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Well put. Thank you. I know it does not add content but I found the need to show support for the argument.

just like algebra...calls and puts should trade at parity and when they do not there is either oportunity, to make money or get hosed, or to learn something new about the situation...bottom line, if you understand pricing mechanism, you can price a put of a call and vice versa, more importantly...

Uptik. Do trade thru vtrader. Do you know if they take customer accts, not licensed

Theoretically yes, but var swaps are not standardized nor listed, it would be nice to take advatage of a pure vol play w/o the hedges, maintanance, margin and the rest of the crap that comes with tradind listed options for a pure vol play. As Far as mean reverssion, looks missleadind and is...

To answer the original question If the product is listed and standardized. There are people willing to pay for the privilege of being able to make a mkt, some on the floor in the pits and now some electronically, rmm(remote market makers). Liquidity is a function of multiple mm creating...

Looking for same in ny/nj/pa area That's a lot of contracts, do you do a lot of in and out or do you put up size and mantain positions?

anybody have experience with hard to borrow equities how dificult to short, fees, buy-ins, best broker for hard to borrow?

volume is low because banks use variance swaps, a pure vol bet, over the counter, available only to big customers and obviously sell side banks. i dont know of any listed product that isolates vol. if someone has an answer, please!!!! post it

t-bills short term i believe upto two years t-notes upto ten years t-bonds ten years and longer sometimes used interchangeably

open an acct. with a good online broker, ToS IB, read the hell out of everything you can get your hands on General market structure, capital-credit-futures/financial & commodity day trading trend following/tech analysis then start day trading in a paper money acct. thru your broker...

makes for a good airplane spread :D sorry, couldn't help it

you sure it's tower, do you mean timber hill

comex in NYC trades copper, futures and options

also, because pricing models use lognormal dist. you have the skew in the price, otm puts...ect. at least i think that is one of the important reasons

dmo, completely agree...it's a pricing tool and not a crystal ball...I will look thru Natenberg thoroughly tonight...but what you gave me is what I was looking for...converting to daily vol and st.d thanx again

guys, truly thank you for the responce and taking the time...been of this site for a while...good to be back

if you want to play the sort vol side...think of selling iron condors

dmo, thank you very much for the refresher...got a good book you want to recommend as a refresher...looked thru Natenberg and didn't see it...maybe just didn't look hard enough jwcapital...thank you also for the response...sorry but I did not follow the formula If you don't mind...would...

Day before earnings, $100.00 stock, at-the money straddle priced at 40 implied vol, what’s the expected move in the underlying, what’s the quick and dirty method Thanx in advance

wichever let you buy more delta given you sum of money, remember the near in the money options will not colapse like the out the money calls