Search results

Is it possible to post a chart of that option and the run from 1 to 175? Thanks

What kind of model is used to price SPX options, their volatilities and skew? Is there a model that calculates the change of IV over time (IV surface)? Thanks

@jeb9999 Thanks for the links. I always thought that IB holds the GTC order on their servers and submits these orders each day. So I was wrong :-( Thanks

Hello, I'm trading ober IB and oftenn using good till canceled orders. GTC orders aren't supported by Globex and the order is sent by IB to the exchange at the opening. I want to be on the first place in the orderbook and therefore it's important to enter the orders faster than others...

@DestertTrader Thanks a lot for your detailled answer. Election deadline was Dec. 19th Election was on Dec. 23th. One thing is confusing me. On Dec. 22th I had 3100 short GW and I bought them back that day. My broker statement says that it was a "closing buy" and for the following 8...

@DesertTrader, @all I had 3100 short GW till monday 22th december. On that day I closed all my shorts: bought 3100 GW. => So my account showed no more stock positions in GW. Then suddenly since december 30th my account showes with valuta date 19th december: a) 3100 long GW with a price...

@DesertTrader Info is very useful - thnkas! Isn't such a huge dicrepancy between that what electing and non-electing stockholders get unfair. Some days ago it was possible to short the put vertical 7.5 - 5 (short - long) for 2.5 and at the same time it was possible to short the call...

Problem ist that I'm not sure if it's really an arb. There is a pending merger and it's still not clear what the price will be. There are different outcomes possible and therefore it can happen that the new underlying/delivery after the merger can be different than the price that pays PDS for...

Hi, actually at IB there are more than 1 million shares available to borrow. Another thing is that GW is increasing and at the same time the GW puts (eg. Jan09 7.5, 5 and 10 put) are also increasing. For the reversal (short GW, long call Jan09 7.5, short put Jan09 7.5) you get a credit of...

Hello, can anybody explain how the GW options are priced? Puts have a much higher IV than the calls and there is a pending merger with "PDS". Thanks

@dmo Thanks for the good link.

@dmo Where in your IB statement could you see how much they charged for stock lending? Thanks

It's possible to short GM. Not all the time, but it is possible (@ IB)

@all Thanks for your replies! @Atticus Orats looks fine! Here ist a free "Basic Searcher" http://www.orats.com/basic_searcher.php?PHPSESSID=011cf01ed6ee197bfbb69195d96921f1&sk_slpsttc1=hi_bl_vertical&sk_slpsttc1=lo_br_vertical&min_stck=10&results=20&searcher=Go&b_search=1#results I'll...

@ bloosteak Do you mean the "skew finder"? Optionistics skew finder only scans for: "Stocks with disparities in call and put volatilities can be identified using the Volatility Skew Finder." but unfortunately not for the shape of the skew/smile. @stevegee58 I'll check it out, thanks!

Hi dmo, thanks for your reply. I know Ivolatility.com and hoped that there is any other software that can scan for skew/smile.

Hello, I'm looking for a Skew/Smile scanner in order to find underlyings with a steep/flat skew? Is there any software or website to scan for these criterias? thanks a lot

Hello, I want to hedge volatility risk of SPX options. Whats the best way to do this? I have an ATM long straddle (SPX options) and want to hedge the risk of falling IV. Probably the best way to hedge IV will be to short VIX ATM Calls. But how do you figure out how many VIX Calls you must...

@ a529612 let the options expire! the options are fair priced and the expectancy is still the same: high probability that option is worthless to very low credit -- lower probability that option will be worthless to bigger credit. Insted of closing the short option I whould open a OTM...

Hi, I recognized these plays yesterday too. The US markets went down and FDAX didn't follow - normally it does. The area around the 70ies was hugely defended and today the same game. But I'm not sure who this ist but I think some guys try to profit of the actual fear in the markets by...