VIX Options to Add Half-Point Strikes in Near-Term Expiration

VIX Options to Add Half-Point Strikes in Near-Term Expiration

The CBOE announced they are adding half-point strikes for the CBOE Volatility Index (VIX) options. The half-point strikes will be listed for the near-term expiration month and in the strike price range of 10 to 15 (i.e. 10.5, 11.5, 12.5, 13.5 and 14.5 strikes). The...
Option Position Greeks Calculator Online

Option Position Greeks Calculator Online

Dan Harvey has a spreadsheet he uses to help guide his contract sizes and manage his Weirdor trades. I extracted the option Greeks portion of it and created an online version which is at https://my.aeromir.com/go/c.option-position-greeks-calculator Here's a screen...
Starting a RUT JUN Weirdor

Starting a RUT JUN Weirdor

I started a June Weirdor/JEEP yesterday. We just moved the account I'm trading from ThinkOrSwim (TOS)to Interactive Brokers (IB) for several reasons: – Better execution and lower commissions – Opening the account through LiveVol will give access to LiveVol...

Are your Greeks correct for VIX options?

I posted in the forums about seting up OptionVue correctly to get the correct greeks for VIX options.   Jim sent me an interesting link to six figure investing's article on “Thirteen Things Your Should Know About Trading VIX Options.” Bullet point...

The Jeep Trade

Jim Riggio presented the Jeep trade at the Options Tribe this week. Here is the replay of the meeting: You can download the slides at http://cdurl.us/slides Jim Riggio created the Jeep are a modification to Dan Harvey's Weirdor. The Weirdor and Jeep are asymmetric...
OK We are just getting setup

OK We are just getting setup

What is Aeromir Corporation? We built an online community for investors and option traders with education from various experts and services to implement trading strategies via auto-trading and managed accounts. We have plans to publish weekly stock screening scans for...