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In Norway there is actually a tax arb that enables 0% tax legally. Maybe it's possible to utilize elsewhere as well. Basically you set up a corporation in any tax paradise, get a card and bank account associated with it. Do your trading outside Norway. Transfer the profits from trading acct...

Words of wisdom right here

What in the actual f*ck?

Put all your money in the S&P and wait.

Eww, bunch of affiliate links to unregulated binary brokers. No thanks, throwing your money in the toilet is a better investment. Same can be said about Bitcoin, the main problem is the security of it. Exchanges constantly go belly up, theft is widespread etc. etc. Not to mention the insane...

If your delta dwarfs your theta risk then that is not at all a realistic scenario. Look at how spreads would do today. You'd be looking at massive deltarelated losses. I was short the Jan31 ATM vol and took a 0.5pts hit, and stickiness worked in my favor. If I was short the spread I would be...

1. Realizing that EMH is right, for the most part. 2. Taking a quantitative, more scientific approach to trading.

The 1wk ahead vol under static surface for Feb7 is only 15bps. With the Jan31 you have a little below 1pt in one week. You are right that vol is correlated with mkt movement, but only 70% or so for indices, whereast delta has 100% correlation obviously (then you might as well buy/sell underlyer)

But HFT doesn't deal with options. The point is that in theory there is no edge in shorter duration if you're just looking to make theta with no delta risk. Go closer to expiry, you have more theta but also more gamma. If you look at term structure you can often find better bets further out...

Vol tends to cluster, and where vol is isn't merely as relevant as IV-RV premium over time. Besides, vol will hit deltaneutral spreads the same as straddles so the point is moot. There is no edge in shorter time to expiry, as it's already accounted for in the premium you receive. However term...

Volume tends to be inverse with general volatility and with up-markets. High volume is in no way indicative of a healthy market. Especially not when the volume is from using conservative savers funds to make proprietary bets, pitching structured products, exploiting information inequity...

I have a feeling lot of people see spreads as vol or theta bets rather than the directional bets they actually are. If you short a spread at say 10 delta and it gets close to the money you have massively short delta risk. You're not making 'theta' anymore because all your risk is to delta. And...

TOS thinkBack feature does it. And theres always excel.

It's just terrible risk reward, what do you do if it goes ITM? You're going to face a huge drawdown and lock up a lot of capital if you roll it. What is your purpose on selling the spread? To make theta I would assume, in other words it's a vol bet. The best way to minimize the risks and achieve...

You observed this delta-adjusted I assume? Or else it would be useless, because need to know if it's actually the IV or some other factor affecting the price. Also most options I find are too illiquid to daytrade. There are some exceptions, but rather few (AAPL, GOOG, SPY)

I would use a conditional order. Once the ask price reaches >=80 then submit MKT order.

Usually the greek with the highest value in portfolio. Regarding your posiiton, skew, vol of vol, stickiness etc. will affect it and these things arent always clear from looking just at the greeks.

Away from ATM usually has higher vol of vol. Downside premium often gets some serious inflation on a vol spike.

You just got arbed. Deal with it.

Another option vendor promising you untold riches? Cool story bro. Oh and they have "coaching" too? You know that's a paddlin