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  1. M

    Exotic Options Replication: Expiry Range Option

    An iron condor or a condor achieves exactly what you want. An iron condor is essentially selling a strangle and then buying a wider strangle, which is equidistant to the short strangle strikes, to limit the risk. For example, you sell a 40/50 strangle and then buy a 35/55 strangle to limit...
  2. M

    Credit Spread Mgmt. example

    First thing to note, weekend decay usually comes out of the options before the weekend. This week the market makers have probably adjusted their models even before yesterday to account for all 4 days (Thu-Sun). So my guess would be that holding thru the weekend ain't gonna do your position much...
  3. M

    Re-quotes

    Yes, slippage is part of it and you may get partial fills, but that's not really a problem unless you trade huge size. I don't trade any "exotic" pairs (I'm not implying that eur/aud is an exotic pair, though) so I don't find it restrictive, but you are right, it can be restrictive. On the...
  4. M

    Re-quotes

    Trade futures! No re-quotes!
  5. M

    What trading platform is this ?

    Sorry, I edited my post once I saw your other question. So again they are not held on your PC so you can easily log out, turn it off and the orders would still be working.
  6. M

    What trading platform is this ?

    Yes, TOS has a great conditional order capability. They are definitely not held on your machine, that much I know.
  7. M

    GM volatility skew!

    Sure you can, but that's what everyone is thinking so to make the long story short there is no free lunch.
  8. M

    GM volatility skew!

    Maybe it's Optionsxpress that is slow. :D Anyhow, you can't short the stock so there is no arb.
  9. M

    GM volatility skew!

    Yeah, and the implied is 250% on both. Well at least that's what TOS is showing.
  10. M

    GM volatility skew!

    They look pretty much inline to me. Which line are you talking about?
  11. M

    stock options vs futures options

    There's no better.
  12. M

    I offer an exchange of 9 years of tick data of 8 blue chips stocks from Russia

    Andrew, The problem with your data is that it is, by your own admission, useless. So you want to exchange something of no value for something valuable. :)
  13. M

    Absolute Lowest Commissions Available for Options?

    No, it won't. Option trades settle T+1. You also need a margin account for any spreads .
  14. M

    do they make mini-futures?

    Fair enough. I guess you could have both charts up...
  15. M

    do they make mini-futures?

    Why would you trade the SPY, DIA or QQQQ off the futures charts!? Why not trade them off their own charts?
  16. M

    Buying call, selling put at same price

    This is called a reversal and the opposite would be a conversion. This is the basic put-call parity and unless you are a market maker you can forget about trying to exploit the mispricing, which are arbed, if any, within seconds or even milliseconds these days. By the way, there's also a cost...
  17. M

    Best Broker for Automating an Options Trading Strategy???

    Indeed, it is stated right on the home page of Tradestation under Additional Terms and Conditions: Options trading is not suitable for all investors. Your account application to trade options will be considered and approved or disapproved based on all relevant factors, including your trading...
  18. M

    TOS - how do I get greeks at the time of a trade?

    Actually, if you know the price of the underlying then you can find the implied volatility by matching the option theoretical price to your trade price (i.e. just adjust the volatility up/down until you arrive at your trade price) and then you can see the greeks.
  19. M

    Nov option still not expired today?

    Don't worry about it, it'll get updated by Monday.
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