Recent content by saniflash

my guess is put holders closing their positions causing MMs to buy back their short positions, once the stock price started to rise shorts started to close their positions, adding upwards pressure

YouTube should have order(s) of magnitude more of such data

As someone working in AI since ~10 years, I can say that this is the right point of view: never underestimate exponential growth. Anyone predicting that anything in AI "is at least n years out" is thinking linearly, not geometrically. We as humans simply lack any intuition whatsoever how...

they might have been the long leg of a put spread whose short leg was assigned to the original holder, and the broker subsequently auto-exercised the long leg to prevent the account holder from a margin call / forced liquidation

None, extrinsic = time value

yes. on average, IV is the highest in the first 15minutes of trading and then declines as the trading day progresses, only to spike in the minutes prior to close. My analysis was done using ATM call options, dynamically adjusted for the underlying price each second; closest expiration; timeframe...

I *think* it's the delayed import of transaction data, such as from darkpool trades that do not need to be reported in real-time, but can be reported up to x hours later into the consolidated tape

At InteractiveBrokers with Portfolio Margin, LEAPS do give margin

I couldn't find it in a short Google / ChatGPT session but they look at, among other things, the trading range of the underlying / its volatility. More strikes and incremental strikes can and are being added over time during the lifetime of the expiration. So if TSLA goes to ATH in the next 2...

There's a policy managed by the OCC that regulates what strikes and what expirations are made available when

https://ir.tesla.com/press-release/tesla-vehicle-production-deliveries-and-date-financial-results-webcast-fourth-quarter-2023

yes you do. Also when writing Call Spreads or anything else where the funds serve as collateral only. (I've been using IBKR since ~6 years)

yes, BMW has been doing this for years

yes, BMW does for example in their factory in Dingolfing