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Strategies & Market Trends : Classic TA Workplace

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To: skinowski who wrote (140513)	1/24/2007 8:09:47 PM
From: Patrick Slevin	Read Replies (1) of 209892

Nah, you don't want to know this stuff. I got wrapped up in Delta Neutral trades and forgot for a second. Using the book Options Volatility & Pricing by Natenburg it would appear that to derive Implied you may try to use a Newton-Raphson search to converge on implied through the use of vega which is a sensitivity to a change in volatility. ------------ Instead of going through this how about we open a club called SlevinSki's and feature lapdancing? Sounds much easier and we probably will make more money than these guys selling newsletters anyway. Like that other post. If the market turns down people will still drink, smoke tobacco and hopefully go for lapdances at SlevinSki's. Maybe we could franchise it, sort of an adult Hooters. ------- EDIT Call it, SlevinSki's House of Volatility ?

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