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You'd better hope that your God has room for you on the Ark.

lol, you're in good company with that fool. The seven summers with the lowest minimum sea ice extents have all occurred in the last seven years.

Three legs. It's going to fluctuate like mad if "last sale" is used. DITM fly legs will make it fluctuate. Look at the mid-price on the fly itself and ignore the chart intraday.

The synth went 50-over in less than 10 mins after limit on futures. I think ppl trade "paper" in futures as it holds up to scrutiny. Who's going to deny that someone traded ES if it was marketable? I don't believe it that someone bought Hogs when the options were 50-100 over futures. Maybe he's...

OK, but those prints occurred before his post stating he would be out "no matter what". So I don't really get how this was possible as the synthetic went to 50-100 over lmt shortly after it hit (limit), and then limit up the following day. If he was somehow able, then great.

http://www.theguardian.com/environment/2014/mar/18/climate-change-world-risk-irreversible-changes-scientists-aaas?CMP=ema_565 The seven summers with the lowest minimum sea ice extents have all occurred in the last seven years. Photograph: NASA/Reuters The world is at growing risk of...

I am glad you got out that day, but the synthetic was 90-100 above limit the rest of the day.

There is no legal POA for the underage. Yeah, sure you can do it under the table, but the broker will not knowingly allow it nor will any lawyer produce a POA doc. What I find amusing is the belief that it's an easy source of cash. Youth is wasted on the young.

Boaz?

I was not mocking you; I was agreeing with you. Anyway, spreads in equities are not worth the effort unless you're trading vol, IMO.

Market neutral, right? And the spread vol blows out. The only positive implication is the things are margnined so inefficiently.

Mav already covered the fact that futures spreads max out at 20% of the futures, yet share spreads take 10x the equivalent futures spread.. Why push this idea when you just started an (infamous) thread on the efficiencies of spreading futs?

Just put the 20k in a bond fund and save your time and energy.

You just pulled that out of your ass.

OK, so the spread returned 1.8% on haircut, assuming you went all-in on a portfolio margin account and captured the ATR. I have bonds in an IRA that did a bit better than that. I realize this is simply an example that he posted, but the spreads are dogs and horribly inefficient unless you are...

Or this page where you made a short call before the ES rallied 20... today: http://elitetrader.com/vb/showthread.php?t=282771&page=2

I meant it seriously. I like the idea of being able to name my accounts. I often have to choose an account from the iPad or phone app and can't recall from the list which one I would like to use.

My wife inherited $4MM in stock and shorted puts "against" it. 1999-2001. Telecom (a CLEC). Her ex was an MD and thought he was the shit. Imagine how that worked out, but I am not naming the ticker, for many reasons.

Yeah, it's generally less risky than selling one side. If you're in index and you're taking a directional bet in a strangle they can work very well. If realized vol is less than implied then it's better to be strangled (neutral) than outright short one side. In components it's virtually always...

Yes, they can. And the liabilities associated with the drought can be an OOM greater than the total premium received.