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the practical application of VOL strategies. been reading Natenburgs and others on VOL.. I model the position and it dosnt look pretty.. exception being a reverse Iron Condor on a high vol stock.. but.. an rev Iron Condor wants the stock to sit and VOL to decrease.. seems like a lot...

say front month straddle is 4.0.. how does that translate into a expected move in the underlying? thx

Need Help... Iv heard reference on TOS webcasts about the ability to figure projected $ moves of underlying @ earnings using the difference of front month and back month straddles or strangles... does the concept sound familiar? how do you figure the expected move? Thanks :confused:

Understanding the fact that ITM option assignment on American options can happen at any time.... most who would exercise early, say for dividends, would need multiple contracts to see a real benifit.. so, to the question.. if i trade small lots.. 1-2 contracts and someone exercises 50...

hmm.. couldnt find it edit: found it.. thx http://www.cboe.org/hybrid/pennypilot.aspx

snowhite = NOBODY....queer name really... we all learn from mistakes...:)

anyone produce a list of penny traded option adn what exchange there on.. eg.. wouldnt want trade one if its only on one exchange.. does that make sense? TIA :)

no comments? stupid concept? most people like to trash stuff.. nows your chance :)

"The Complete Option Player, by Ken Trester" dont waste your money.. ill sell you my copy for 10$ shipped

hmm.. no seeds

havnt put it on and wont on this stock.. but like the idea.. what you guys think?

10-4 on the hot keys.. i emailed customer service bout that.. butttttt... its not a deal killer for me... love the platform for what I do.... always updating and working to improve the platform.. always putting out tuturioals etc.. good platform good company.. the real question...

read many books.. im new too sell high IV buy low IV watch for Vol crush in a nut shell..

guys, anyone reccomend a % change over x time indicator? cant seem to find one.. TIA

ego.. anger.. vanity.. lack of patients(sp?) letting me have your money... etc.. excercise goodrisk mgm (likeit seemsyou are) and you should be able to play for a while

the TOS platform IS NOT the best for futures... on the otherhand.. for options... it is VERY powerful(if not the best) there is a steep learning curve to figure out the platform.. there is sooo much to it. its taken a few months to really get to where i can use all the features in a...

thank you.. so if im thinking right.. the potential for an ATM option to move ITM w/ high probability would generate a high gamma? thanks for your help.. thanks to all who contributed constructively :)

thanks but that didnt explain my question. example: NM jun08 10 call @ 10 gamma vs XYZ @ 2 gamma NM is no more subject to large swings than others w/ lower gamma the smaller gamma seems be more common confused and curious

what causes an option to have a high or low gamma?