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Dgammadspt measure change of skew? But the amount is so small what about dgammadvol? Which measure measure the shift of skew?

Approximation? Whats the error% typically? Other better methods to do the option pnl?

How accurate using taylor to estimate option pnl? Heard that under some situation taylor is insufficient

You saying dgammadvol measure how much gamma changes due to shift in volaility and not volatility skew change? Or dgammadvol measure gamma changes due to volatility change on the skew? What is the tool measuring how much gamma change due to skew change?

Have some qns about option gamma greek 1) Does dgammadvol measure how much gamma would change due to volatility skew change? Say the option spy 216 put dgammadvol is 1% and volaility skew shift up 3% does this saying gamma would change 1% due to the shifting up of volatility curve? 2)...

Sle do you have to add the original gamma on top of gamma(k0) * (k1 - k0)? K1 referring to new strike right? With no change to skew the gamma(k0) * (k1 - k0) is not required but rather using gamma(k0) right? Did a stimu on increasing volatility and the gamma curve shape become a inverted w or...

Why you have to use gamma ko × (k1-ko)? Isnt gamma the rate of change of delta? Should not delta be used rather k1-ko? And what are the ... behind?

Want to ask looking at the spy option chain delta from one price strike to another why is adding the gamma to delta does not give the delta of next delta? Isnt gamma the change of delta for one unit increase in price?

Looking at the option chain of spy does the option price different of individual price strike include the effect of volaility on delta? You may use the delta and gamma to compute the option price with price move up 1 point but how about volaility effect on delta for otm option

Yes

You have?

Anyone have the books below? Layerspreads Liquidbook Randomwalker spread Convolute spread Advance risk reversal

Anyone has brought randomwalker spread book from randomwalk trading? How is the trade like? Do they hold trades to expiration?

Anyone familar with the risk of commodity etf? What do the issuer do in default? Are they less risky compare to stock? They

Anyone has trade emini option on market crash where the index has the largest changes? How much is the atm call and put option cost during the crash? Any website to access the option cost during the crash?

Please you explain which call or put and strike to buy or sell

How do you replicate binary with vertical?

Are there any website have figures on how much option volume trade for all commodities? Anyone trade option on globex oil and sp outside trading hours? How is the spread and fill speed?

Anyone know which brokers offer trading on sp500 and vix binary? The exchange have them but search none of the broker offer trading them Nadex official exchange or broker?

Anyone know which website has option chain for sp500 and vix binary options? Any which brokers offering trading them Thank you