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1d
asked Why we consider second derivative w.rt price but only first derivative w.r.t time and volatility
Apr
30
comment Book recommendation for credit risk management for banking
Thank you very much.
Apr
30
accepted Book recommendation for credit risk management for banking
Apr
29
asked Book recommendation for credit risk management for banking
Apr
22
accepted Why is IV different between put and call of same strike
Apr
22
asked Why is IV different between put and call of same strike
Mar
9
comment If an option went down in value, how much is due to theta decay and how much due to fall in IV
Yes...sorry...forgot to accept the answer.
Mar
9
accepted If an option went down in value, how much is due to theta decay and how much due to fall in IV
Mar
9
accepted How to approximate the time to mean reversion for implied volatility
Mar
5
comment Why theta multipled by days to expiry exceeds the total time premium of the option
Thanks. Bu the graph of theta decay shows that the decay accelerates closer to expiration. So why in this case, it will slow down?
Mar
5
accepted How to assess stock price movement from implied volatility?
Mar
4
asked How to assess stock price movement from implied volatility?
Mar
4
comment Analysis of Unbalanced Covered Calls
The covered call is is equivalent to a synthetic short put, and the extra naked call makes the position into a short straddle. Why are you saying it represents a 'diagonal'? I think your position is a synthetic short straddle
Mar
3
accepted Does a call calendar lose its entire value if underlying increases well past the strike?
Mar
3
comment Convert a call spread to a butterfly to mitigate risk
You also said, that it makes no difference whether it is a call or put butterfly. Just confirming, if the original trade was a put, the butterfly needs to be a put butterfly for risk mitigation,correct?
Mar
2
comment Convert a call spread to a butterfly to mitigate risk
Thanks. I apologise. You say 'convert to butterfly'. But the original put option you bought really does not form any leg of the butterfly. The butterfly is a fresh new trade, correct?
Mar
2
comment Convert a call spread to a butterfly to mitigate risk
Thanks for the link. So you bought a put and then did call butterfly against that put?
Mar
2
comment Convert a call spread to a butterfly to mitigate risk
Also, if the trade moved in my favor, i can just move my stop loss to my entry point and thus mitigate all risk, no? Why need for a butterfly?
Mar
2
accepted Convert a call spread to a butterfly to mitigate risk
Mar
2
comment Convert a call spread to a butterfly to mitigate risk
Thanks. I was getting that impression too...i guess i better head over to elite trader lol...thank you so much