Search results

Top-line beat was immense.

If you play options, with implied vol on RIMM sky high, you can buy a front month April butterfly spread cheap. At 100, the risk:reward (1:9) is very compelling and your risk is small if wrong. I'm in a few myself as of this afternoon.

Touch a nerve, did I? Well then, you must be French. Or worse, horror of horrors, Belgian. Either way, I hereby decree you forbidden from trading in our markets. The liquidity you have heretofore provided, for which we are most appreciative, will be made up for by your neighbor Pepe. Au...

Ahh, finally some light among the heat. Very few seem to recognize or care to acknowledge that Iraq is but a skirmish in the earliest stages of a broader war of civilizations. Or, more accurately, a war between the civilized world and the uncivilized heathens who despise all that we stand for...

Out: EK, IP, T IN: AIG, PFE, VZ Effective 4/8

Yes.

Why not sell an iron condor instead? The margin requirements will be substantially less and your risk will be limited. But either way, premiums are anemic these days, making the risk:reward of either position much less attractive than during the halycon Vix 30+ days of yore.

No, much less. Only about $1 mil.

Over $2 million. Good luck with the trade.

Entertaining, but rather shallow. A much better read that mines similar material is Umberto Eco's "Foucault's Pendulum."

I just checked out the CBOT website and, though I might be reading it wrong (the site leaves much to be desired), it seems to be showing reasonably heavy volume on the ZN options (at least the May series), though, as one would expect, electronic volume is dwarfed by pit volume. I'm thus inclined...

Thanks, Arb. That does suck though. Any other suggestions on how to play bonds other than through a direct position in the futs (which I haven't ruled out)? I recently dabbled in the TLT options, but the liquidity was pretty poor as well (though at least they traded). HD

Can anyone tell me how the liquidity is in the ZN options? Thanks.

Dude, did I not say exactly that in the first response to your question? Why the continued confusion? My advice is to improve your reading comprehension before dabbling in options.

You wouldn't be speculating with it, you'd be using it to hedge your deltas. Plus, on anything but the shortest intraday timeframes, the ES is generally no more volatile than the OEX. And on another note, be careful with OEX credits here. As I'm sure you know, vol and premiums are very low...

The ES would be the cleanest hedge.

Looking good, fellas. Hope some of you joined me in this play.

Thanks for all the recommendations. While I now have several to check out, I'm open to any other suggestions.

I'm developing several stats arb related strategies and need some off-the shelf software that will allow me to run price dispersion, time series and other analyses on various markets. I am not a programmer and do not desire to become one. Hence, ease of use, in addition to robustness, would be...

Typical male chauvinistic misogyny. I find it absolutely disgusting and appalling. Oh, by the way, does she come with knee pads?