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Strategies & Market Trends : Option Spreads, Credit my Debit -- Ignore unavailable to you. Want to Upgrade?

To: KFE who wrote (2305)12/5/2003 6:42:05 AM
From: jjs_ynot  Respond to of 2317
 
For anyone with an Options Xpress Acct:

If you get a chance, send a note to OptionsXpress to tell them that their option pricer is wrong for options strike prices ending in .5, i.e. 2.5, 7.5, 12.5, etc

The calculator truncates the .5 and actually calculates for 2, 7, 12 etc. strike price. I have notified them , but so far no action. More people equals more urgency. I am not sure what other parts of their site are affected. It seems like it also affects the delta calculation in your portfolio.



To: KFE who wrote (2305)7/27/2004 11:06:16 PM
From: jjs_ynot  Respond to of 2317
 
Some interesting work being done at the Courant Institute:

math.nyu.edu

math.nyu.edu

math.nyu.edu

regards,

Dave



To: KFE who wrote (2305)8/14/2004 10:13:35 PM
From: Vol  Respond to of 2317
 
Ken, I assume you buy straddles when VIX is low. What time frame and how low do you wait for volatility to fall? Ever sell straddles when volatility is high?

vol


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