Matches for herbi*, 4182 total results Sorted by newest | relevance
Fri Feb 07 03:41:46 UTC 2014 <herbijudlestoids> pastebin!
Fri Feb 07 03:41:37 UTC 2014 <herbijudlestoids> pastebin it
Fri Feb 07 03:41:16 UTC 2014 <herbijudlestoids> i own 0.02BTC
Fri Feb 07 03:41:11 UTC 2014 <herbijudlestoids> sypher_: no
Fri Feb 07 03:41:07 UTC 2014 <herbijudlestoids> i.e. shorting a $2000 call has the same/similar payoff profile (at settlement) to long $2000 put
Fri Feb 07 03:41:06 UTC 2014 <sypher_> herbijudlestoids, nubbins`, got an account at gox?
Fri Feb 07 03:40:14 UTC 2014 <herbijudlestoids> now options have some synthetic equivalency
Fri Feb 07 03:39:23 UTC 2014 <herbijudlestoids> like i said, depends how far ITM/OTM
Fri Feb 07 03:38:52 UTC 2014 <herbijudlestoids> for example, if the option is far OTM (e.g. the price of BTCUSD is $1 and the call is for $2000) then the value of the option will consist mostly of vega and theta (which is decaying as time goes on)
Fri Feb 07 03:38:13 UTC 2014 <herbijudlestoids> depending how far ITM/OTM (in the money or out of the money) the option is depends on what the market price of the option actually consists of
Fri Feb 07 03:37:48 UTC 2014 <herbijudlestoids> some of the greeks are numeric values that you can simply calculate, like theta, which is the time value of the option.
Fri Feb 07 03:37:33 UTC 2014 <herbijudlestoids> its also forecasting vega, delta etc
Fri Feb 07 03:37:19 UTC 2014 <herbijudlestoids> the forecast isnt just for where the price of BTCUSD will be relativeto $2000 in a years time
Fri Feb 07 03:36:58 UTC 2014 <herbijudlestoids> so the market is implying, forecasting, trying to get the best price for what they think the options are worth
Fri Feb 07 03:36:32 UTC 2014 <herbijudlestoids> does that make sense? the market price of any given option might be very far away from what your model reckons it should be
Fri Feb 07 03:35:53 UTC 2014 <herbijudlestoids> the market price of the options "imply" what the market is considering the value of those greeks will be at settlement
Fri Feb 07 03:35:21 UTC 2014 <herbijudlestoids> lets stick with the example of a JAN 2015 $2000 BTCUSD CALL
Fri Feb 07 03:35:08 UTC 2014 <herbijudlestoids> now aside from all of this, there is the current market price that the options are worth
Fri Feb 07 03:34:46 UTC 2014 <herbijudlestoids> there is also some others like lambda and gamma, depending on your model
Fri Feb 07 03:34:28 UTC 2014 <herbijudlestoids> delta, vega, theta, rho