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Just my two cents (Im no expert) but I don't understand why trade 2k trades a year without real conviction? To me I want to be able to say Target is a good company, or (as they did in "The Big Short" these Asset Backed Securities are crap, or as some have said on this thread "I know a trend...

Thanks for responding to my post. That was essentially my problem - it seems like the movement of the volatility and underlying were very similar to have such different results. I had day 4 IV values of 25 for the august 113 and 29 for the july 106. So in the first example the...

Maybe someone could help explain this to me: In both situations below a diagonolized backspread is set up. Then a few days later, the underlying price goes down, and volatility goes up. In the first situation, a significant profit is earned, in the second a small loss is earned. However...

I'm getting historical on Optionistics for free - I think I did free registration with optionsnerd and it gave it to me. It may run out after 30 days or something.

In my opinion, "Options as a Strategic Investment" by Lawrence McMillan.

I assume you are talking about historical option price data? I have recently stumbled on www.optionistics.com which is free and gives historical data on options.

Well for example with Annaly Capital, ticker NLY: Sell the 15 call for $1.35 But the 17 call for $.38 Net on Spread of $ .97 Sell the 17 put for $2.31 Buy the 15 put for $1.03 Net on Spread of $1.28 Total Net on box of $2.25 The total net on the 15-17 box is $2.25 for a box...

I am curious if anyone has experience/advice on box spread risks. For example the NLY 15-17 box for October and beyond could be sold for $2.28. If this would be a 28cent gain in 5 months it would be annualized to 36 percent a year. I have a gut instinct that arbitrage is not possible but why...