Search results

What about that "nasty" underlying:)

Say what????

For a retail guy who has never ever traded, you say alot of dumb shit.. You are back on snooze...

Adjust you parentheses.. Too confusing the way you display it.. This is P and L at expiration??

What a brutal read .... 5 minutes of my life I will never get back

Ive unblocked you for sheer entertainment value.. Use your noodle..Where's your sweet spot 44 days from now..What's a really bad scenario ?? Whats your edge,and why that diagnol??

You arent answering the question/s :)

If Vic was short the 85 percent spot put,what percent of spot put are you suggesting to buy,and what percent of the short put ctedit should one spend??.. Unfortunately,selling spreads comes at a large cost

I have him on IG,so I cant go back and look at his golden nugget posts,but it was obvious to what the returns were after looking at winners avg percent profit vs losers avg percent profit and Percent of winners...

Welcome to tao's IGNORE list

Ask him if hes returning 360 percent plus.. From what I can tell you have never traded

You seriously can not figure out his return?? Its basic math,as in multiplication,addition and subtraction.. YIKES,good luck with that 30 percent + per month return you think is a walk in the park

trading verts are a good step in the right direction...Flys are verts stacked/staggered on top of one another

Hi Kevin,going to go thru the papers,but am curious to your opinion.Assuming your forecast vol does match actual, would you make more heding with forcast than hedging using implied vol?? Are you " paid more" for accurately predicting realised vol and hedging at forecast vol as opposed to...

Don't want to speak for GOT,but it looks like he put the bearish fly on when SPX was ripping,and most likely took it of on morning sell-off on the 5th. He had a nanosecond to get out and looks like he nailed it before the rally off the lows..Well done!! In SPX or SPY,it's very easy to get...

I like your example,and hope I never live thru it...So much for continuously hedging :) I have a more fun question..... You sell a 30% IV straddle,believe HV will be 20%,do you make more money hedging at the implied or forcast vol???

Read much??

Quit while you are behind :)

Pretty good answer...Do you get that you are now "synthetically" long a 1 month 272 call??

Ok,here we go.. If you get assigned on your short put,you are now long stock from the assignment and still long the put from the initial spread. Long Stock + Long put = Long call,and in your case you are "synthetically" long the 272 call with apx one month to go.... Quiz..Would you rather...