/biz/ - Business & Finance

>>19958862
I'm selling high vol options along the smile/skew, 13.5 calls and 10.5 puts. And I'm trading the stock/other options to stay delta neutral so if the stock moves against me, it won't matter. I'm betting vol on AAL goes down.

>>18736079
basically your profits are going to flatten down, on that graph the white would become pink, pink becomes red, red becomes dark red etc, and light green becomes new white, old green becomes new faint green, etc etc

its riskier than that table implys, save that chart as a *.png again tomorrow, then again the next day, and again next week, and see if the prices still match (they absolutely wont)

thats a 2 variable graph attempting to show the outcomes of +4 dynamic variables