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I'll chime in. keto diet is the way. I am 5'10", weigh 137 to 140 depending on what I am training for and my BF is about 7-8 percent. Before Keto I was about 143-144 with 15 percent body fat

You can also email CBOE to have an expiration listed. Not sure what's required, but it worked for me 5 out of 6 times I needed to print something.

(1) No, VIX is a calculation of implied variance which is a weighted average of OTM option prices. IV is a BS model parameter while implied variance is model-independent (as it's a replication of log contract payoff) and it's connection to IV is only coincidental. (2) See (1), it has very...

Could you give me the terms and the size plz? :)

That's very cheap, I think. Personally I'd go with a full market daily prices for the whole market if I were buying data right now.

I was going to provide some thoughts on the topic (since I have traded OTC products for some 15 years both as MM and as a PM) but after reading my only comment is LOL. PS. To get an ISDA these days you need 150+ AUM

Kevin Schmit, I never used it for anything but some hobby level stuff. This said, i would calculate forwards, vols and Greeks using my own tools no matter what the source is. How much is livevol historical data, out of curiosity?

Typo on my side. It's always slightly to call - as you increase the vol, delta imbalance will increase.

Lower delta is representative of the strip because the weights are calculated as inverse of square of the strike - so lower strikes have lower weight and implied variance (which is what VIX calculates) is higher then ATM if the skew is positive. 25-30 delta is just from experience.

Actually, in case of extreme vol, it's just an artifact of lognormal assumption, because the spreads are an approximation to a binary (probability) bet. It's for the same reason as ATMF straddle will not be exactly delta neutral (it's gonna have a little bit of delta to put).

Intraday data will be ORDERS of magniture more expensive and harder to deal with (imagine, it's a full option chain at tick level). For traing vol, unless you are a AOMM, closing prices is more then enough.

deltaneutral.com has OPRA data from 2004 - you might have to do some serious cleaning but overall it's ok.

VIX is roughly equal to 1 month vol at 25-delta strike. The slope of the futures curve is going to be steeper then that of implied vols since futures refer to forward variance. Trading one against the other is very tricky because of the variety of second order effects and other problems

Get a series of underlying plus implied vols and calculate your own prices. I'd suggest running two separate tests in parallel Sell calls at actual prices, pricing them using implied vol Sell calls using forward realized vols for pricing This will tell you if your strategy is mainly about...

It's obvious that service economy is going to replace manufacturing economy as we are progressing toward saturation with material goods. To quote my former boss (RIP), "you only need one Rolex, but you'd want to keep getting those blowjobs".

Forward on a statistically mean-reverting product would usually include some term premium that biases it towards the historical mean. E.g when oil is cheap, it's in contango and when it's rich it's backwardated. The VIX futures are not any different and since they are consistent with the...

Forward starting variance swaps are pure plays on the implied vol. Well, almost pure due to the vega convexity. Various volatility index futures are the answer to this question. They are all forward starting, linear with respect to vol and easy to trade.

at that div yield and borrow rate it makes sense to be short dividends (long combos, short stock). Either they'll have to cut dividends or borrow rate goes down. Either way you'll get something out of it

It's "the rule of 3 F" and it's been around since the 80s - I heard it from my boss when I first started on Wall Street. Yeah, a woman that falls for me because I drive a Honda Fit must be very desperate :P Every one of us has all sorts of tendencies - we are all a little bit sociopaths...

The business card thing was awesome:)