Negative Theta Options over Weekend

Quote from dmo:



Maw, maybe you and I differ in that you seem to enjoy dealing with the math as an intellectual exercise on its own terms, not necessarily connected to the reality. Nothing wrong with that, but personally the math only interests me inasmuch as it describes real-life and can help me put $$ in my account.

Well,... thanks for the pretty suit :D
 
Quote from dmo:



To me, cost of carry is not an arcane mathematical construct, it is a real number that describes my cost of funds. If I borrowed money to buy something, it is the percent I paid for the funds. If I buy an option on that thing INSTEAD OF buying the thing, COC is then the interest I earned on the money that I did not have to spend buying the thing. I still haven't heard a nuts and bolts explanation as to why my cost of funds or earning power on funds would be more than a few percent - or more than the risk-free rate. I continue to be open if someone can give me a credible scenario. Hey, I love arcane knowledge. But I haven't heard such a scenario yet.

Just for fun

http://query.nytimes.com/gst/fullpage.html?res=9C01E7D9153EF934A35752C1A96E958260

Maw
 
Hi Emilio,[

QUOTE]Quote from Emilio_Lizardo:

Why does it not surprise me that you reference a Wankmott thread? Are you a poster on that thread.

I see you have RiskFreeTrading on your side in this debate. It must be a comfort.

Still working at mastering written English, aren't you.
[/QUOTE]

Oh yes, it's not my native one, but I'm quite fluent in 4 others.Sorry for my typos.
I don't know RiskfreeTrading, but if you're telling me he's on My Side, well I can live with that. Hi RiskfreeTrading, welcome aboard.
I'm still working "at mastering my written English", thanks for asking.

Does it mean I'm wrong? Please Emilio, help me.

Cheers

Maw
 
Quote from Emilio_Lizardo:

Why does it not surprise me that you reference a Wankmott thread? Are you a poster on that thread.

I see you have RiskFreeTrading on your side in this debate. It must be a comfort.

Still working at mastering written English, aren't you.

i think you are spot on there emilio.

dmo, you will figure out who are the wankers soon enough.
 
Quote from MasterAtWork:

Hi Emilio,[

QUOTE]Quote from Emilio_Lizardo:

Why does it not surprise me that you reference a Wankmott thread? Are you a poster on that thread.

I see you have RiskFreeTrading on your side in this debate. It must be a comfort.

Still working at mastering written English, aren't you.


Oh yes, it's not my native one, but I'm quite fluent in 4 others.Sorry for my typos.
I don't know RiskfreeTrading, but if you're telling me he's on My Side, well I can live with that. Hi RiskfreeTrading, welcome aboard.
I'm still working "at mastering my written English", thanks for asking.

Does it mean I'm wrong? Please Emilio, help me.

Cheers

Maw
[/QUOTE]


Thanks Maw. The same here. Welcome!

PS1: Just to add that regarding the delta > 1, one may not even need to have the strike deep in the money.

One can just change variable ____ , include the positive extra carry (as you suggested), and voila.

Could the lizard fill the above ____?

PS2: Since you have interest in math, are you familiar with the property of the call price as a homogeneous function of stock and strike price. I used it recently to derive the whole pricing model in a short way.
 
rft


you are a tool and everyone knows it.

usually i never give my time to losers like you; but i simply could not resist anymore. that makes you an extra big moron i guess. let me let you in on a secret; we all know your options posts are googled , etc. there is no way that you actually think most here believe your utter nonsense? is there?
 
Dom:

Is that right? Is that the opinion of the majority or just your opinion? :p

PS1: Could you fill the ___ in the previous post? You can google it, it is fine. Just give an answer.

PS2: You can also answer PS2 above, and you can google it as well. If you ever need time, I will give you one year to answer PS2. :cool:
 
Quote from riskfreetrading:

Dom:

Is that right? Is that the opinion of the majority or just your opinion? :p

PS1: Could you fill the ___ in the previous post? You can google it, it is fine. Just give an answer.

PS2: You can also answer PS2 above, and you can google it as well. If you ever need time, I will give you one year to answer PS2. :cool:


no i cannot and don't care. now would you post your p & l for today or the month? let's go. i will give you a day. i still can't believe i am wasting my time.
 
Quote from domestic:

no i cannot and don't care. now would you post your p & l for today or the month? let's go. i will give you a day. i still can't believe i am waisting my time.

then STFU!

PS: as for PS2, you have 25 years after your lifetime to finish it.:p
 
Back
Top