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If you are concerned about funds safety then spot FX is not the market for you.

Depends on the broker. Some charge per exercise per strike others, like IB, don't charge anything.

Volatility.

Market makers adjust the pricing models going into the weekend, so holding everything else constant the price of an option won't change from friday close to monday open. Theoretically, decay is a continious process, in reality the weekend decay is taken out prior to the weekend.

Visit the exchange website for details about membership.

Talk to brokers, with 5,000 contracts per day you should be able to get a good rate.

It is important to keep your commissions in check, but the amount one pays in commissions depends on trading style, volume and broker. You can usually negotiate a lower rate with a broker if you do reasonable volume.

Nothing, the put writer will be put the stock, while the put buyer will be forced to buy in. So, essentially, the put buyer will buy the stock for the writer. In other words, the clearing house will force the put buyer to buy the stock in the market so that it can be delivered on the put...

Another B.S. book about premium selling. Once again:

The whole point of selling options is collecting time decay. With a LEAP put you got virtually ZERO time decay so you'll be holding that short for months with all the risk, but no reward whatsoever.

You got two fairly unrelated questions going there. First you asked about "hard to borrow" stock and short position resulting from exercise. Now, you are asking about the weekend risk. Sure, if you let the option go through exercise and end up with long/short stock position then you assume...

The option will be exercised, but the clearing firm will force you to close the short stock position - a forced buy-in.

In simple terms, you solve a system of two equations, one for Delta neutrality and the the other for Gamma. You position delta/gamma is the weighted sum of individual deltas/gammas. Write out the two equations, equate them to zero and solve for the weights of the individual components.

Change the broker.

The only reason someone would exercise a call early is if they can't sell it for parity due to the bid ask spread and thus exercising it makes sense. With dividends it is fairly simple, if the price of corresponding put plus the cost of carry on the stock to expiry is less than the dividend then...

With a naked put you want the stock to stay above the strike so it is a neutral to bullish strategy. Coming off support is a good place to start as the volatility should drop off as the stock rises and thus benefit a short-Vega position.

Covered call and naked put are synthetic alternatives. If you don't already own the stock then forget about CCs and write naked puts, it'll save on commissions and slippage.

10yr T-notes - CBOT E-mini S&P 500 - CME 5 yr T-notes - CBOT 30yr T-bonds - CBOT Eurodollar - CME These are some of the most liquid futures in the US, actually, if I'm not mistaken they are the top 5.

Delta neutral positions get long/short deltas when the market moves as Gamma starts manufacturing Deltas. So in order to be immune to market moves you need to be both Delta and Gamma neutral.

I presume you're talking about American-style options and European-style options and not literally US, Euro options. So I suggest you clear that up before proceeding. Assignment doesn't happen for no good reason. Generally, an American-style call holder will not exercise early unless the...