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Does he mean the newbies only? I think as your capital and experience grow, you should diverisfy.

It seems to break into the IB, I need to do it right just after college. And only Ivy league graduates or people come from upper class have the tickets. There is no second chance! Isn't it?

They move together. It seems the intermarket analysis by John Murphy has no value.

Are they in the CME or the CBOE?

Just for curious Did anyone here work under some trading gurus (James Simons/Soros/Steve Cohen etc.)? Did you learn somethings that are really useful?

Are the intraday movements of options tend to be quite small? Even when the underlying stocks have quite big movements.

My first trade on options is buying the June 05 call on QQQQ at 36. I buy at 0.95 now it is 1.25. I hold it for 3 days. Is this a good one in the options world?

Are spreads of $0.05 the minimum?

Do the pro options traders use limit order for entry? Is this practical?

Does it mean there isn't any advantage over just buying the underlying stock?

Is such combo risky? What is the profit potentinal?

If I buy an ATM call of the front month and sell an ITM put of the futher out of the same underlying. What is the name of such combination?

I am interested in directional trade. I would take profit or loss in a few day times. Is it better to choose a next month ATM so I lose less time values? Where to brind up the chain? Thanks!

Are the time value of front-month ATM erode much faster than next month(or later) ATM?

Assume the S&P is now 1500. I think it may go up so I buy a 1500 call (an ATM). If it goes up, then terrific. If it goes down to 1450 and I want to cut loss then I lost some periemum. But if I buy a 1450 call (an ITM) than I would lose all the intrinic value. Maybe I should state clearly that...

Because ATM has no (or not much) intrinic value so if the trade turn out to be wrong I need to cut loss then I only lose part of the time value. I also think the chance of OTM turn to an ATM or ITM may be rather slim.

Should newbie choose ATM options as the trading vehicles?

I think you are right. The GBS is the best example. But the ES sometimes also has very big vol but the bid/ask sizes are not that big.

All interest rate futures e.g. zn, zf, gbm, gbl have long queues on both bid and ask. But the queues of indices e.g. nq, es, dax and estx50 are much shorter. Does anyone know the reason behind it? Was it the same when they were trading open outcry?

Deep in/out-of-the-money options have very few transactions. Are they very hard to get in and get out?