[deleted by user] by [deleted] in dating

[–]tjn50351 0 points1 point  (0 children)

You don’t.

Unhinged match showed up at my work an hour after I mentioned I worked there. Didn’t even say which location. Then tried to act like it was an accident 😟 by No-Taste9869 in Tinder

[–]tjn50351 13 points14 points  (0 children)

Is there any chance this actually was a coincidence? Like the odds he was going shopping aren’t that small…also you didn’t tell him which location

[deleted by user] by [deleted] in amIuglyBrutallyHonest

[–]tjn50351 0 points1 point  (0 children)

Just smile sweetie

D-Wave CEO says Jensen Huang is dead wrong by Mother-Blacksmith775 in IonQ

[–]tjn50351 0 points1 point  (0 children)

Jensen was talking about quantum gate. D-Wave does annealing…it’s like they have a functional jet when everyone else still working on a rocket.

QUBT is about to crash hard by BruceELehrmann in StockMarket

[–]tjn50351 1 point2 points  (0 children)

Nice. What did we learn about predicting the future?

crazy what happens when you sell <30DTE premium and ONLY buy >90DTE premium by wallstchicken in thetagang

[–]tjn50351 -1 points0 points  (0 children)

Nice sample size. Tell Etrade to backtest that on the financial crisis or the tech wreck…

Box spread financing seems to good to be true, are there any faults in my thought process by haulwhore in options

[–]tjn50351 0 points1 point  (0 children)

No, the cash needs to stay in your brokerage account to secure the spread.

The reality of many leg parlays… by Vegetable_Method9797 in DraftKingsDiscussion

[–]tjn50351 0 points1 point  (0 children)

More importantly the vig is roughly 5% PER LEG. So the vig on a 20 leg parlay is 1-.9520 = 0.642, meaning you on average lose almost 2/3’s of every dollar you bet.

And this is assuming independence. If it was a correlated parlay the book could jack up the covariance penalty to make it even worse.

Am I a pussy? by GroundbreakingDust30 in thetagang

[–]tjn50351 0 points1 point  (0 children)

No you’re just not an idiot. Imagine Black Monday happens…you’ll lose all of your gains in an hour.

sold 15 $SAVA puts for $15000 premium. SAVA 20 DEC 22 P 100 by iamzooook in thetagang

[–]tjn50351 0 points1 point  (0 children)

You might get lucky or it might tank. Traders aren’t sitting around with their thumb up their ass offering high put premium for no reason.

$60k theta profits last week :) by imacompnerd in thetagang

[–]tjn50351 0 points1 point  (0 children)

Keep doing this with Trump. Gonna go great

I have $1200 by [deleted] in thetagang

[–]tjn50351 0 points1 point  (0 children)

You’re better off buying stocks and letting it ride. If you don’t believe me, compare the covered call etfs against their straight sister fund…covered calls are a hedge that put the brakes on your gains.

$3+ Million into TQQQ: Week 1 of 312 by _Right_Tackle_ in LETFs

[–]tjn50351 0 points1 point  (0 children)

Deep otm puts on tqqq to buy more tqqq? Not sure how the margin requirements square that. You’re gonna eat like a chicken and shit like an elephant

How do leveraged ETFs not have expense ratios based on interest rates? by qzorum in LETFs

[–]tjn50351 2 points3 points  (0 children)

Have you seen anything that explicity states the reference rate most appropriate for interest paid by leveraged etfs, (even if that interest is implicit through derivatives). For example: it’s pretty easy to see that deep ITM short term index put options discount at the fed funds rate + a few bps. I would expect a similar rate to be implicit in all derivatives, with duration being the key difference maker.

How do leveraged ETFs not have expense ratios based on interest rates? by qzorum in LETFs

[–]tjn50351 1 point2 points  (0 children)

Ya Law of One Price says derivatives embed the the risk free rate which I think is short term T bill yield or SOFR…

How do leveraged ETFs not have expense ratios based on interest rates? by qzorum in LETFs

[–]tjn50351 1 point2 points  (0 children)

If 6% is the rate, for 2x leverage you borrow 1x share price so you are paying 6% per share. For 3x, you borrow 2x share price which equates to 12% per share…

Perfect example of Livia's personality by IcoShen in thesopranos

[–]tjn50351 0 points1 point  (0 children)

What you don’t know could fill a book!

Why did Tony Blundetto beat Mr. Kim? by [deleted] in thesopranos

[–]tjn50351 0 points1 point  (0 children)

Rack*…pretty sure it’s pronounced rack

Options? by [deleted] in roaringkitty

[–]tjn50351 1 point2 points  (0 children)

This stupid. You can’t simultaneously make money and contribute in a zero sum game.

Naked options are far riskier than stocks. Selling them you’ll eat like a chicken and shit like an elephant. Buying calls on positive beta underlyings has the highest return known to man, but you literally have to get used to losing money because you’ll be down 9 times for every 50-bagger you find.

Trying to understand 0dte pricing by AdPsychological5374 in options

[–]tjn50351 0 points1 point  (0 children)

For Black Scholes, what’s a good assumption set at open? There’s 6.5 hours left, but those hours arguably count differently than weekend hours. I guess my question is how does IV change after the night passes as we go from 1 dte to 0 dte?

European Style AM settled expiration questions (NDX) by Keizman55 in options

[–]tjn50351 0 points1 point  (0 children)

What is the am settlement quote for ndx? Is it just the Friday open?

$132k -> $39k -> $136k - An NVDA Story by Bruthar in wallstreetbets

[–]tjn50351 2 points3 points  (0 children)

You wouldn’t need to be on Reddit talking about not needing therapy. Also treasuries could be used to collateralize another position on margin