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That is a concern indeed. My thinking is to consider a small size straddle, and use some of the premium to buy cheap penny options (like weekly pennies) to hedge against a black swan overnights. One can also delta hedge/negative gamma scalp. There is also the other option that I do not have...

What do you guys think of just selling straddles in case the market takes some time to decide on the next course?

The idea is similar to the tradditional covered write (buy underlier, sell call) extended to exotic options: Buy the underlier, and no-touch options. If no touch, one has the payoff from the no-touch options. If there is a touch, the underlier is sold for a profit underlier minus the amount...

I asked the same question, but I am not sure about my conclusions. Why do you think your conclusion is correct? Those who borrowed bonds 10 days ago, and bought stocks have made money.

Why did ZN future (september/10) trade above recent highs, while 10-year yield is above recent lows even if below 3%?

How about those who write it repeatedly, and claim/believe they have an edge because they manage it?

The piker is not as stupid as it appears from some of the posts:cool:

LOL! In relation to trading: 1. Do you remember QLD above 58? 2. Who got this week's top call among the "non-ET experts" I am not aware of? 3. Any juicy news out there, such as a famous fund manager stating a sure thing about the market? 4. Did you already forget the SPY...

Do you know who Thomas Jefferson is? Do you recognize this sentence: "Well aware that Almighty God hath created the mind free." Why in there there is Almighty God, but not Jesus Christ, as some wanted after reading Thomas Jefferson version, and where did Thomas Jefferson get that...

An option is never dead, and never zero as long as it still has time left in it. Could you share why you bought the call? I am always interested in reading about why people buy options (calls in particular).

As others wrote, you add the deltas, and put and call volty should be equal at same strike. Is your straddle at the money?

Thanks. Do you mean AM or PM? If AM then it makes sense as 3:30AM would be 10:30PM (ET)--- It would be a timed move with EUR/USD if ES top is at the same time. (Char is missing some data when plotted on 5 days).

When was the attempt made (I do not have the ES chart)? The reason I am asking is because EUR/USD made a move up, which I shorted at around 10:24PM. It is still the top this evening. I am self debating what I should do. A part in me is saying that EUR/USD might fall, and I do not want to miss...

I wanted to make sure we have the same definition of neutral. The statement about vol. (in the context of the question/comments by the poster) remains. Vol./dollars are "same" thing (pricing model makes allusion they are different).

Risk has a personal component attached to it. Mutual funds/etc have spent a lot of money to make regular people feel less risk than they would if they were giving their money to someone else to manage it. I believe it is the reason why one would not get funding even if one were to make 100% per...

What do you mean by neutral (you used it in premium-neutral without quotes)?

You did not read this in the book you bought: "The fees charged to the fund share holders"?

when control/credit cost/valuation are in hands of others, shorting calls in a mark to market context, can be like selling for ZERO PREMIUM an insurance that has a significant probability of happening and a "infinite" reward because it wipes out. The only person I have read about who...

Sometimes questions can help friends. The market may be asking this question with SPY at 110: which will come first (if any): SPY at 117.5 or SPY at 102.5? A short article pushed me to ask that question on the eve of yesterday session when the SPY was expected to touch the 110 area (which...