Discover and read the best of Twitter Threads about #OptionTrading

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#OptionSymposium 4-5 Jan, 2020 at Bombay Stock Exchange. @quantsappsocial announces OptionSymposium 2.0. Option Symposium was the first event ever in the country to bring together a large option focused trading community. After the success of the last event where Traders, (1/n)
Prop Books, Analysts, Media Anchors, Brokers, Family offices, Advisory firms etc. came together in large numbers to share their knowledge & wisdom, we are again encouraged to bring together the version 2.0 with all our learning’s in-built. (2/n)
#ThoughtTheme it’s our responsibility to give our best in getting the right knowledge & after doing some genuine hard work & meeting 80-90 #OptionTrading giants Nationally / Internationally, we have shortlisted speakers where our team itself would love to sit in audience (3/n)
Read 7 tweets
Sharing but knowledge about VIX.

VIX Index levels-

1. Ultra Low <12.5
2. Low 12.5 to 15
3. Medium 15 to 17.5
4. Normal 17.5 to 20
5. High 20 to 25
6. Ultra high 25+

(1/n) #optiontrading
Let’s look at the Short straddle success rate relative to the VIX Index Levels.

61% , 72% , 52% , 47% , 65% and 78% Respectively for mentions above VIX Level Range @ Entry time

(2/n)
How much did the straddle collects as a percentage of the stock price ?

2.2% , 2.7% ,3.3% ,3.7% , 4.5% and 6.7% Respectively as per VIX Level at entry time.
When option prices are cheaper, The VIX Index is lower since the VIX measures 30D options on INDEX

(3/n)
Read 7 tweets

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