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lets just say i try to take advantage at VOL and low price, i put on a long calendar spread option on /CL? will it work out? short august ATM 70 strike long october ATM 70 strike if crude oil keep rising, will the front month eat out my revenue because of front month tend to moves faster and...

/ES = 1 POINT 50$ /NQ = 1 POINT 20$ PAIRS TRADING /ES-/NQ How do i calculate profit/loss per point of pairs trading?

okay, thanks for advice im not throwing on any trade, im just trying to learn

Pairs Trading of /ES and /CL usually by doing this, people weigh both these future by using Notional Value, but what im trying to achieve is using Implied Volatility to weigh both of this product. My question is should i using Implied Volatility/IV index shown in Option Statistic below of...

Let's just say you need 2.8 /CL for 1 /ES, its gonna required you alot more margin than /ES with 10% IV = $10000 /CL with 25% IV = $10000 so you only need to do 1 : 1 ratio, which effectively low down the required margin for a pairs trade

its mainly margin relief for small account user, i can always adjust to notional value based

The spread ratio of exchange given is not always correct, because prices change all the time. Not just index future i wanted to trade, but this also applies to all futures out there as well

what do you recommend?

There's different expiration ATM IV, Im planning to use Implied Volatility/IV Index (average IV of different expiration option)

Isn't Historical IV only shows you the IV of the past? calculate myself that's huge amount of work.

there's a option statistic on the bottom of option/future trade, it gives you the 52 week high vol 52 week low vol IV percentile/IV rank Implied Volatility/IV Index im just wondering, am i correct by using Implied Volatility/IV Index? Implied Volatility/IV Index is the measure of all the...

im trying to use IV to siziing my futures pair spread in TOS, but where can i look for Implied Volatility? Is it the Implied Volatility from Option Statistic?

im talking about the 14:33 part, how do they set up a division chart like that for comparison /NG*100000 and 1 barrel of /CL 5800000btu/$48.86 spot price i cant find a way

https://www.tastytrade.com/tt/shows/closing-the-gap-futures-edition/episodes/wti-crude-oil-and-nat-gas-11-06-2015 Look at 14:33 im trying to convert both /NG and /CL to btu ( british thermal unit) /NG*100000 but any expert know how do i set up a chart like that? since i cant do division in /CL...

thanks you

how do i use futures division charting ratio in thinkorswim? example /GC ÷ /SI

thanks you very much

because im trying to use /CL option theta to minor hedge long /HO crack spread I want to know how much delta should i decide to short for 5 : 1 ratio

for example WTI /CL is trading at $48.50. 48.50 x 1000 = $48500 notional value of 1 future for a Call option of $53 strike and delta of 0.23, what is the delta based notional? How do i calculate it

so is there a possible way to hedge future? maybe 1 gold future /GC for 100 delta, against option on Australian dollar future /6A, how much delta do i need to hedge /GC to 1:1 ratio ?