cdcavemen,
If i buy varswaps, it's like long realized vol, short implied volatility today, so if implied vol goes up in the future, profit is the difference.
Is this correct?
I know they are different somehow, but don't they share the same principle? The only difference that I see that one has '3-Month' in it's name, and another one does not.
There are 2 goats and 1 car. So you can pick either of 2 goats behind door #1 wrong ( 2/3 ) and still win the car by switching ( 2/3 * 1/2). If you don't switch you have to pick car in your first choice correctly (1/3) to win (1/3 * 1/2).
Are u sure you calculate ratio correctly? I say the ratio should be determined by the dollar amount of the underlying stocks ( stock price * 100 contracts).
If you are 2:1 leveraged on stock than it's cheaper for you simply to buy a call than the stock itself and protective put. At least you don't have to pay margin interest.
So what, every financial company gives to it's employees remote access from home. Weather conditions are not excuse for the markets to be closed. Everything should be virtual nowadays, after all today is not 1888.