A atticus Feb 7, 2008 #11 Quote from Pa(b)st Prime: You are one smart hombre. While you're at it: Best guess on where EuroFx is headed? More... I have 200k/670k [opm] riding on a touch of 1.4580 on 2/18 NY Fix. Very bullish here, notwithstanding the slightly long delta exotic trade. Long spot as well from 1.4474.
Quote from Pa(b)st Prime: You are one smart hombre. While you're at it: Best guess on where EuroFx is headed? More... I have 200k/670k [opm] riding on a touch of 1.4580 on 2/18 NY Fix. Very bullish here, notwithstanding the slightly long delta exotic trade. Long spot as well from 1.4474.
I IV_Trader Feb 7, 2008 #12 Quote from scriabinop23: Whats amazing is that the 22 session rolling historical volatility is at 79%. A 5 session historic volatility is at 132%. Even those backdated options must be entirely underpriced. How would you trade this? More... you know my answer
Quote from scriabinop23: Whats amazing is that the 22 session rolling historical volatility is at 79%. A 5 session historic volatility is at 132%. Even those backdated options must be entirely underpriced. How would you trade this? More... you know my answer
