SPX Credit Spread Trader
- Thread starter El OchoCinco
- Start date
Quote from scoobie27:
Yes, strangely calc's posts do remind me of riskarb. I reckon he's been reincarnated
But im sure its just someone else
I am Riskarb and Seven of Nine's illegitimate love child.
Yes, she was at my Uncle's [daddy-risk's brother] XMAS party in '03... and yes, she's spectacular. That would make me 19 months old. Peace!
LOL, that's funny.
Nick,
A simplistic answer: think vertical strips.
Each strip representing the volatility of an option series (single strike with a same expiration)
For example, on your ToS platform, when you look at volatility analysis, you have option series plotted along the x axis e.g. 1280,1285,1290,1295 etc. and the volatility plotted on the y axis e.g. 6%, 6.3%, 6.4% etc.
Imagine physically cutting the graph into vertical strips, one for each option series: that is what "strip vol" is referring to.
MoMoney.
A simplistic answer: think vertical strips.
Each strip representing the volatility of an option series (single strike with a same expiration)
For example, on your ToS platform, when you look at volatility analysis, you have option series plotted along the x axis e.g. 1280,1285,1290,1295 etc. and the volatility plotted on the y axis e.g. 6%, 6.3%, 6.4% etc.
Imagine physically cutting the graph into vertical strips, one for each option series: that is what "strip vol" is referring to.
MoMoney.
I was going to say Calculon can't be Riskarb as there is a conspicuous lack of brackets[] littered in his/her posts as was Riskarb's trademark. However, he may have given himself away in the last post...
Quote from scoobie27:
Yes, strangely calc's posts do remind me of riskarb. I reckon he's been reincarnated
But im sure its just someone else
Was wondering who would get the hidden clue first
Riskarb's twin...where is mo?
NOW...I get it