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Delta and IV have nothing to do with liquidity. Just look at open interest and volume. And look at bud ask spread. Compare with other liquid instruments - similar if possible. Hth! -gariki

Hello blackkey, Rule no 1 should be to trade only liquid stuff. I haven't traded any binary options but i bet they are far worse than regular liquid etf or stock options. Binary options are what are considered exotic options. There is nothing simple about them. Learn trading regular options...

Nice compilation longandshort.

yep. i contacted support and seems like an unintended feature. Hope they will fix soon.

Looks like somebody botchedup and made an unintended change to look expiry pnl curves all curvy and maybe nice(in their opinion).. also inaccurate un-intentionally. Anybody else seeing this. or is it just me? -gariki

I don't trade VIX or VIX options but I always like to go to the source.. sometimes :sneaky:. Here's spec from CBOE: https://www.cboe.com/tradable_products/vix/vix_options/specifications/ Description The Cboe Volatility Index - more commonly referred to as the "VIX Index" - is an...

Guilty as accused.

On the call side due to intrinsic supply/demand from folks and funds selling OTM calls for income (aka covered call), there could be a small edge buying calls either outright or as spread where you long is at that strike - look generally 2-3% OTM. Best bang for the buck. This can be seen in the...

Neither. Dont think any kind of trading is easier than any other - that i am saying after having tried almost every kind there is (available to retail traders anyways..). Like the old saying goes.. trading is the hardest way to make an easy buck. That my friend is the truth. No matter what...

@W-M-A, @ffs1001: Yes; it can be made to work with other broker APIs. Particularly i do want to make it work with IB's api - its been on my radar for quite a while. Not just for this spreadsheet.. but for other dashboard kind of spreadsheets i use for my trading. For anyone wanting to venture...

Hello Folks, I've recently posted a fly pricing spreadsheet on my site (a glorified blog of sort). It can be modified to trade other similar structures (verticals, condors etc). Thought it would benefit you folk as well. I am attaching the spreadsheet here to the post so you dont need to go to...

Best year: 2020 % Gain: 617% Sharpe: 3.5 Just kidding.. for anyone else who comes to this thread with hope for real success stories. Your best bet is to beat the market with less volatility than the market. For example if you can do market return with a sr of anywhere above 0.7 you are good...

congrats dude.

I have been on et for a long time. There used to be some decent threads worth reading here between a lot of junk. But recently looks like all that is left is stuff like this.. too bad.

Nice set of tests Aquarians. What are you using to do the backtests?

Excellent work stepandfetchit. I have been looking at portfolio hedging for an SPX/ES option book (for an short premium portfolio) and am coming to the conclusion that either simple long vix call OTM or long puts on /ES or SPX is the only way to go. For protecting against 10% or 20% moves or...

hahah.. i tried that; but IB shows correctly that the order wont be sent to exchange till open on sunday. So you cant actually buy or sell them; which is good.

no not demo. live accounts. Now everything went back to static; so they played that sim on some of the live account also i guess. I really thought markets were down 50.

I wonder why IB is showing my risk metrics and pnl all off by a wide margin and markets are moving - today at noon on saturday. Are the markets really open now?

Yep; Bob. Mostly. I was particularly talking about /ES options and diggin in i found this: http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contractSpecs_options.html?optionProductId=2915#optionProductId=138 Seems the quarterly cycle options are american; rest of them are...