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Search: Posts Made By: PeterOhlson
Forum: Options April 20th, 2014, 11:32 AM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
This is pretty interesting. Should work out much...

This is pretty interesting. Should work out much better than credit spreads because you now sell the highest IV and buy the lowest (closest to ATM). Instead of a credit spread where you sell the...
Forum: Options February 5th, 2014, 08:25 AM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
Anyone in the natural gas March-April spread?...

Anyone in the natural gas March-April spread? Currently pretty high, could be good to short a spread here maybe?

EDIT: OK I shorted a spread at 0.927 (S March @5.634 - L April @4.705). Wish me luck
Forum: Options December 20th, 2013, 04:13 AM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
WOW, nice in-depth analysis SMCJB! Took some time...

WOW, nice in-depth analysis SMCJB! Took some time to read through, and here are my conclusions:

In essence as you say, the t/g ratio gives you the "IV" of an option combination or portfolio. I say...
Forum: Options December 19th, 2013, 11:31 AM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
In the picture you can look at the title of the...

In the picture you can look at the title of the window for the spesific options bought and sold. Anyone can easily check the numbers I posted...
Forum: Options December 19th, 2013, 02:20 AM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
Thanks, yes to me the theta/gamma ratio is a way...

Thanks, yes to me the theta/gamma ratio is a way to view the "IV" of a portfolio of options. The higher it is the higher the potential profits are. Obviously it's neccessary to observe how the risks...
Forum: Options December 19th, 2013, 12:42 AM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
Market friction issues aside, accd. to...

Market friction issues aside, accd. to black-scholes the profit from deltahedging far OTM options should be much larger, percentagewise (you keep more of the premium), because of skew. Basically far...
Forum: Options December 18th, 2013, 10:12 AM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
Just a comment, I think the best way to make a...

Just a comment, I think the best way to make a highest possible risk-adjusted return w/ options is isolating whatever risk you're trying to make profit off. Options have several risks, and when you...
Forum: Options November 21st, 2013, 06:05 PM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
To answer the question, it's the only way I trade...

To answer the question, it's the only way I trade as of now, and I'm finally making more money trading than at my daytime job so I'm considering quitting altogether, but we'll see... But right now,...
Forum: Options November 14th, 2013, 03:54 PM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
He is basically pricing skew premium. Skew is the...

He is basically pricing skew premium. Skew is the differences in IV accross different strikes for one spesific expiration. Term structure is the differences in IV for the same strikes accross...
Forum: Options November 13th, 2013, 06:45 AM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
Delta isn't really dependant on lognormal prices...

Delta isn't really dependant on lognormal prices because it's calculated on basis of IV, which already account for possible fat tails. So delta would be an accurate representation of risk of ITM,...
Forum: Options November 7th, 2013, 08:46 PM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
No problem. Yes that's the essence of it, short...

No problem. Yes that's the essence of it, short gamma = long theta. And of course long theta = short volatility as well. Plus there are some higher order greeks like vanna & vomma, but unless one is...
Forum: Options November 7th, 2013, 06:19 PM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
long any option is not long theta. if you are...

long any option is not long theta. if you are long any option you are by definition short theta. so by logic short any option would be long theta, and short gamma. and short volatility....
Forum: Options November 7th, 2013, 06:08 PM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
I think the same can be said about any forum...

I think the same can be said about any forum anwhere. Also, information provision is only one small part of participating in any forum, it can also be about debate or even just passing time. but...
Forum: Options November 7th, 2013, 04:47 PM
Replies: 7,370
Views: 1,988,906
Posted By PeterOhlson
Wow, I had no idea there was a 70+ page thread...

Wow, I had no idea there was a 70+ page thread dedicated to options..

I'm not gonna lie, it was when I first went over to options and got consistently short gamma that I started reaping some...
Forum: Traders Hideout August 22nd, 2012, 05:17 AM
Replies: 30
Views: 15,953
Posted By PeterOhlson
Personal observations and experiences usually...

Personal observations and experiences usually dont make for good statistical data. The thing is, most traders are not "retail" in any sense. Most traders are the ones you find at big banks,...
Forum: Off-Topic June 21st, 2012, 03:33 PM
Replies: 5
Views: 3,433
Posted By PeterOhlson
This license was bought personally by me. I'll...

This license was bought personally by me. I'll sell it for $80 now since it's only 2.5 months left of it.
Forum: Off-Topic June 11th, 2012, 11:41 AM
Replies: 5
Views: 3,433
Posted By PeterOhlson
I read it, not a problem with 3-month licenses....

I read it, not a problem with 3-month licenses. So the license is still for sale.
Forum: Off-Topic June 9th, 2012, 08:52 PM
Replies: 5
Views: 3,433
Posted By PeterOhlson
Ninjatrader 3-month license for sale

I've got a 3-month license I won't be using. It expires in October. The regular price is $180, I'm selling it for $120 or maybe less. Please PM if interested. Thanks.
Forum: Traders Hideout January 26th, 2012, 12:36 PM
Replies: 115
Views: 55,107
Posted By PeterOhlson
Actually there is a vast difference between...

Actually there is a vast difference between formal education and trading mentoring. Formal education uses carefully planned and regulated curriculums, and the teachers are required to have an actual,...
Forum: Traders Hideout January 20th, 2012, 05:42 PM
Replies: 115
Views: 55,107
Posted By PeterOhlson
There is nothing a mentor can teach you that you...

There is nothing a mentor can teach you that you can't find for free online. If you're good with Google, save your money.
Forum: Traders Hideout December 1st, 2011, 03:28 AM
Replies: 9
Views: 6,531
Posted By PeterOhlson
Sounds more like the work of capitalism than...

Sounds more like the work of capitalism than communism if you ask me.

Anyhow, I've heard some horror stories of AMP on various forums. I won't go into everything here, but I'm glad I decided to...
Forum: Traders Hideout November 22nd, 2011, 06:34 AM
Replies: 157
Views: 71,868
Posted By PeterOhlson
If you got $5M lying around, I think you'd be...

If you got $5M lying around, I think you'd be better off investing it in real-estate rather than trading. Buy an apartment complex and rent it out or something.
Forum: Traders Hideout November 22nd, 2011, 06:16 AM
Replies: 667
Views: 270,944
Posted By PeterOhlson
redratsal, would you mind telling me your...

redratsal, would you mind telling me your settings for the FibonacciLines?

Also, hows the trend following method coming along? Haven't seen any posts on it recently

Cheers
Forum: Traders Hideout November 10th, 2011, 11:37 AM
Replies: 667
Views: 270,944
Posted By PeterOhlson
This makes sense, but doesn't using different...

This makes sense, but doesn't using different session templates for range/minute create a difference in the VWAP calculation between the two charts? Just a thought, but maybe the difference is so...
Forum: Traders Hideout November 9th, 2011, 04:34 PM
Replies: 667
Views: 270,944
Posted By PeterOhlson
redratsal, would you mind telling me what session...

redratsal, would you mind telling me what session template you're using for 6E and ES?
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