Search results

I actually found the answer to my own question in the wake of the carnage in these funds: https://realmoney.thestreet.com/articles/02/06/2018/how-xiv-and-svxy-went-rails-and-took-market-them . They trade only after hours in a process called TAS (trade at settlement). This process went very...

Hi, I don't know whether anybody here will know the definitive answer to this. But the question is as follows: ETF's like SVXY have to keep changing the proportion of holdings in the M1 and M2 futures every day. So, they roll over a fixed percentage of their holdings in one future to the...

Thank you, truetype. That is quick and easy to do, and probably close enough for my purposes.

Thank you, truetype. Interesting concept. Is there any way to do this on the publicly available part of the bloomberg website? I don't have access to a bloomberg terminal. cvds16: I am not trying to predict the value of VIX or implied volatility. I am just trying to understand objectively...

I am not sure you understand. I am not looking for historic prices of VIX. That I can get from yahoo finance. I want to get the current value of vix based on historic volatility of SPX. I don't have access to Bloomberg, but looking at those screenshots, I don't see anything there that will...

Hi, is there any way to find out what the value of VIX should be if SPX options were repriced to reflect historic volatility (say, HV30) instead of the current SPX option prices which reflect implied volatility? I am looking for a way to figure out if VIX is undervalued or overvalued based on...

The problem is that this was a spread with somewhat illiquid options with atrocious bid-ask spreads. And this spread was very deep in the money, so the bid-ask was even wider than what it would have been near the money. So, trading out of it would have required me to give up more than half of...

OK, researching it a little further, I do see that some brokerages like Fidelity offer some kind of "limited margin" arrangement that may mitigate some of the problems I am having with my ETrade account...

I am not sure I understand what you are asking. Are you asking why it is an IRA or are you really asking why it is a cash account because it is an IRA? There is no way to set up an IRA with margin, so it is not my choice or ETrade's choice. It is the IRS's choice.

Why does it work differently when I write a credit spread that goes against me? There is still an exercise and assignment, and I do take physical delivery of the stock and deliver it when the other leg of the spread is exercised. Why are spreads that close at a profit for me settled...

Options on stocks. Not cash-settled options.

Hi, I am new here, so forgive me if I have posted this in the wrong forum. I have an IRA (therefore a cash account, no margin) account with ETrade, and I recently purchased a debit spread. The stock went up as I hoped it would, and the spread ended in the money. The problem is that...