Search results

Gave up and walked away.

Both of those answers are stupid and don't address the question. Yes OP is right, unless the options are cash settled or the underlying future cash settles on the same day then you will have a position in the underlying which you have to close out independently to lock in the profit you see. I...

I know in the states for a lot of the agricultural products the convention is : Buyer sells the front month/buys the back month, so in a contango market the spread is quoted as positive. Does anyone know how it is quoted for other product groups esp in Europe? I'm sure i've heard others...

Yes. Hundreds of times. But you do not know my costs, Computing infrastructure, disposition or any of the other things which separate every single market participant. Let alone the particular market opportunities where "it worked", this is not a gearbox. What a stupid question, i have...

No, the calendar spread will definitely be sensitive to vol. Trading horizontal spreads in futures options might require you to hedge in the underlying futures spread if the carry is large (months are far apart) I have never used TOS but i'll bet the reason it is having a problem...

I meant to get back to this thread earlier, a couple of weeks ago i had a punt on some SB sugar options, and it was completely different. The spreads were much tighter across the board during RTH, i was looking at some deep OTM calls in Oct and it was only about 4 ticks wide. Didn't do any...

FTSE's OK via IB but other UK equity options are no place for retail. Soft Commodity options on liffe weren't offered by IB last time i checked, ICE brent should be OK. Indexwise its not compelling if you have access to DAX or SX5E, and from what i remember cac trips were quite cheap.

larry mcmillan http://www.optionstrategist.com/products/categories also has an end of day service which provides eod files for about 5 yrs of back data. Get the cheapest option with access to the data, the rest is crap.

I'm not much of a technical analyst so please forgive me for my ignorance. So all we hear in the popular financial media at the moment is about the broad market returning to the old 2007 highs, (and then obviously making new highs from there). From a technical analysis point of view what...

+1

On the IB margin site it says for a short box i will be charged margin according to this rule: Maximum (((Long Call Price + Long Put Price - Short Call Price = Short Put Price) * -102%), (Long Call Strike - Short Call Strike)) But in the margin preview for a 100 point ES($50) it says only...

Straight after Natenberg i would read Baird, mainly because its very well written and is quite short - it will make you more confident of the principles from Natenberg. Then Cottle, then Sinclair's VT then something much harder.

No worries, i see where you are coming from, but i would be sceptical of reading too much into it. I suppose when you aggregate all of the options trades and look at how aggressive they are vs the average to see if there is unusual activity, and from what i remember LiveVol shows you that in...

oh, LiveVol is basically what you are looking for. It charts vol and skew in real time and estimates the volume metrics you were after - like bought/sold at the bid/ask for puts/calls. I don't know if there are other services that do that. cheers

Are you a ringer for LiveVol? Boy Marketing has got desperate.

Yes because the call is a deferred purchase, therefore you won't get the div that the stock gets. Dunno about time sensitivity, google it. Espen Haug reckons Phi = -T*S*e^(b-r)T * N(d1)

good effort, i have a question: -When you created this did you consult the literature on extracting expectations from options prices / is it consistent with those methods. I think you might get buyers, the normal distribution fetishists. But on a conceptual level i disagree that it will...

I'm pretty gash at computa. But i know for certain that Access is a steaming pile of shit that won't help you out. Either get it all into Excel, or a SQL db with python or something doing the grunt work. Black model should be good enough approximation, no?

Just excel, but nothing really complicated. Actually in some respects LVP was overkill for my level of activity. I would like to develop my own tools similar to Larry McMillan's data products, but more accurate and interactive.

I used LVP about 2 years ago and quite liked it, but for the product range it wasn't worth the price. If they added European stocks or US Futures Options i would probably get back in. Also, as much as i like the look & feel, in a graphic design sense I am an AAPL skeptic and i get the...