one-offs

fascinating discussion, though it mostly feels like me nodding along as others talk to each other in a foreign language


There is stuff that I can't discuss publicly so I have to dance around the edges.
 
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It's root time neutral, but intraday. I will post the closing price but I can't post the structure here. It's a complex structure in calls, but it can be traded as puts or a combo. It happens to have filled as a cs-complex order.

It's up $1,300 per lot. it's gone.
 

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It's root time neutral, but intraday. I will post the closing price but I can't post the structure here. It's a complex structure in calls, but it can be traded as puts or a combo. It happens to have filled as a cs-complex order.
I am reading about calendars, their vega and root time movement of the term.

When you say root time neutral for your position, do you mean that you are not actually looking to exploit term structure "non root movement"?
 
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