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To borrow from long ago..... "Right on." :thumbsup::thumbsup:

I think it's a mistake to think about "natural born trader" out of the greater context of living. A little kid who is sat before a price screen and DOM ladder will trade like a beast. (Just to hear the "ding!" of a taken trade.) But that kid's parent, with the mortgage on the line, ... "MMmmmm...

"Ah-HA!" Recalling the nature of IB's group-up&blast data transmission, my guess is that hitting the circling-arrows "Refresh" button would get those numbers to their stable setting at a much faster rate. Is that any help?

About a year ago, I decided that I was weak on portfolio/inventory management -- not on multiple underlyings [I was 99.87% SPX], but on expiries and layers within them. So I went 'back to school' and re-tooled some BSM equations much like you're discussing now. My goal was, rather than multiple...

How do you mean? If you mean managing OPM versus one's own account, I find I am *much* more careful, prudent, "professional", fiduciarily-responsible, *all* of that stuff.... with OPM than with my own. (And I was never incautious with my own, but....) Trading OPM makes you want to have all the...

THIS IS YOU: "Volatility decreases exponentially with time." That is not even remotely twistible to being correct, tenable, supportable, argument-worthy, or even imaginable under alternative realities, ferGAWDsakes. It *defies* explanation. Post something correct 10 times in a row. I dare you...

(From the post to which you replied (but did not in fact read??)) ...If you take a single strike (or the short strike of a spread you might wish to write) and graph that out over a half-dozen expiries, you'll see *exactly* what you're looking for, and when you might wish to target... WTH. I...

Yeah, Q. :banghead: Right after we change the gravitational constant of the universe. :rolleyes:

"...but Ill most likely just be selling event vol and buying non event vol(if thats even a term)." It's a *great* term. The vol you are seeking to map is IV, associated with the option prices expiring up-to-but-not-after that point in time. If you take a single strike (or the short strike of a...

Thoughts: -- the "volatility" convention in options trading generally refers to percent moves, not points. -- "volatility" as a word, is used to convey ** degree to which a market may move (in either direction) ** the volatility of the market implied by the option prices associated with it **...

The broker doesn't care, either. The broker only wants to know that the (various) taxing authorities will be clear on the answer, and not have a bookkeeping/record-keeping question take down their entire business.

Aside from the sensible, generic responses from AndersonBands and rb7, there is also the fact that the numbers are deeply fuqued. :rolleyes: With the market at roughly 2725, the "options" in question would be calls, and would be so deep in the money as to be holding a 1.0 delta, and to be...

Both CNBC and Yahoo! (and I'm vaguely recalling Google) had portfolio functions that allowed them to be used as paper-trade accounts. That set-up is undoubtedly more wide spread now. (I used CNBC in econ/macro-econ classrooms 10 years ago. A marvelous theme around which to stir news events...

"Word." And it can easily impact/degrade both your trading and your development. :confused:

Any of innumerable mutual funds that restrict withdrawals/reallocations to specific time windows. Any of unknowable private hedge funds that restrict withdrawals/reallocations to specific time windows. :rolleyes:

[Slightly different take...] I would recommend to the trader that they be paid without regard to trading costs/commissions or account performance. Account performance should be left to a longer-lensed "Go/NoGo" decision point. Sure, there are positives and negatives to all the possible mix of...

Liquidate all positions. Spend some time with Russell Rhoads, Dan Sheridan, et. al. Ask later whether you should/shouldn't resume trading.

$$return-per-day is a great metric. When you get enough days together, then minimumVariance_$$return-day is another. Reward/Risk for positions, Return/Capital for portfolio. If you sell a 1-week $5-wide credit spread for 50¢, that's a 10% reward-to-risk ratio. If, however, you reserve 5x the...

To chime in, every broker must prioritize their relationships. #1 is to satisfy the taxing authority(ies), elsewise, they don't operate. #2 is to satisfy the exchanges, elsewise, they don't operate easily. #3 is to satisfy the end-users, elsewise, they don't operate as smoothly as they might...

What do wealthy people google that average people don't? Their Senator's home number. :wtf: