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seen Aug 7 at 15:18

Feb
2
comment What drives changes in implied volatility on ETFs/ETNs?
"With an ETN this probably had to do with option prices taking off in one of the underlying components." how exactly does this work and how is it tracked?
Jan
30
accepted accumulation/distribution and options to create excessive position to hit the tape with later
Jan
30
answered accumulation/distribution and options to create excessive position to hit the tape with later
Jan
30
asked What drives changes in implied volatility on ETFs/ETNs?
Jan
3
comment accumulation/distribution and options to create excessive position to hit the tape with later
a) not in every jurisdiction, which I never specified. b) not if the market cap isn't that large. I think you made too many assumptions. lets continue talking about roadblocks to such a thing, since getting filled without moving the bid/ask is easy now.
Jan
2
asked accumulation/distribution and options to create excessive position to hit the tape with later
Dec
26
asked how expected moves are priced into options
Dec
22
comment How to hedge a bull call spread
one idea I just had is that it could be hedged with binary options that could be bought very cheaply closest to expiration (if price < 55, then max payout). the only problem is that binaries only exist in limited quantities and conditions (ie. BSZ is a binary ticker for S&P500 which can correlate to Nasdaq, also BSZ only has monthly options, so timing to get the cheapest binaries can be impractical for this strategy, and the strike prices are too few)
Dec
22
revised How to hedge a bull call spread
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Dec
22
asked How to hedge a bull call spread
Dec
4
comment Are there comprehensive analyses of theta decay in weekly options?
my question is what does the theta decay look like on a graph. Is it the same picture above in a smaller time (ie. the first 2 days it decreases slowly) or is the just the last slice on the right of the picture above (ie. it decreases rapidly with no gradual beginning)
Dec
4
comment Are there comprehensive analyses of theta decay in weekly options?
extrinsic value is everything that is not intrinsic value... so theta, volatility.
Dec
3
comment Are there comprehensive analyses of theta decay in weekly options?
yes, assume at the money or 1 strike out of the money where the extrinsic value is greatest.
Dec
3
revised Are there comprehensive analyses of theta decay in weekly options?
added 136 characters in body
Dec
3
revised Are there comprehensive analyses of theta decay in weekly options?
image added
Dec
3
answered When people say calculate moving average for 30 days include weekends or not?
Dec
2
asked Analysis of Unbalanced Covered Calls
Nov
28
accepted What does the VIX formula measure and how does it work?
Nov
28
comment Does an option's price “ratio” with the underlying security price?
there is reason to option pricing, and the parts that do not follow reason, just brush those aside as "volatility" and "slippage". you need to learn the reason part because a lot of your questions seem like you jumped in with some very specific instructions but no knowledge of the mechanics
Nov
27
comment What are good conditions to roll a leap further out in time?
Okay, you just need to understand the underlying concepts and then do your own simulations and backtests so you can add your own variables, since there are hundreds of things you can do with options. When volatility is high you can expect it to get lower, which allows you to earn more premium faster from your short option. the back month option will be pretty much unphased. Earning more premium is always better. The front month is more expensive, and it makes you back month less expensive, making your capital expenditure for the same amount of leverage to be less.