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How do you know what his ROIC is if you dont know if hes trading under PM,RegT or a cash account? Do you trade vol,I think that may be our difference in our thought process.

Of course it makes a difference but you arent thinking like a hedge fund manager or risk manager... Look at LTCM..Returning between 27 and 40%,but leveraged up as much as 30-1.. Should you look at their return on notional or levered?? Would you be somewhat concerned with the leverage? Would...

You need to read up and learn the proper terminolgy. Im not sure you know what put call parity is, and are suggesting riskless arbitrage opportunities beyond the risk free rate.. You should be talking percent of spot and not " put vs call".. .

It's a very large difference,and you got straight to the "bottom line"...

Not true,read up on put call parity.You are suggrsting a risk free arbitrage exists. There is a skew in strikes and/or different duration. You should be talking skew in terms of percent of spot. Yes,if lucky and skillful you may be able to perform some dividend arb magic...Doubtful.. Think...

Interesting combo... Im not a programmer, I use ORATS... I believe they have option data going back to 07... can definetly set stops and/or profit targets. Havent run backtests on Buy writes,I backtest naked puts.Same difference,though there may be some rolling nuances with the Coverrd...

If thats only the SPY Covered call,you beat the market and backtests..

Seems to me like at some point you are locking in losses by rolling down from the ATM strike... What sort of return do you think you can generate?

I sort of see your reasoning,but lets start with the fact that a Covered call is a Short Put.If you look at it that way,if the market tanks and drops 150 SPY points,your balls out long,down 150 minus the premium taken in. Your next trade has no relevance.Its an entirely new position. The roll is...

Hi there,you are back!! Hope all is well!! Trade stock first,then exercise.. if you get your stock off,exercise option,what spread is there??

Keep the crumbs,let the market makers starve...

The time decay premiums are always the profit even when called away????? Really??? Buy writing the Spy has not beaten the market ,and by your assumptions,dollar cost averaging is likely a better trade.. I would need specifics from the OP to backtest

Fixed income arbitrage at its finest

Are you talking to me or the Tool?? Dude thinks the 16 delta put is strike plus 16.. If that not bad enough,cant figure out what 95% of spot put equals Baron really needs a minimum IQ filter

Hi,do you have Orats?? It would be worth your while to check it out.. Not a big of selling puts unless you truly want to own the asset at a lower level.Run backtests and you will likely come to the same conclusion.

Yes..What costs more,An ATM calender or a way OTM/ITM calendar?? If it helps,think of where the corresponding put calendar should trade..Would you pay alot for a way OTM put calendar or an ATM?? For shits and giggles,look up "jellyroll" and options

He unblocked me, I attempted to lead him from the path of ignorance and failed miserably.. And then he mercifully blocked me..

There were times at IB that I got clipped close to 6 bucks trading flys .. I had a niche the last 2 years and did exactly as Muppet reccomended.. 2 years of ZERO down days And F-yeah, do it while it lasts as its completely dry now..And I mean dry,as in off 93%

He unblocked me and I took the bait... I havent run "Percent of Spot" backtests,nor have I run many backtests with IV filters...I will for shits and giggles The process is pretty similar....Obviously,the percent of spot approach is unaffected by IV volatility..The strike will be a fixed % from...

Yeah,unwritten convention used by every Investment Bank/Derivatives Desk in the world.. Are you for real???