trading VEGA

jenek-cowboy · Oct 19, 2007

Quote from cvds16:

sorry but once again this is not an english sentence, I don't understand at all what you are saying
all I can say is trading vol on options is not really simple, it's complicated.

And I so trying to understand in this.I promise you that i reread those books soon

cvds16 · Oct 19, 2007

Quote from jenek-cowboy:

Okey...We made this.Name proportional sell

first, I don't understand Russian (4 other languages yes, but no Russian) second when I analyse an optionpositions I never look at charts with different strike prices, certainly not ones with prices at expiration. I just look at my delta, gamma, theta, rho and vega over different strike prices.

MTE · Oct 19, 2007

Quote from cvds16:

...by the way, the example you give is not a stradle.

Actually, it is. Buying 2 calls and selling 1 futures is a synthetic straddle.

jenek-cowboy · Oct 19, 2007

Quote from jenek-cowboy:

And I so trying to understand in this.I promise you that i reread those books soon

But in Russia we have only two books with tarnslation.
There are MC milan "MIllan about options"
Tomset "TRading on options"

MTE · Oct 19, 2007

Quote from cvds16:

first, I don't understand Russian (4 other languages yes, but no Russian) second when I analyse an optionpositions I never look at charts with different strike prices, certainly not ones with prices at expiration. I just look at my delta, gamma, theta, rho and vega over different strike prices.

There's nothing to understand there, as the text in Russian doesn't provide any useful information. (I understand Russian)

cvds16 · Oct 19, 2007

Quote from jenek-cowboy:

But in Russia we have only two books with tarnslation.
There are MC milan "MIllan about options"
Tomset "TRading on options"

Read those three books which I have mentioned, mcmillan is probably the least important one to really understand options and the concept of dynamically delta-neutral hedging.

jenek-cowboy · Oct 19, 2007

Quote from cvds16:

first, I don't understand Russian (4 other languages yes, but no Russian) second when I analyse an optionpositions I never look at charts with different strike prices, certainly not ones with prices at expiration. I just look at my delta, gamma, theta, rho and vega over different strike prices.

as you have been able to learn so much languages?

jenek-cowboy · Oct 19, 2007

Quote from MTE:

There's nothing to understand there, as the text in Russian doesn't provide any useful information.

And exactly so we first have flown in cosmos

cvds16 · Oct 19, 2007

Quote from jenek-cowboy:

as you have been able to learn so much languages?

it's not that much, everybody learns 4 at school in belgium, I have a brother who speaks 7 languages

one of the best ways to learn a foreign language is to read a lot ...

jenek-cowboy · Oct 19, 2007

Quote from cvds16:

it's not that much, everybody learns 4 at school in belgium, I have a brother who speaks 7 languages one of the best ways to learn a foreign language is to read a lot ...

I hope that you did not disappear from type.
Really..I read about those books.They powerfully differ from that read i.
Thank you for advise