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Search: Posts Made By: UnZane
Forum: Options June 12th, 2015, 09:30 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Ron, How do you get comfortable with firm...

Ron,

How do you get comfortable with firm (broker) risk?

Luis
Forum: Options June 11th, 2015, 11:18 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Looking for Broker

All,

Can I take a quick poll of brokers being used for naked put options on the ES with margin at SPAN? I am looking for a new broker.

Thanks
Forum: Options June 19th, 2013, 03:52 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Right about now - VIX is flat, you should see it...

Right about now - VIX is flat, you should see it reflected.
Forum: Options June 19th, 2013, 03:49 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Ron, You are dangerous. The VIX moved from...

Ron,

You are dangerous. The VIX moved from down 2% to .5%.

UnZane
Forum: Options June 19th, 2013, 03:46 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Ron, Your good friend volatility. The VIX...

Ron,

Your good friend volatility. The VIX is down 2%. The FOMC announcement has calm the market expectations.

UnZane
Forum: Options June 16th, 2013, 11:58 AM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Please remember that IV is different that...

Please remember that IV is different that historical vol. IV is derived from the strike you choose to sell, so deeper OTM options have higher IV. In essence, you need higher volatility for the...
Forum: Options June 16th, 2013, 11:51 AM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Correct! The formula is an adaptation of the...

Correct! The formula is an adaptation of the black scholes model.

I attempt to understand all calculations before using them, so I do not use an indicator that I cannot build from scratch.
Forum: Options June 10th, 2013, 07:01 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Lets try this again ...

Lets try this again
http://www.cmegroup.com/market-data/datamine-historical-data/methodology.html

It worked! I calculate it both ways
Forum: Options June 10th, 2013, 07:00 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Interesting!

Interesting!
Forum: Options June 10th, 2013, 07:00 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Yes good luck

Yes good luck
Forum: Options June 10th, 2013, 06:59 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
You can also use implied volatility This...

You can also use implied volatility

This link can help you calculate
lol - imagine a link here for you ron - I have to post another three post before I can share :tape2:


Let me know if it...
Forum: Options June 10th, 2013, 06:21 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
Ron, You asked how to calculate probability of...

Ron,
You asked how to calculate probability of an options finishing ITM. Below please find a calculation:

Excel:
1-NORMSDIST(LN(Strike/Tradeprice)/(historicalvol*SQRT(Daystoexp/365)))

The ES...
Forum: Options June 9th, 2013, 07:06 PM
Replies: 7,370
Views: 1,985,502
Posted By UnZane
New to Thread - Just read all 169 pages

`I think I read all 169 pages over a couple of week but at times I found myself skipping a couple of pages by accident. Please let me know if you have answered any of my questions below.

ron99...
Showing results 1 to 13 of 13

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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