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You are thery rough men..

THANKS...It is that i searched.. The first book i reedind now :) .. My favorite question to all... Does the option trading-is a trading an IV? And if i want to trade volatility i have to understand the IV properties?!

Sorry, may be i not understand..I trade Russia option market.. This place have no sufficient liquidity like CBOE or EVRONEXT.. And we are get the value of IV from the our trading program and set it in B-Sh.. And i think that we should know the IV in first, not but not vice versa...

hey men!!! It nice to meet you again :) ... How do you do ? .. I have read this book... But my opinion is still the same... Without understanding how the IV calculating - i do not trading an option :) ... I think trading an option-it is not trading a price of basic instument- it is...

Hello everyone. I still trying to solve this problem.. For me, the knowledge how a IV calculated-is a key to understanding the option pricing... Can somebody help me with this problem.. I want to know how i can calculate the IV by my self... From Russia with Love.

Hello all...My namis Evgeniy..I'm trader from russia ad i want to learn much more about stocks in USA. ANd this is my firts quenstion.. How many indexes of stock on american exchange (NASDAQ for example)?And how frequent this indexes change? For example, a stock A replace stock B in index C...

O! Thank you! I start to study you information..Sorry that so long did not answer.. From Russia with Love :) It is a great script!!! But tell me please how i can get a VB code for you function named VEGA...Thank you

It is true.. Russian honest and friendly people for all peoples. It is thery sad to hear....This opinion may be in you mind for a one reason..You TV and newspapers are not correctly told about as..Consider at least a sample to the war in OSETIA..In first time most Americans politics lied...

I am from Russia :) ...And in our contry broker does't show any more information except that they get from exchange :).. From Russia with love :)

Yes...It is true..But i want see a formula getting from a B-SH..

Does anybody know a formula for this parameter? I know a formula for delta and theorical price...But i don't see anywere how i can determine a tetha

Hello, my name Evgeniy. I from Russia. I want to talk about an differrent price of index futures(not only index but on stock too) witn different serial and about influence of expiration on this situation.. I noticed that the spread may be constant entire period nearest futures trading ore...

I think this good strategy......I will trying to do this on my market. But i think for this case you need an automatic trading system(robot) ...in another way you can't kiiled you demand in extrim market.

I perfectly have understood you.....You trade as Market Maker or specialist...Did this stradegy get an enough money?

Okey....I start to read a Natenberg...Thank for all...I will find all answer for my question.....

Okey...I will ask a question in another way..... Did you calculate a expected volatility and put this value in option model to get a theorical price???If yes then tell me please how you estimate an expected volatility...

The market where i have trading is not so liquid like CBOE or another options exchange.And for us estimating a theorical price is a really problem. ..as for me it is a good method that you posted above ....But you can make more without risk position if you take the demand of that trader...

I am very grateful your for this good books...But don't think that i so stupid in option market.I have geting money from my trading still..Our problem-- the language barier and different concepts...But i wiil solve this problem... I am absolutely assured that the mispriced on your option...

If i correctly understood you to calculate the theoretical price i must estimate 'expected volatility' by any method, not IV....And my problem is a unknowledge about the method's that estimated the expected volatility...If you really calculate by yourself an EV please tell me how you do this...

i am really happy that you at last understood me... And the method to estimate the IV is GARCH, isnt it?