I’ve found a SPX calendar for a credit assuming mid prices. What are the disadvantages of placing this trade? Is this a no lose trade?
How does one find volatility skew?
Is this accomplished by studying the matrix with implied volatility and comparing daily I.V.?
The first strategy I am going to discuss is the 1 by 2 vertical spread. This was one of my favorite spreads when I was a floor trader because it had very low theta, and lots of gamma.
Is it true that it is possible to find ITM calendars for even or a credit? If so, why and what are the pitfalls?
It is true that you can find calendars that are for even.
Quick post today, Skew continues to be REALLY high on the wings right now. I’ll write an extended discussion on this tomorrow. Remember, keep emailing and posting questions.
I know call calendars are synthetically the same as put calendars but I can’t quite think throu
What’s up with the VIX. It is interesting right now b
A quick note on what I’m seeing in the market place. T
The main reason skew exists is because of what the drivers in the market place ar