Search results

Cboe, S&P DJI to Develop S&P 500 Dispersion Index By Press Release - October 21, 2022 Cboe Global Markets, Inc., a leading provider of global market infrastructure and tradable products, announced plans to collaborate with S&P Dow Jones Indices (S&P DJI), the world’s leading index provider, to...

You should be atrophied by the entire forum.

https://www.marketwatch.com/story/wall-street-is-driving-explosive-swings-in-stocks-by-embracing-a-trading-strategy-popularized-by-the-reddit-crowd-11666294951

Buy a dog if you really need someone to talk to.

All registered U.S. options markets are linked together on a real-time basis through a network capable of transporting orders and messages to and from each market. The charter of the linkage, according to The Options Clearing Corporation (OCC), is to further increase market efficiency, enhance...

20% of strike + premium - OTM amount. If it hasn't changed lately - Strategy based has a minimum of 10% + premium. The broker can establish a higher minimum. Many will also have a suitability requirement for the strategy. Broad-based index options are lower. You'll notice LEAPS are marginable...

Don't draw the conclusion that the derived sale activity was the culprit. There are a number of behaviors that could generate a caution of that type. If it was the derived sale activity I'll bet the broker didn't identify it - whoever is the wholesaler behind their smart router would be more...

High State taxes could bias the decision. There are also some corporate tax laws that could/would bias it.

The derived order rule is an attempt by a retail customer to create liquidity. So back when everybody was 10 up - you would better a bid by a tick on a one lot - it would show 10 up and then you would hit the bid from another account. Sort of gaming the price. OP says this is multiple-list...

https://www.reuters.com/business/autos-transportation/chinas-ev-giant-byd-sees-q3-profit-more-than-quadrupling-shares-jump-2022-10-18/?utm_campaign=trueAnthem%3A%20Trending%20Content&utm_medium=trueAnthem&utm_source=facebook&fbclid=IwAR3iDEuS77IjoN-5yf1zF8LRCAyZv28s_60LFnn4YtiuVJz5r7QGLxy6YL8

Sounds like a silly answer. Get a firm with a floor broker and have them sample the crowd for rates, report back and pull the trigger. You'll spend more on brokerage, but beat the pure electronic rate. SPX boxes are also quoted by a number of vendor terminals if you have access, but that is...

About a 38% realized vol. today - up from about 7 yesterday. Uncertain that it means much at all. Someone needing to create lines of commentary could give you multiple reasons either way.

$50 stock Zero interest rate and zero dividends The p/c pair are each the same price and each 50 delta - calls are positive delta and puts are negative. As has been mentioned a positive interest rate makes the call more expensive and the put cheaper. Dividends make the carry cheaper - calls are...

Skew would impact p/c pair identically. It's not skew. The two identical strikes cannot move at materially different rates. Or there would be a riskless arb. unless there was something like an HTB

You missed the concept.

Not really what Heston was about. Heston is about a "better" non-constant estimate for volatility and price path - not parity. Screw up parity and the blind would trade it. Heston only really addresses Europen index options. The parity pair might have better absolute estimate of volatility...

Can't be or p/c parity wouldn't hold........

Fungibility is the ability to trade in two venues and have a common clearing house. Exists in stock and options and there is limited fungibility between venues like SGX and CME. CME has monopoly clearing and has not allowed anyone other SGX and their wholly-owned partners in. Eurex started a...

"Another reason a darkpool wouldn't work so well in futures, is that the universe of traders isn't big enough. There really aren't that many people out there with order sizes that large. It's not like equities where there are literally thousands and thousands of people moving very large blocks...

Two weeks ago, it was about an 80 implied - today, it's about a five. I wouldn't place a lot of store in the actual number, on a very short-term basis. If you knew nothing else the absolute number can be interpreted a dozen different ways. Some people will claim the biggest market moves -...