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fwiw, bbg has 14/9 for respective vols.... bloomberg's calcs aren't very good though. and my model has 12.5/12 and those aren't very good either.

you have a lot of factors for why Monday 4260 could be a lot higher than Friday. I also use etrade but I would rather trust my own vol calcs (and I use European black scholes with no dividends). You should call them and ask them how they calculate the vol. if you can’t I will call my guy and...

I think the modeling of 0dte options is tricky and very few retail firms will do it well. So who knows what vol you are seeing. Secondly, there's a lot of other impacts that will affect the implied levels. The controversial flows will impact the vol pricing a lot as there's a lot of delta that...

That would be illegal. The Wall Street gangsters deliberately put bugs in the webpages to make those dates bad.

Idiots don’t understand the rules around announcing earnings. If they did they would be earning millions. same idiots don’t understand the reality of information. They are stuck in their theoretical world of c++ programming and are fundamentally lazy. That’s why they will never be rich.

Giraffe. If you’ve ever seen one in the wild, they are very regal. Tough to kill. Elephant. They are very complex creatures and they are the true kings of the jungle.

My advice to you is to put him on block... or better, irritate him enough that he puts you on block.

A few notes: 1. Posted markets are typically wide on the open, especially on a long weekend with the debt ceiling agreement. You will likely be able to trade inside. Alternatively, you could have delta hedged and then unwound the whole thing when the bid/offer tightened. 2. is your study on the...

maybe a “a stone’s throw away”

The Media loves a guy who can create a constant stream of headlines. Wall Street is one giant marketing machine and CNBC is its mouthpiece.

my favorite trumper phrase was “fuck your feelings.” Oh the irony.

kind of like trumpers showing police presence at Biden’s inauguration as proof the election was rigged.

I’m glad your model works for you. Some clarifications : risk adjusted means return/volatility. The idea being if you are running higher volatility you will have a greater risk of blowing up. This is one of the risk optimization philosophies that the trading community follows. I personally...

I agree. This has been an interesting thread.

I seek to out perform buy and hold on an after tax and after living expense basis. (But not necessarily risk adjusted). However there are other reasons to trade than to beat the spx. Instead of trying to “maximize your return on the long run” your goal should be to ensure you earn enough to...

because you can produce a positive return every month.

I wouldn't flex on this. I read your posts on an options thread. You clearly fooled me.

I hear you on that! But I'm pretty sure at 20MM, Jim Chanos doesn't have that problem :)

It’s all personal preference. if I were kidless, I’d be in a Miami oceanfront condo in 10 seconds. I know others who would rather have a 100 acres in VT

Vincent is running around delivering bagels while being short 3mm of effective delta…