short sellingWe use novel intraday data to examine signed option volume and short selling trading predictability. Our evidence suggests signed option to stock volume ratiosBergsma, KelleyFodor, AndySingal, VijayTayal, JitendraSocial Science Electronic Publishing...
What is the riskiest option strategy? The riskiest of all option strategies isselling call options against a stock that you do not own. This transaction is referred to as selling uncovered calls or writing naked calls. The only benefit you can gain from this strategy is the amount of the pr...
While $SPX had probed below there intraday, it was above 5870 by the close of trading. So, there is strong support... Read More » Dec, 24, 2024 Larry McMillan Stock Market Update Video 12/23/2024 By Lawrence G. McMillanJoin Larry McMillan as he discusses the current state of the ...
January 3, 2025 Investing Strategy Notes, Stock Market Outlook, Trade Alerts and Ideas For FullyInformed Members the morning Investing Strategy Notes for Fri Jan 3 2025 review Thursday's selling and comments on the outlook for January. Stocks discussed ... Stock Market Outlook for Fri Jan 3 20...
StrategyAveragePayoffcorrelationcoefficientisonly52%.Thebuydispersionstrategyisalsosignificantly SellCorrelation6.6%negativelycorrelatedtothevarianceswapsellingstrategy(-53.3%correlation).This BuyDispersion-1.7%confirmsthesignificantexposuretovariancegainedfromthedispersionstrategy. Source–Bloomberg,MergentandBNPParibasThe3M...
>> My objective for writing this is to know whether any hedging or positional trade is in existence to earn an equivalent income or more compared to intraday option buying & that also with minimum investment & higher return. No, there is no such strategy. ...
>> My objective for writing this is to know whether any hedging or positional trade is in existence to earn an equivalent income or more compared to intraday option buying & that also with minimum investment & higher return. No, there is no such strategy. ...
For nifty future, themargin requiredto take a position is just 8%. Compared to stock futures required an average 13% of margin is to take positions. Some brokers offer a trade in nifty future with just Rs.5000 margin for intraday positions. Check here toopen a trading account. ...
For each strategy, we measure the long-run cumulative price impact of the individual option trades and the portfolio trades, where the price impacts are netted or amplified. Specifically, we transform the option trades to delta and vega flows (columns (6) and (7)), which affect the ...
When selling options, the loss depends on the type of contract (call or put) and the strategy used. The maximum profit potential for a short option is the initial credit received when the position is opened. If an option is in-the-money as it approaches expiration, the option writer will...