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Market Measures - January 9, 2023 - Adjusting Delta When IV Falls Jan 09, 2023

Show notes

Changing the delta on your short premium when IV goes up or down can help stabilize a portfolio’s exposure since all deltas are affected similarly by changes in IV.

Increasing the delta of a strangle can substitute for the lack of high IV, but there is less opportunity to be had on average, so scaling up the short delta strikes did not improve your P/L (at least in this study).

Market Measures - January 9, 2023 - Adjusting Delta When IV Falls Jan 09, 2023

Show notes

Changing the delta on your short premium when IV goes up or down can help stabilize a portfolio’s exposure since all deltas are affected similarly by changes in IV.

Futures Power Hour - January 9, 2023 - Ranges Begin to Break Jan 09, 2023

Show notes

Christopher Vecchio, CFA, Head of Futures and Forex, talks with Anton Kulikov about future options strategies at the start of the new trading week.

Tune in as they discuss the bullish breakout in US equities (/ES, /NQ, /RTY, /YM), the ongoing bid in bonds (/ZT, /ZN, /ZB), and how to structure trades in energy (/CL, /NG).

Futures Power Hour - January 9, 2023 - Ranges Begin to Break Jan 09, 2023

Show notes

Christopher Vecchio, CFA, Head of Futures and Forex, talks with Anton Kulikov about future options strategies at the start of the new trading week.

Tune in as they discuss the bullish breakout in US equities (/ES, /NQ, /RTY, /YM), the ongoing bid in bonds (/ZT, /ZN, /ZB), and how to structure trades in energy (/CL, /NG).

Options Trading Concepts Live - January 9, 2023 - SKEW & Dynamic Delta Jan 09, 2023

Show notes

SKEW exists in an options market when equidistant OTM options are different prices. The higher-priced option side indicates that the market perceives the risk of a high-velocity move to be to that side. This doesn't mean the market is moving in that direction, but it can help us understand how the market views risk in that particular expiration cycle.

Tune in to learn more with a live Q&A as well!

Options Trading Concepts Live - January 9, 2023 - SKEW & Dynamic Delta Jan 09, 2023

Show notes

Tune in to learn more with a live Q&A as well!

The Skinny on Options: Abstract Applications - January 9, 2023 - Payment For Order Flow A Good Thing Jan 09, 2023

Show notes

Active trading has come under fire as of late with the Robinhood and GME sagas. With the usual suspects for casting blame being High Frequency Trading and Payment for Order Flow.

But is it fair to label PFOF as being bad for the retail trader? As we see today, the exact opposite is actually true.

The Skinny on Options: Abstract Applications - January 9, 2023 - Payment For Order Flow A Good Thing Jan 09, 2023

Show notes

Active trading has come under fire as of late with the Robinhood and GME sagas. With the usual suspects for casting blame being High Frequency Trading and Payment for Order Flow.

But is it fair to label PFOF as being bad for the retail trader? As we see today, the exact opposite is actually true.

Options Jive - January 9, 2023 - Research Center JAN 9th with Anton Jan 09, 2023

Show notes

Options Jive - January 9, 2023 - Research Center JAN 9th with Anton Jan 09, 2023

Show notes