Quantcast
  1. This site uses cookies. By continuing to use this site, you are agreeing to our use of cookies. Learn More.

Round Table is tomorrow at 4:30pm ET

Discussion in 'Options' started by tom, Aug 13, 2014.

  1. tom

    tom Administrator Staff Member

    Tony Sizemore will join us tomorrow (Aug 13th) at 4:30pm ET to discuss long Vega and positive Theta trades. To register for this webinar, please go to

    http://cdurl.us/p1248

    We will record it and post the recording in the member's web site if you cant' make it live.
     
  2. tom

    tom Administrator Staff Member

    The replay of tonight's meeting is at http://cd.wistia.com/medias/yfbhjdk65j
    Tony Sizemore did a great job talking about long Vega and positive Theta using diagonals. He showed examples using puts and calls and a few ways to adjust the positions.
     
    Last edited: Aug 14, 2014
  3. ACS

    ACS Well-Known Member

    One thing that always gives me pause about time spreads is how the software models a change in volatility. If you have a time spread where the expirations are separated by more than a couple of weeks and there is a big move in volatility, using a uniform change across the spread could likely diverge from real world results where the front expiration will often move more than the back.
     

Share This Page