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    GAMBLING ON THE INEFFICIENCY OF THE OPTION FORMULA

    Other option pricing models take into account div, trend... You need to do some research
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    Nassim Taleb: "Who got burried?"

    Sorry....
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    Nassim Taleb: "Who got burried?"

    Did you ever check out how Sosnoff did the derivation quoted in the first article ? Could be worth to get an accurate point of view on who is a real trader with millions made on the markets and who is a ... tastytrader https://en.wikipedia.org/wiki/Mark_Spitznagel...
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    Early exercise + dividend capture: Did I miss obvious $?

    Got it. My point was that call put parity hold for european style options. American style is something different. JackRab pointed out the fact that delta of a long call/short put may have a value beyond 100%, it's a reality and everyone can price it, knowing that interest rates are low nowadays...
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    Costless Collar Question

    Free lunch .... run faster than the chef.... restaurant.... just kidding.
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    Early exercise + dividend capture: Did I miss obvious $?

    I wouldn't be that sure about the same delta and the same theta for a call and a put with the same strike
  7. E

    Early exercise + dividend capture: Did I miss obvious $?

    I wouldn't be that sure about the same delta and the same theta for a call and a put with the same strike
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    Costless Collar Question

    Sure, ... it's doable in every restaurant with a large door that is not too crowded... Cool down, I was kidding.
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    Costless Collar Question

    Of course it exists,.... but you need to run faster than the chef...
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    Weird option strategies

    Since m = rate .... ;-)
  11. E

    Is there a symbol for "risk free rate"

    It's a possibility you can't move away...
  12. E

    Is there a symbol for "risk free rate"

    2 different strikes => call/put parity => 2 equations with 2 unknowns. Feel free to ask for the details. In practice, you would do the same for every strike with a tight bid/ask spread you could find to get an accurate number. Really nothing new here.
  13. E

    Is there a symbol for "risk free rate"

    No Martin, it doesn't. By simply using call/put parity you'll be able to find both rates. It has been used for decades, nothing new here !
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    Is there a symbol for "risk free rate"

    I think a better way is to get implied riskfree rate and dividend rate from option prices. That way you'll be sure to get the same implied volatility as it has been priced by the market.
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    Is it me or grains are dead right now?

    For wheat market, it may be seasonality and the level of 400 as a target. Implied volatilities stay low as there is no interest for hedging purpose.
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    Karen the Supertrader - TastyTrade Hybrid Experiment

    Oh man ... Tastytrade expertise... ' To reach $1 billion profit in option trading only by utilizing $ 250 millions... the fund needs to make 40 folds of profit ' . Tom needs to try again... slowly... Lol
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    Karen the Supertrader - TastyTrade Hybrid Experiment

    Well, I dont know. What I know is that Taleb is a millionnaire, and millions have been made as an option trader Tavakoli is a Consultant, Expert Witness, Author, Speaker. So if I had to trust ....
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    Karen the Supertrader - TastyTrade Hybrid Experiment

    "Universa returned about 115 percent to investors in 2008" http://www.bloomberg.com/news/articles/2011-10-06/black-swan-money-manager-returning-23-anticipating-bear-market
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    Karen the Supertrader - TastyTrade Hybrid Experiment

    Bobby, take the advice. Maverick got it right. Theta is an illusion. It's sexy, sounds good to be earnt, but it's an illusion. It's always coupled with gamma. And gamma hits the fan.
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    Karen the Supertrader - TastyTrade Hybrid Experiment

    IIRC 1 Billion during the subprime crisis
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