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| bio | website | |
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| location | ||
| age | ||
| visits | member for | 1 year, 6 months |
| seen | Apr 11 '12 at 11:58 | |
| stats | profile views | 48 |
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Nov 26 |
comment |
Make assumption about future stock price: is the option with best return fairly clear? That assumes Apple will stay at the current price up to a day before expiration, doesn't it? Also, which short term call (when it is bought)? |
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Nov 26 |
revised |
Make assumption about future stock price: is the option with best return fairly clear? added 30 characters in body; edited title |
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Nov 26 |
asked | Make assumption about future stock price: is the option with best return fairly clear? |
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Nov 26 |
revised |
Do markets typically fall fast, and rise slowly added 3 characters in body |
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Nov 26 |
comment |
Do markets typically fall fast, and rise slowly Thanks. Can you expand just a bit on "positive kurtosis (> 3)" -- i.e. give more feeling/understanding for that statistical quantity. |
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Nov 26 |
revised |
Do markets typically fall fast, and rise slowly added 54 characters in body |
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Nov 26 |
awarded | Supporter |
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Nov 26 |
comment |
What are good conditions to roll a leap further out in time? I see, so are you saying, since most of the time theta is the determining factor, that when volatility spikes up highly, its effect in the price is greater. At this time, the ratio (added to the bottom of the question above), is better for rolling out further in time? |
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Nov 26 |
asked | Do markets typically fall fast, and rise slowly |
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Nov 26 |
comment |
What are good conditions to roll a leap further out in time? Thanks. What is it that is the primary determiner of a price then in long term options? It makes sense what you're saying ... people don't expect the volatility to remain the same, but what then is driving that 1 year leap option price (say at the money)? Thanks. |
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Nov 26 |
revised |
Does an option's price “ratio” with the underlying security price? added 314 characters in body |
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Nov 26 |
revised |
What are good conditions to roll a leap further out in time? per CQM's answer, some more clarity. |
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Nov 26 |
comment |
What are good conditions to roll a leap further out in time? Thanks. Can you expand on the last part, why rolling on inflated volatility is good? Obviously one will gain more on the sale, but won't one pay more for the purchase? E.g. Let's say I can sell the nearer term leap for \$5, but have to buy the longer term leap for \$8, paying \$3 more. If market & equity volatility were low, and the nearer term leap was perhaps \$3.50, would the longer term leap likely be more than \$6.50 (\$3.50 + \$3.0), or less? ... I'm going to expand my question so that it's clearer with this. |
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Nov 26 |
asked | Does an option's price “ratio” with the underlying security price? |
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Nov 25 |
revised |
What are good conditions to roll a leap further out in time? edited title |
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Nov 25 |
revised |
What are good conditions to roll a leap further out in time? edited title |
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Nov 25 |
asked | What are good conditions to roll a leap further out in time? |
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Nov 17 |
revised |
How sensitive are vertical spreads to changes in implied volatility? added 26 characters in body |
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Nov 17 |
awarded | Editor |
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Nov 17 |
revised |
How sensitive are vertical spreads to changes in implied volatility? didn't get any answers, made question simpler, since want confirmation on the first part, if it makes sense |
