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Simplified, an implied volatility of about 16 in an option,is pricing in daily moves of around 1% in the stock .So an option trading with an implied volatility of 32, is pricing in daily moves of around 2%. It is the value of uncertainty in the pricing of options.

NONPROFESSIONAL SUBSCRIBER - "A Non-professional Subscriber" is any natural person* whom a market data vendor has determined qualifies as a "Nonprofessional Subscriber" and who is not: (a) registered or qualified with: the Securities and Exchange Commission, the Commodities Futures Trading...

You have something very rare right now, capital. Taking the time and effort to learn to trade, is a mistake. If this industry is where you want to build a business around, take the same capital you were going to trade with, and consider backing 1 to 2 traders. Find someone knowledgeable to help...

Define small: Account size, average trade size, average number of contracts per month. What is your goal, trading income or stock hedging?

It would be easier if you give me a quick call. 646-545-3860

Look at the ATM Straddle with the current vol. "Guess" at what you believe the vol. would be after earnings. With that after earnings vol, how much does the stock have to move to break even on the straddle. That move divided by the current price is what your looking for.....That's the way I...

http://www.barchart.com/ Go to the "cash" for any commodity, click on the chart and configure the time you want. You can get up to 25 years.

My first choice would be a Foosball table......

http://www.barchart.com/commodityfutures/Gold_Futures/GCV1 Trading higher right now....good luck in the morning. This once happened to me on 5000 shares. Be happy your only short 200.

Sorry....

How many contracts were you short? How many were you assigned? My best guess was the you were going to get assigned on 75-80%.

If it's a short term strategy, that might work. However, premiums are very high right now, I'm not sure buying deltas that way won't be expensive insurance. If you buy the ES or SPY, no decay. I always feel keeping the hedge simple is best.

Then is my opinion, I would BUY SPY the $ amount that your short at most, with no adjustment for Beta. We are in a market with a very high correlation from sector to sector. If you beta adjust, in this market, you might end up being longer than you want, when your targeting the short side of the...

You'll never know the "best" way until after the passage of time. You have to decide what risk YOU want to hedge out. So if you believe these stocks will under perform the "market", than buy the same $ amount of SPY. If you believe these stocks will under perform their sector, buy the correct $...

This only looks high because they were honest enough to tell you up front all the costs. I'm sure in the future if you volume is there, so can get them to cover some costs. If they have to pay these fees, and you don't cover them with your trading, you can't expect them to pay the fees for you.

No one here can give an intelligent response without knowing the details of the complaint.

You can't. You need permission.

Do you trade actively through out the day? Do you mostly trade spreads placed in the complex order book? What type of monthly volume do you normally do? If you're going with a retail firm, your average ticket size is important. I'll need more information to help guide you......Bob

Why would you stay with the trade if you expect the security you're long is going down?