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Nope. Nothing else really comes to mind! Looking at DEC though for a bit more VEGA exposure. Pricing some backspreads and calendars.

Hmmm...VIX at 10.81. Is going long VEGA at this juncture a high probability prospect? Is it possible to leverage this high probability and get high reward/low risk at the same time? Best of both worlds. To find out the answers to these questions and hundreds of other critical trading...

VIX to ZERO!

Yep. Totally nuts. They reported on Thursday before expiration earlier in the year too. Could go for some long OTM lottery tickets Thursday PM. Jimbo has been either incredibly skillful with GOOG over the last couple of months or...incredibly lucky with the timing and direction of moves...

Discussed here amongst others: http://www.elitetrader.com/vb/showthread.php?s=&threadid=70707 Also, somewhere on this thread I posted some papers pertaining to long weekends etc. Good luck.

Does Ensign have Market Profile? I believe that was central to the OPs requirements. Alternatively, this might fit the bill: Investor/RT Standard + Market Profile from $59/month + Data Feed from $FREE (Interactive Brokers) or others for $FEE. Should be able to at least halve your current...

Cache, Wonder if you're following Tom Preston@thinkorswim's MonkeyBrains blog His experiment to pit long SPY vs. SPX Iron Condors is potentially about to go horribly wrong! Food for thought.

I know, I was just teasing :D Though, there was a good probability that the opening gap yesterday was going to be faded which could have provided an opportunity for partial legging out of any spreads.

Bring on round 8. Lucky I didn't give up my seats.

Wonder if you caught that dip? :) Finally, VIX has headed lower, within a hair's breadth of breaking into the 10s. Is this a sign that finally, folks are accepting this rally and getting on board with less fear? Are the shorts getting tired of being squeezed every 5 days as evidenced by the...

Totally FUBAR'ed :D C'est la vie.

Oh boy, a consecutive top call blown in the space of a week :eek: Should have given yourself wiggle room of about 50 handles. Cue Thorn and multiple references to bozo. Bad luck. Of course, you can be just as disingenuous as Pabst and come back with a new handle e.g volente_02.

http://www.elitetrader.com/vb/showthread.php?s=&threadid=74111

That looks like an excellent custom implementation. JFreecharts? How is that holding up for realtime data feeds? Probably OT.

Sign me up! Don't forget, in order to make your religion credible, you'll need to have some kind of vision whereby a squirrel creature imparts some rodent-like life-wisdom to you. I suggest getting a stuffed squirrel toy and taking some magic mushrooms. The rest should take care of itself. The...

AFAIK, submitting orders via text file with just TWS is not possible. There are (inexpensive) order management tools that accept text files and will then pass them through to IB via TWS e.g.: www.zerolinetrader.com Then again, not sure if you can sumbit bracket orders via file to...

Well spotted. So the solution is to write the appropriate strike in December e.g. 1395 instead: -1 OCT EW 1385 +2 NOV EW 1385 -1 DEC EW 1395 Net credit on the trade will be smaller.

That graph looks fine to me :confused: The EW calendar fly is a bit further out in time and a bit closer to the money than the SPX calendar fly position modelled on ToS. The net credit on the position isn't realized at front month expiration as there are three months involved.

If you're trading spreads, there will be two or more legs that make up the spread. A vertical has two legs (a short leg and a long leg) A calendar has two legs (a short leg and a long leg) A butterfly has three legs etc. In the foregoing example, the suggestion was to have more options...

Well, he said this...Mark 16:15-16: "Go into all the world and preach the good news to all creation. Whoever believes and is baptized will be saved, but whoever does not believe will be condemned" I guess Pattersb is merely following Jesus' instructions and condemning liberals. Then...