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Not so super anymore. I guess this could explain how we were all clueless how she didn't blow up 4 years ago. https://www.sec.gov/litigation/complaints/2016/comp-pr2016-98.pdf

Where do you work? Bluefin? Optiver? Or your living room? I didn't miss anything, because you haven't provided any evidence to back up your claims, and the fact that you "do this for a living", yet you need to come to ET to understand market microstructure and insider trading is a joke.

Regardless of whether it was insider trading or not, you can't defend your loss because you are perfectly content running a leptokurtic operation. There is nothing wrong with that, but if you understood the risk, you wouldn't be complaining. I think all the time you would waste with the SEC...

what kind of shady stuff did he do?

This is great. I wonder when it starts.

got another reply from IB: The following explanation is to clarify the logic behind the additional charge assessed to the VIX spread in question. Although there is a maximum loss associated with the spread, that loss presumes holding the spread through expiration. We cannot presume...

ok so i got a reply from IB. vix options are span margined. "There is a calculated margin requirement for long VIX vertical option spreads. You will find this notation at the bottom of the Option Margin page at this IB web site link:"...

euan sinclair, "option trading".

There is no other exposure. Just a long call spread.

I called them today. Their response was "we have special margin requirements for commodities". I said are you telling me I should have 5k in margin on a long call spread that costed me 2k? This is absurd. What can I do? I have to go through five people to reach the margin department. That's...

nice suggestion

trust me what i'm saying is true. same maturity. they are charging me margin on a pure long call spread.

can anyone explain the logic behind this? it's a debit spread, on the same underlying, yet they still charge margin.

Since earnings was early in the week, the straddle still had time value, which makes it less reliable as an estimator of earnings volatility. You should instead calculate the "implied jump" for a more accurate estimate. Then analyze this against the historical implied jumps and the resulting...

Try Robert Green.

In Haug's pricing book, bleed-offset vol is simply one day theta divided by vega. He says you can have a negative offset-vol (in the case of positive theta) but for a plain long option the offset-vol is negative (since it's a negative divided by a positive). So if I own a call, and the...

i read about them in scott patterson's "the quants". something about speculating whether a company will default on its debt seems like a trade with edge for a person with the relevant background (not me obviously). i was just curious if this was available to retail or limited to banks.

Has anyone traded these? Are they accessible to retail?

u guys know about puerto rico right? http://www.greencompany.com/blog/index.php?postid=215

didn't go through this whole thread………but anyone who's willing to move to puerto rico can trade tax-free while maintaining their US citizenship.