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TDA/TOS, IB. There are two. Fido if you have the net liq. McGinnis likes to catch.

The shooter required a gun to commit the gun crime. You may be retarded, if...

I agree, but it becomes easier with time, and you can't go 5K cals on the first day off the fast.

I went from 258 to 232 in six weeks of 5/2. It was back in 2018. It's certainly easier to maintain than keto. I took stims on the off days, upped the CoQ10 and ALCAR.

@raVar wrote: There's a bit of math to it. But look at it this way. You're probably going to lose theta value, by being in an option, for that long. It's just part of buying options, and there really is no way around it. If you buy MORE theta by going further out in time? Then you still have...

We've not even touched stickiness. These are concepts that everyone trading options should know.

IKR? Would you rather hear the truth from an asshole or some piker fantasy?

There are four basic contributor profiles on here: 1. railbird: just wants to watch the shit show. 2. ego case/flexer: self-explanatory. 3. spitballer: genuine interest in discussing topics for angles, etc. 4. stealth vendor: net loser over the years. Just looking for the one managed account...

He's arguing for options as a proxy. That's fine. He's arguing for a massive bet on vol without knowing it. Buy a 2Y call. Shares rally 10 and the vol-line drops from 23 to 22. He's just lost $400. There is nothing worse (in forums) than these Dunning Kruger types. Borderline sociopath. Nobody...

Why synthetic long shares in lieu of natural shares? He needs the reduction in req.

What would that add? Run the synthetic for what purpose?

The GOOGL Jun20 1290C is 114 mid. The 1290P is 80 mid. The Mar20 1260C is 103 mid. OK, so let's stress the hold of an 8mo call for 100 days. Shares rally 30 points over three months (held) and vol (and skew) are unch. On FebEx the Jun20 1290 call will be trading at 103 mid (unch vol/skew)...

I replied to @raVar’s post #20 because it is so woefully misguided but then deleted it as it would cause severe cramps for many people here. Suffice it to say that he is dangerously clueless. So much wrong with the following that it’s comical: Buy the calls, six to eight months in the...

In that special case--your counterparty will have to be inside the event horizon. Be sure to be short the calls bc he cannot collect. #arbitrage #HolographicUniverse

I don't typically buy singles unless it's intraday or legging into a combo or spread, or unless they are distinctly a proxy for the underlying (shares) to reduce haircut. So you're trading GOOGL and don't have $65K in net liq to short 100. Buying the Dec 1400P at $100 is a practical alternative...

@raVar puked, "And generally if that time is evaporating more quickly the closer we get to expiration?" Understood. Relativistically. As in you're on Earth and Bushwhacked is close to a supermassive black hole and trading opshuns as your counterparty. So time for option traders is relative...

Seriously though, why don't you buy a book rather than rely on the dubious "Tennesseeing is Tennebelieving" goatee dude in the $15 Men's Wearhouse vest?

Buying a credit spread is unpossible. Dude, stop accepting advice from the guy. I mean, isn't it obvious?

Hey Genius, it's a shame for your OPM clients that you don't understand how gamma works.

"Buying a cheap IV credit spread." Guy is microcephalic.