ur kidding right? good luck on managing that.

this has to be the silliest thread i have ever heard.. who would want to own that?

there are big arbs in less liquid stuff..

50 strads or 100 calls are approximately the same thing. the straddle will have a little more delta normally depending on how u calculate it.

a masters in commodities? u have to be kidding me.. what kind of snake oil will they sell us next.

here is what i am trying out.. basically a sticky delta model.. so vol surface is indexed by time and moniness (K/S).but it still is coming up with freaky and wrong delta numbers.. im getting concerned.

<t>hmmm.... this might be a silly question.. delta adjusted for a skew effect should read like so:Delta = Black Delta + (( (vol of 1$ higher - vol of 1$ lower)/2 )*100*vega )meaning that puts have a lower delta and calls a higher delta.if i run my deltas as such, then to get the correct pnl, i need ...

yes gas has awesome opportunities as well.

not that hard to capture in my experience.markets always have a short memory and/or new players.

<t>im no expert collector! just a trader open to errors like anyone else.most of the time in the past was able to get long at cheap levels so not a huge problem.so in a more efficient market, need to be more on the ball with the analysis.... so modelling the volatility and/or breakevens puzzles me s...

<t>im no expert collector! just a trader open to errors like anyone else.most of the time in the past was able to get long at cheap levels so not a huge problem.so in a more efficient market, need to be more on the ball with the analysis.... so modelling the volatility and/or breakevens puzzles me s...

collector, what is the best way to perform analysis of the spread itself to figure out gamma/decay/ payback ratios?--sg