Charles M. Cottle

reef ha scritto:
Io continuo a fare il pierino, portate pazienza...

Effects of Dividends on Call Options
Extrinsic value of Call Options are deflated due to dividends not only because of an expected reduction in the price of the stock but also due to the fact that call options buyers do not get paid the dividends that the stock buyers do. This makes call options of dividend paying stocks less attractive to own than the stocks itself, thereby depressing its extrinsic value. How much the value of call options drop due to dividends is really a function of its moneyness. In the money call options with high delta would be expected to drop the most on ex-date while out of the money call options with lower delta would be least affected.

This is also why many options traders exercise their deep in the money call options with close to zero extrinsic value just before the dividend payout date if they are trading American Style Options. Exercising the call options for the dividends will help to preserve the value of the position as the dividends recieved offsets the drop in price of the stock.
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inoltre l'amica pgiulia,se non sbaglio, qualche mese fa ha scritto di qualche hedge funds che ha preso una sberla ciclopica su questo giochino
 
Cren ha scritto:
Questo è per la posizione corta di 143 C32 19/07 su XLK.

La mia idea, vediamo se tu e GiuliaP siete daccordo, è quella di lavorare per spread verticali e non su posizioni "nude", quindi di "coprire" le ali di ogni posizione lunga (corta) vendendo (comprando) più OTM: maggiori costi ma l'impatto sui margini dovrebbe essere migliore e il rischio minore.
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Bon, sistemati i bimbi; tutto giusto, ma secondo me perdi il gear gamma/speed (è anche vero che stai assiduamente sperimentando su scadenze>= mese) su cui pgiulia batte da mesi.
Per quanto riguarda i margini, oltre al fatto che con le americane usa rimani in balia degli dell'assegnazione, devi tenere comunque una dose di cash; rimane interessante?? :mumble::mumble::mumble:

Boh, rischio/rendimento degli spread non mi piacciono, e ti faccio un es. realtime:

spy scadenza domani

spread 169/169.5 call costa circa 0.24
call 169.5 costa circa 0.27

quale è migliore, a fronte dello "stesso rischio"(lo sò costa 3 cent in più)??? Io non ho dubbi
p.s. non si può sempre vincere, meglio limitare i danni in caso di perdita, ma avere sempre il jolly quando parte il sottostante
 
reef ha scritto:
Io continuo a fare il pierino, portate pazienza...

Effects of Dividends on Call Options
Extrinsic value of Call Options are deflated due to dividends not only because of an expected reduction in the price of the stock but also due to the fact that call options buyers do not get paid the dividends that the stock buyers do. This makes call options of dividend paying stocks less attractive to own than the stocks itself, thereby depressing its extrinsic value. How much the value of call options drop due to dividends is really a function of its moneyness. In the money call options with high delta would be expected to drop the most on ex-date while out of the money call options with lower delta would be least affected.

This is also why many options traders exercise their deep in the money call options with close to zero extrinsic value just before the dividend payout date if they are trading American Style Options. Exercising the call options for the dividends will help to preserve the value of the position as the dividends recieved offsets the drop in price of the stock.
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Domanda stupida... ma si riesce a vedere un incremento dei volumi sull'azione in quei giorni?:mumble::mumble:
Ok ok non può esser così facile :-o:-o:(:(
 
Hi everybody,

For those of you who were not in my email yesterday, I wanted to let you know that we are launching a new and exclusive Index Volatility Forum and I have added you as a member by default. You are cordially invited to join as you can see on your IB manager window, or opt out if you prefer not to (see below). The goal of the room is to create a forum for sharing information related to volatility strategies using variance and volatility swaps, VIX instruments and equivalent without your name being visible to other room participants (see important exception *note below). There are non-Bloomberg employees in the room (such as from hedge funds, trade houses etc.) and the room is not managed or moderated by Bloomberg News.

When you join the room you will be assigned an ID number and your name will not be shown to other non-admin room participants. If you type something then the name displayed to users will be your unique ID number. Your ID number will not change each day.

*NOTE: Your name will be visible to the Bloomberg room administrators. Your firm's standard recording of IB chats will also take place.

You can always leave this room at any time by clicking on 'Options' -> 'Edit Info' in IB.

Please refer any of your colleagues who might also want to participate in this forum. Send invite requests to [email protected] or [email protected] and put 'Index Vol' in the subject line.

I look forward to an exciting forum for our volatility community and stimulating discussions. Thank you.


:clap::clap::clap: fantastico, anche il club privè :D:D:D

p.s. è un copia ed incolla, non ho bloom (preso da un noto sito americano)
 
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