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Search: Posts Made By: PeakGrowth
Forum: Options September 25th, 2015, 05:28 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
Sorry it has to be diagonal, so buy a lower...

Sorry it has to be diagonal, so buy a lower strike sell higher for put, otherwise it'll go nowhere unless vol comes down.

Your delta shouldn't change much if you're fotm at delta 10, and the call...
Forum: Options September 24th, 2015, 06:15 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
Btw you're doing back testing the hard way,...

Btw you're doing back testing the hard way, options returns are very specific since intrinsic is a very specific number when they are ITM and very specific when their OTM using black Scholes. Go...
Forum: Options September 24th, 2015, 05:55 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
ron99, if you're going to essentially do a ratio...

ron99, if you're going to essentially do a ratio vertical credit put spread, there is no reason not to do an iron condor which will give you the extra premium on the call side so you can increase...
Forum: Options September 9th, 2015, 07:11 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
Well you can, that's if you got enough margin,...

Well you can, that's if you got enough margin, but if you had enough margin then your returns will be too low.

Rolling is a suckers game, works until your margin hits your pain point and you get...
Forum: Options September 9th, 2015, 01:47 AM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
10PercentPerMonth.com...

10PercentPerMonth.com (http://www.10ppm.com/customer/customerMain.php?section=customer&step=performance12Month)

March to May 2010, that draw down...

At least they're frank about it
Forum: Options August 27th, 2015, 07:20 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
Sorry when I said higher I meant higher...

Sorry when I said higher I meant higher relatively to what it is normally versus the back months (so IV vs HV at the same month), so I think we are on the same page.

Should have said IV not...
Forum: Options August 27th, 2015, 07:00 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
Good analysis, but is this because of the current...

Good analysis, but is this because of the current situation where premiums are higher on the front month than the back month due to recent events? Not sure if that is always the case, and I can't...
Forum: Options August 27th, 2015, 06:01 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
Sorry I mean to say if price/vol doesn't change,...

Sorry I mean to say if price/vol doesn't change, my bad.
Forum: Options August 27th, 2015, 05:44 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
The curve is convex for OTM and concave for...

The curve is convex for OTM and concave for FOTM. For best decay and least risk, sell 50-60 for OTM and hold till expiry,for FOTM sell 60-90 and close at 30.

The majority of the FOTM decay...
Forum: Options August 27th, 2015, 04:48 AM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
That's right, buying puts all the way up whilst...

That's right, buying puts all the way up whilst the QE taps were on is not smart. If you buy an option, you are still market timing so you still need factors to be in place to do it. If you have a...
Forum: Options August 26th, 2015, 08:03 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
Buying an option for black swans is an asymmetric...

Buying an option for black swans is an asymmetric trade where the reward far outstrips the risk. This is the mark of a smart trader.

Selling options in a low vol environment is also asymmetric but...
Forum: Options August 25th, 2015, 10:56 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
ES is a futures contract and has a cost of carry,...

ES is a futures contract and has a cost of carry, hence the decay. There's other stuff too but arbitrageurs know all this and take it all into account.
Forum: Options August 24th, 2015, 06:41 PM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
This strategy is more tradeable than ever, high...

This strategy is more tradeable than ever, high vol is great for this, just hedge. Diagonal bull puts would have a good payoff

Sent from my SM-N9005 using Tapatalk
Forum: Options August 24th, 2015, 01:37 AM
Replies: 7,370
Views: 2,025,797
Posted By PeakGrowth
Bull put spreads fellas... always hedge your...

Bull put spreads fellas... always hedge your downside. Open ended loss with limited upside will get burnt much sooner than you think.

A few clients here are buying back SPI index options they sold...
Showing results 1 to 14 of 14

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