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Posts Made By:
traderwerks
Forum:
Options
August 22nd, 2012, 04:00 PM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,987,332
Posted By
traderwerks
Thanks, EOD is all I need. Do you know...
Thanks, EOD is all I need.
Do you know where I can find historical ATM IV for futures options for the last year or two ? I would like to get an idea on the range that would be considered normal ,...
Forum:
Options
August 21st, 2012, 06:10 PM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,987,332
Posted By
traderwerks
What did you use to calculate delta ? ( I am just...
What did you use to calculate delta ? ( I am just wondering )
Forum:
Options
June 4th, 2012, 10:12 PM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,987,332
Posted By
traderwerks
Unless you are trading spot, it doesn't really...
Unless you are trading spot, it doesn't really matter. Options are based on futures, not spot, which settle financially ( At least the KT does, dunno about KC )
The prices will converge, but you...
Forum:
Options
May 30th, 2012, 02:46 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,987,332
Posted By
traderwerks
'Erosion' is not linear in options. Do you use...
'Erosion' is not linear in options. Do you use this for a rough estimate ?
Showing results 1 to 4 of 4
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