Using which values?
$ vs %?
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best length for selling a weekly option?
- Thread starter shMark
- Start date
$ vs %?
Am I?But are you successful?
Maybe I am just a pretender, living out my fantasy on ET.
Your guess?
Am I?
Maybe I am just a pretender, living out my fantasy on ET.
Your guess?
Ok, I will give my guess. You make money, and have fun, but don't necessarily do better than just holding VOO.
Good guess.Ok, I will give my guess. You make money, and have fun, but don't necessarily do better than just holding VOO.
Benchmark is QQQ, some years better some years worse, overall better.
change the premium to std devs.Using which values?
$ vs %?
So, something like solving the BSM eq for z by using the Premium, and then applying some probabilistic calcs like p(z) and calcing GE (or LE) etc.change the premium to std devs.
Yep, good idea. Thx.
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change the premium to std devs.
Is there an equation you can provide where the variables are easy to find?
Good guess.
Benchmark is QQQ, some years better some years worse, overall better.
That's very impressive.
variables areIs there an equation you can provide where the variables are easy to find?
premium
volatility
underlying price
find what are the chances there will be a move beyond premium. scale for time. I am not referring to anything difficult. This is what a 14 or 15 year old learns in school
Is DTE not needed?variables are
premium
volatility
underlying price
find what are the chances there will be a move beyond premium. scale for time. I am not referring to anything difficult. This is what a 14 or 15 year old learns in school
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