Discover and read the best of Twitter Threads about #Vega

Most recents (8)

☄ ¡YA ESTÁ AQUÍ LA LLUVIA DE ESTRELLAS #LÍRIDAS! ☄

Abro hilo con unos pocos consejos para observarla.
⬇️⬇️⬇️ ImageImage
📆El máximo de intensidad de esta lluvia de meteoros, será la noche entre los días 22 y 23 de abril. Aunque podréis disfrutar de las Líridas hasta aproximadamente el 26 de abril.
😱Podréis ver hasta 20 meteoros, o estrellas fugaces, cada hora. No son demasiados, pero esta lluvia de estrellas se caracteriza porque se pueden ver #bólidos, meteoros muy brillantes, llamados en este caso "bolas de fuego Líridas".
Read 11 tweets
1/ One of the essential factors I was interested to learn how to trade in options was implied volatility.

So in this thread, I went through important points that I found + how IV is being implemented in #Defi 🕳️ :
2/ #Impliedvolatility is a probabilistic calculation for how much the market is expecting a certain asset to vary in price, e.g supply/demand factor :

- IV high > options Demand high > expecting volatility
- IV low > options supply high > expecting neutral / slow deviations
3/ #Vega is the first derivative of the option value with respect to the volatility.
And it is a great indicator that helps us understand IV effects over options prices by measuring how the price variates if the implied volatility changed by 1%. = S.sqr(t).N’(d1)
Read 10 tweets
hou je niet van mishandelde dieren, n gemangeld klimaat en brandende asbest op de snelweg?
#eetmeervega #trekkertuig #koopFDFvrij

dan hier n nieuw draadje met makkelijke #vega-recepten! vaak goedkoper en gezonder 👍

komtie: 1/*
#vega-receptendraadje 2/*
#eetmeervega #trekkertuig #koopFDFvrij

GLAMORGAN SAUSSAGES
(oud welsh recept want vroeger was vlees duur en tijdens de oorlog schaars)

en tis lekker 😋

recept: @KarenBurnsBooth ImageImageImage
#vega-receptendraadje 3/*
#eetmeervega #trekkertuig #koopFDFvrij

POMPOENSTOOF
eigenlijk boeien details weinig als je maar pompoen in stukkies in n grote pan doet en tomaat erbij voor t vocht en dan gaar laten worden met kruiden.

ik doe vaak koude zachte geitenkaas erbij hmm 😋 ImageImageImage
Read 15 tweets
Las lomadas y barrancas fueron valles fluviales, con ondulaciones suaves, en un terreno que erosionó el agua.
De N a S: #Medrano, #Vega, #Maldonado, Tercero del Medio y del Sur: huellas de los cursos que desembocan en el Río de la Plata, hoy entubados.
lanacion.com.ar/buenos-aires/l…
"Los bordes de cada cuenca están delimitados por las máximas alturas porteñas.
Se perciben, por ejemplo, yendo por la Avenida Directorio, a la altura de San Pedrito o de Carabobo, donde se describen distintas lomas."
"Sabemos que las alturas del Lezama delimitaban a los arroyos Tercero sur y del Medio; junto a las alturas de Plaza San Martín, también el Tercero del Medio; la barranca de la Plaza Mitre marcaba al Maldonado y el Vega; el punto más alto queda en Devoto, demarcando al Maldonado."
Read 5 tweets
(1) So let me try to write something down on #options, more specifically #LEAPs (Long-term options).

Options?

Options give you the 𝗿𝗶𝗴𝗵𝘁 to buy (call) or sell (put) an underlying asset (= stock/ETF) at a fixed price (= strike price) up to a spec. date (= exp. date).
(2) Premium.

Ofc. options aren't free. You'll have to pay a premium for this right. Important to keep in mind is the multiplier, which often equals to 100 (every option covers 100 of the underlying shares).

𝗣𝗿𝗶𝗰𝗲 𝗽𝗲𝗿 𝗼𝗽𝘁𝗶𝗼𝗻 = 𝗽𝗿𝗲𝗺𝗶𝘂𝗺 * 𝟭𝟬𝟬 (+ 𝗰𝗼𝘀𝘁𝘀)
(3) Pricing
Options pricing is determined by the four greeks (separate thread in the future). Important to take into account is that options will be more expensive if:
1. Your expiration date if further out (#theta).
2. The closer the strike price lies near the asset (#delta)
Read 13 tweets
Decent Week. Decent Gains. Sharing my #Banknifty strategy for learning purpose. The below positions and P&L are only for reference. Actual trades were done in my account, but would not share actual P&L Screenshots here.
2. What you see here is a Double Calendar Spread modified to follow trend of the market. If the market is non-trending and stays within 0.5 sigma (standard deviation), it gains due to positive #theta or time-decay. If the market is trending on one side, #gamma gets active.
3. I should have captured initial #Greek positions also, that would have given a good perspective on how the strategy was planned. Will do it next time.
Read 9 tweets
#Straddles vs #Strangles ( Sell only )

These are the most common #Options strategies when one would start with #OptionsTrading.

Let’s understand from a broader perspective what’s the difference between these two.
Would not like to discuss the construction difference between them if you don’t know stop trading #options

#Straddles

You get higher premium so pnl would be higher compared to #strangles

But from where are you getting higher premiums is that your selling 0.5 #delta.
So probability of one going wrong is always 50% so to simply put one side is goin to get stuck in a #straddle but then market tends to #flucuate a lot so there is always the case of #meanreversion if you have selected the #strike rightly.
Read 14 tweets
#Option #Greeks Simplified

#Options are definitely more complicated than equity or futures.

Their prices don’t just go up and down.

They also fluctuate based on things like #time, #implied #volatility and #underlying stock movements.
#Options #Greeks Are Simply Mathematical Shortforms

Most of you would remember from school that mathematical formulas sometimes were #Greek letters like Pi and #Delta. The same is true for options.

Don’t let them overwhelm you or scare you.
They’re simply #mathematical words to explain some very basic principles.

#Greeks Describe the Behavior of #Individual #Options

Each #greek can help predict how it will behave under different circumstances and how options prices would change.
Read 22 tweets

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