Recent content by bezzer11

It helps to look at Vega and I understand a lot better now. You're right, I am marginally short vol on all my credit spreads. Thanks for taking the time Martinghoul.

+1

Are you saying buying a bull put spread and a bull call spread really shouldnt depend on where implied vol is? I think the literature is saying that because implied vol is mean reverting, when it is high, selling credit spreads will be more profitable because we can increase out POP by selling...

I assume you are primarily positive theta on your portfolio? what brokerage do you use?

I have been grappling with this question and cannot seen to find and answer. I don't understand how selling credit spreads takes advantage of high volatility. Lets say you semi-bullish on a stock. So you are selling a put with a strike near the money and buying a put with a strike further...

Thanks! what does the CF stand for?

Hi, Im on the CBOE website and trying to look at some VIX futures data. Can anyone please tell me what these symbols mean. I have Google searched to no avail. VX Z3-CF VX F4-CF VX G4-CF VX H4-CF I know Z,F,G,H are for months but what does the rest mean? Thank you :)

http://www.marketvolume.com/stocks/mostvolatile.asp http://www.marketvolume.com/stocks/mostvolatile.asp?s=nyse_etf Check this site out. you can run a filter for volume. This wont tell you if the bid/ask spread in the options market is <5% but there is a high correlation between very liquid...

I have searched everywhere and cant find an answer. Please help! So how does an ETF expense ratio work? suppose the expense ratio of XYZ is 1%. If I decide to trade XYZ does that mean 1% is immediately deducted from my purchase? What if I hold it only for a day, how am I charged?

My perception is that ivol will increase in the next few months. Does anybody know another way to play ivol other than etf or etns? (Something simple that I can do through Scottrade). The VIX was up 5% today and UVXY was down 5% lol. I expected UVXY to be up 10% like it is suppose to do but...

Yah I agree that it is tough to predict. But IF the economy really heats up will the currently immobile cash be a large catalyst for inflation? I guess if this becomes a problem the fed will start selling bonds?

This indirectly relates to equities. I understand that just because the fed is pumping money into the economy that this will not cause inflation unless that money flows through the economy at a faster rate i.e. velocity. But hasn’t the fed been pumping stale money in the economy for a while...

Oh cool! Thanks! Are they any other websites/screeners/programs you use for options trading that you find helpful?

Thanks for advice and kudos Mike! This is a thread I'm sure I will revisit a few times.

Yah, its hard to learn and apply but remain individualistic all at the same time but thats what you gotto do in this business. Thanks for all you input.