.

I'd like the see any discovery (broadly) as it pertains to frequency, but it will never get there. I held back the viability/edge parm (that allows for automation) from the 1 on 1 and group work. Nobody got that.

I did a one on one with a guy at Jane St but not with either of the guys named. I am hesitant to work with ppl on the sell-side unless I know them personally. I'd have to look at the payment to see if it was wire or PP, etc. I remember it was the largest single fee to date.

100% they settle. No way it goes to a discovery phase. Nothing to see here. I awoke to like 20 emails about this thread.

Disregard. Pure hindsight thread.

Because you're not going to get much credit for the weekly roll.

The synthetic DJT predicted where it was going to land. The synthetic out to April was $33 with shares at $55. Same as with the class offering in GME which allowed for dilution. The class-arb in GME predicted a $14 outcome post-split and that's where it landed. DJT is a $4 prem to the synthetic...

Lord, you're an idiot. There was nothing to borrow... the stock has dropped 30 but the synthetic hasn't moved. The Jan synthetic was at 23 with the shares at 56. The shares are at 33 and the Jan synthetic is trading... $23.

The borrow has seen some relief. The May synthetic is only $4 under cash. Jan is at $23 with shares at 33.

Edited your last. Go arbitrage that $70K in free monies in the NDX out to Jan. ET is mindblowing.

that you're FOS.

Donde es grande?

In the pic the calls are 1635 x 1651 Puts are 958 x 971 Index 17989 Jan 2025 18000 strike Live Hanweck data, and posted a minute or so after the screenshot was taken. thx

lol so your contention is that the Jan25 ATM call, below, is higher prem than the same-strike put because of unlimited upside in long calls and delimited in puts (bound to zero)? You train the PMs at parallax?

And it has no use for you. Numerical methods converge to BSM. It doesn't matter what model you use provided you are consistent in its use among strips and tenors.

So your point is that Dems always win! On that we can agree! I pray that Kennedy stay in to the end.

You're f*cked. And it's unanimous. Every poll agrees.