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RETAIL TRADERS - Success Scalping a Short Straddle?
this is called hedging,not gamma scalping! you dont scalp,you hedge! its like to say,that you have 100 shares and you buy a put to scalp gamma......you dont scalp-you hedge. you can scalp reverse iron butterfly,not iron butterfly......in that case you lower you theta exposure,for the... -
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RETAIL TRADERS - Success Scalping a Short Straddle?
well done......we didnt have to wait long for david copperfield to show up. delta neutral position of short straddle+wings is nothing else but iron butterfly,but whatever...... what i am really interested is how david copperfield is doing magic of flattening his deltas,when this will... -
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RETAIL TRADERS - Success Scalping a Short Straddle?
you dont need to be market maker....you' ve got to be david copperfield to scalp negative gamma.....as it SLOWLY DECAYS....... -
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Option volatility
u r hell of a linguist.have u ever thought of teaching english?i think u be very good at it. i dont even expect to understand me . anyway,i'll try to explain it to a linguist,not a trader: u have stocks of american company .u want to hold them long term,but u are scared,that... -
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Option volatility
' not only is stupid,but u can make money out of it(if u know how)...... but till now u were sayng,that there is no correlation.......first figure it out...... joker for u: risk adjustments sould increase with the gain a portfolio manager makes on his trades.......but its the... -
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Option volatility
go to the forex forum.....dont waste my time with such "elevated" questions -
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Option volatility
it isn't? may be,u can just open and compare the charts VIX vs SPX for the last 3 months,and then we can argue again its not,or it is...... there are more interesting correlations also......compare VIX with VIN and with VIF,...... when u have correction.....how IV horizontal skew goes... -
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Option volatility
spind,a love to desagree with u(as usual:D ) to buy low IV is very different,that to sell high IV...... if we compare the last 2 years,VIX was between 20 and 80........right now is at 20...... the lowest VIX levels,ever recorded are at 9. so,if now u buy IV ,it cannot drop with more... -
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Options Exchanges Knock High-Frequency Traders Down a Peg
the big bad wolf,who almost bankrupt last year?:D besides, they play together with citadel,the big bad wolf has investments there:cool: and the purpose of these "investments" is not as much as for profit,then its for "playing along"...... more levereged capital,harder to get into... -
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If I thought the S&P was going to 1125 by end of year, what call option to buy?
buy jan 130 calls,sell against them dec 120 calls. or if you are sure,that around dec expiration it will be really in some range,do a butterfly: short dec 110 short dec 110 long dec 120 long dec 100. the first spread is calendar-very low loss,even if the underline doesnt move... -
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conspiracy theories
sorry man,i am really new to this forum.... you are looking for "conspiracy" in the wrong places:D i am improving my english spelling here....just for a couple weeks and i make mistakes on every fifth word,instead of every second:D another decade of writing here and i might... -
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conspiracy theories
yes,but there is a saying that one bird only,doesnt bring the spring...... only two of us-me the "conspirator" and you the "anticonspirator "........ i am kind of getting bored..... i guess you wouldnt like to know who squeezed your brightest(rednecks) last summer.......this matter is... -
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conspiracy theories
nothing had change from the first page.....but the prize of the oil :D just you have to know,that you need to decorate the tree,so it would look more and more beautyfull,all the way till christmas...... do you know how to decorate a tree?you put some lights,some toys,some... -
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conspiracy theories
yes,he is!.....but you might have heard,that there are short puts,and long puts........ do you know how to build christmas tree,so you would be celebrating the coming of santa claus? if you dont have a christmas tree,santa might get upset and forget to bring you presents through your... -
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conspiracy theories
well,it's not very hard to jump on page 1 and see,that "mentioned" that i collect them as calendars........ now,you might have thought that i am collecting calendars of pamela anderson ,posing naked,or calendars of baseball players(as you do)....... but these calendars might be a little... -
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Have you ever got any early assignments?
i was never assigned ,but i did exercised my rights-i had no choice-it was last year on british pound puts.there was still more then a month till exp.,but the options got so DITM,that i couldn't sell them. so at first i tried to sell them for only the intrinsic value,but the MM didnt touch... -
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conspiracy theories
yes,when i opened this thread the oil was moving between 71-72$..... now,a week later is 68-69.......i am extremely suffering from a week decay before exp.,and a 5% move...... towards my strikes..... already had to cash in some spreads ,i will let your imagination to update me,how much... -
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conspiracy theories
we have another "market watcher",who is going to explain us about the "brightest" and the "smartest",who almost got bankrupt last year :D well,Theohorny,will you enlighten me how "genius" the GS guys must be,to go belly up and to beg for goverment help like rednecks? taxpayers money...