Search results

Why is it unfair, though? Of course BSM isn't flawless, its just a model. I like that you keep saying "IMO" because yes that is your opinion. The call has dividend risk. Also the call synthetically copies the underlying movement in the same direction. Where as the put is the inverse. We all...

“When judged by its ability to explain the empirical data, option pricing theory is the most successful theory not only in finance, but in all of economics” (Ross 1987).

Hey, @thecoder , wanna really get your brain farting? Delta can rise above 100% (but I think this applies only to fowards, not options) lol

I don't think any system, especially a trading system, or charting system etc can be "finalized" as the markets are an ever evolving mechanism so you must adapt with the times.

Val, just wanna way I love this journal lol

Can’t collect more than the width of the strikes my man. think of these spreads in optionality as the totality of the position. Whether the strategy is a credit/debit is besides the point. Calculate the different and wallah your risk and reward is handed to you on a silver platter with gold spoons.

Only 1.4 vol points of “eventfulness” packed in this premium?

Theoretically the IV would be highest in the expiration of the event. But this isn’t the rule, and sometimes higher vol is a back dated month. the question would be, how much conviction do you have of this fundamentally binary knowledge and how can you profit off this? Maybe trying a...

Goddamnit Desty where are you when we need you

If you don’t mind me asking, what “convinced” you that your “settings” have been optimized for success? Don’t gotta give details just an overall birds eye view of how you worked out the kinks in your strategy?

Julia sucked and still lost $.... reverse arb lol

But that’s the thing, just because a sup/res band “breaks” or is breached doesn’t mean it’s “useless”, it’s all about context and how you apply it to your methodology

Support/resistance/pivots are definitely not useless.. YOUR support/resistance and pivots are useless lol

What underlying is the chart above of? ^^^

Anyone use the RSI but the one that includes volatility?

same here, Position sizing, this is what we need man. Literally theeee most important aspect of trading. and Sinclair’s books are always gems

spray & pray, chef