Search results

I am not interested in working for you so lets dismiss that. Have fun crossing 80 to 90 stocks to replicate the index. Okay you can return to your over the top arrogance. Quite frankly I find it amusing that you come across so smug and at the same time believe you’re going to find a...

doc you dont wanna take a stab at my question?

Price swings in the underlying have an effect on the implied volatility which in turn effects the price of the options. That implied volatility effects the options prices on a curve. In a vacuum that curve would be bell shaped with the at the money being at the peak. Since implied volatility...

You're kidding right?

market swings have nothing to do with the pricing. If that were the case there would be HUGE arbitrage opportunities. The only reason why the put 25 points below the at and the call 25 points above the at trade at different prices is becasue of the cost to carry a put vs a call and the...

Shall I ask again?? What do you think is a reasonable number of stocks to have in your replication basket for arb'n the SnP 500 ? Or heck pick the index you like and list your number of replication stocks for the basket.

Oh heck its the internet everyone makes money all the time, why do people feel the need to post that they do?

The future tradign below the cash on a given day and above the cash is not just divs

The cost to carry is different in calls vs puts and the volatility skew in out of the money downside options vs out of the money up side options is HUGE in the SPX. Thats the real answer.

settle it like men LOL

Your excellent point has been duly noted and will be taken under advisement in the future.

Aside from the cost to carry issues and the dividend stream issues its pretty simple. The Cash closes at 4:00 and the futures close at 4:15. Therefore the fair value for the next day, is not only based off the cost to carry but also the differential in the cash and futures close. Forget Index...

One might think that your only purpose on ET is to bad mouth Landis

Thats a nice start, what about the last few months of vile foul language arrogant posts, aimed at ridiculing and belittling as many people as possible?

That’s an excellent point. Personally I would classify these forums as “for entertainment only” and therefore I am not looking for an nuggets of wisdom here. My other take is I feel people do a HUGE disservice to the board when they post incorrect information, or false info by way of...

For the record I dont dislike you or like you, in reality I dont know you I just know you from what you post here on these boards. I would not judge the character of a man just from an anonymous web board.

I just asked from the get go today what is the point in posting trades long after the markets moved the way of that trade? I have found riskfree to be nothing more then a fella who pads his ego at the expense of all others here via childish insults, bizarre posts about “his readers” whom...

How did you explain it? All you did was post long after the market put in a high that you calculated that to be the high. Oh, and you posted that naturally you capitalized on that market fade, except as usual you could not make that call until after the market sold off. LOL The rest is you...

My apologies, for my misreading your post.. good luck getting a 1280 put off at 7.50, I would say we'll all have a lot of opportunity to trade between here and that level.

Simply put, selling options late on a Friday wont net you the weekends decay since the market will start pricing days ahead earlier in the day Friday. Therefore you’re assuming all the risk for the short options over the weekend without receiving the benefit of the time decay in your favor...