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Search: Posts Made By: crito
Forum: Options January 5th, 2014, 02:02 PM
Replies: 7,370
Views: 2,025,114
Posted By crito
feb call 6 was $450 @ dec 23. As mentioned i...

feb call 6 was $450 @ dec 23. As mentioned i estimate the call 7 could go to $350 if the fut goes up 1 point, with some vola dif & timing diff that could as well be $450.
bottom line, i don's see...
Forum: Options January 5th, 2014, 08:17 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
ron99 Why did you close your march NG call’s? ...

ron99
Why did you close your march NG call’s?
Did you close them as you mentioned on fundamental reasons (weather).
I have a few call7 open and don’t see a reason yet to close them so would like...
Forum: Options January 4th, 2014, 03:13 PM
Replies: 7,370
Views: 2,025,114
Posted By crito
I quickly did the test. Below the table Data...

I quickly did the test.
Below the table
Data used was Tradestation CL continues contract
Data period used aug. 3th 2001 till January 2014
Total trade days 3090
If the future at some time during...
Forum: Options January 4th, 2014, 12:06 PM
Replies: 7,370
Views: 2,025,114
Posted By crito
Thanks Ron, very interesting. I guess the...

Thanks Ron, very interesting.

I guess the “good part” of IB is you start with a higher margin (but I realize that is ‘inverse logic’, we can start a whole psychological thread about that one ;)
...
Forum: Options January 4th, 2014, 08:58 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
I can’t shake the thought about the comment in...

I can’t shake the thought about the comment in the karen video that delta is about the same as the chance that an option gets in the money.
Perhaps it’s a rough indicator but somehow it doesn’t feel...
Forum: Options January 3rd, 2014, 10:51 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
Here the data from that spreadsheet in a chart...

Here the data from that spreadsheet in a chart year by year.

https://nexusfi.com/attachment.php?attachmentid=132554


or you can download the excel with chart from here...
Forum: Options January 3rd, 2014, 10:37 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
Thanks for the report SMCJB. I see you can...

Thanks for the report SMCJB.
I see you can download historical data there as well.
Has anybody build a regression model with those values? To predict NG future pricing? and if so. is that working?...
Forum: Options January 2nd, 2014, 02:00 PM
Replies: 7,370
Views: 2,025,114
Posted By crito
i just found this old post (thanks mj888) the...

i just found this old post (thanks mj888)
the seanoal charts are great also nice to see the current fut

here a coffee chart with current trend.
Seasonal Charts: Coffee | Signal Financial Group...
Forum: Options January 2nd, 2014, 01:54 PM
Replies: 7,370
Views: 2,025,114
Posted By crito
thanks mu2pilot, (was typing the other post)...

thanks mu2pilot, (was typing the other post) will check it out.
Forum: Options January 2nd, 2014, 01:52 PM
Replies: 7,370
Views: 2,025,114
Posted By crito
thanks Ron. ok, its obvious that from a ROI...

thanks Ron.

ok, its obvious that from a ROI point of view OX is far better.
also i read (still catching up, now at page 50) that you can talk down those transaction costs.

But on excess money...
Forum: Options January 2nd, 2014, 12:32 PM
Replies: 7,370
Views: 2,025,114
Posted By crito
thanks Barrington, can anybody tell me the...

thanks Barrington,

can anybody tell me the IM & MM for the put 90 (CL h)?
i wonder what happens (on both IB & OX if eg. the fut goes down $10) (so my put 80 get the (im&mm) values of the put 90,...
Forum: Options January 2nd, 2014, 11:37 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
thanks Ron, did they fix that "first short...

thanks Ron,
did they fix that "first short wrong margin, after that ok" thing yet? or do you still have a higher margin for the first short?


So for the record,

IB: @1908 ($3,50)
$90 - $3,50...
Forum: Options January 2nd, 2014, 11:12 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
thanks, Would be nice to know if anybody on OX...

thanks,
Would be nice to know if anybody on OX can check the IM, guess slightly above span.

Ok, if you add transaction costs (i forgot, sorry)...

IB:
$90 - $3,50 = $86,50
$86,50 / $1902 =...
Forum: Options January 2nd, 2014, 10:16 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
fyi, just sold put 80, CLh premium 0,09 *...

fyi,

just sold put 80, CLh
premium 0,09 * 1000 = $90
exp. 14/2 (42 days)
IM (ib) = $1902; MM = $1522
delta = 0,0215; Vega = 0,0207

$90/$1902 = 4,7% (trade)
$4,7% /42day * 31days = ...
Forum: Options December 31st, 2013, 02:42 PM
Replies: 7,370
Views: 2,025,114
Posted By crito
Now would be an interesting moment to leg in to...

Now would be an interesting moment to leg in to those naked NGh calls and make it a ratio spread...
Forum: Options December 31st, 2013, 05:29 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
Hi Ron, last year you mentioned your...

Hi Ron,

last year you mentioned your results, would you be so kind to share the 2013 results with us?

thanks.
Forum: Options December 30th, 2013, 11:45 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
MGBRoadster, thanks didn't know the initial...

MGBRoadster,
thanks didn't know the initial margin was used for end of day.
Forum: Options December 30th, 2013, 02:39 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
@Ron, >Where did I mention coffee 135s? I...

@Ron,

>Where did I mention coffee 135s? I can't find it.
sorry it was kevindog he is short the call 135 (kch) see chart in post #2717
By the way thanks for that kevindog, always nice to see what...
Forum: Options December 29th, 2013, 10:07 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
Hi, here is another interesting one (also...

Hi,

here is another interesting one (also mentioned by kevin), more dangerous but well we get paid for fear...
in case you consider this trade, you may want to read the conversation on this...
Forum: Options December 29th, 2013, 06:43 AM
Replies: 7,370
Views: 2,025,114
Posted By crito
thanks guys, i'm looking at a coffee...

thanks guys,

i'm looking at a coffee strangle, what do you think?
the put would be triggy, the call seems ok.
anybody know the fundamentals on coffee, would we have made a bottom yet? if i look...
Forum: Options December 28th, 2013, 12:49 PM
Replies: 7,370
Views: 2,025,114
Posted By crito
Hi, I read the first 10 pages of this...

Hi,

I read the first 10 pages of this thread, and good to see a writing future options thread.
I have been shortening fut. Options for a few years too, and it also started with the lib. book....
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