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Go away, pathetic attentionwhore troll. I'm not wasting a single more word on you.
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Sell Buyback Contract full name Maturity Type Strike B.E Lev. Imp vol Open interest
0,00015 0,00009 140930-CALL-0.0200 30.9.2014 CALL 0,02000 0,02012 3409 % 300 %
0,00055 0,00037 140930-CALL-0.0100 30.9.2014 CALL 0,01000 0,01046 889 % 300 % [s]5000[/s] bought back
0,00077 0,00053 140930-CALL-0.0080 30.9.2014 CALL 0,00800 0,00865 631 % 300 %
0,00111 0,00079 140930-CALL-0.0060 30.9.2014 CALL 0,00600 0,00695 432 % 300 %
0,00136 0,00098 140930-CALL-0.0050 30.9.2014 CALL 0,00500 0,00617 351 % 300 %
0,00179 0,00131 140930-CALL-0.0040 30.9.2014 CALL 0,00400 0,00555 265 % 320 %
0,00229 0,00170 140930-CALL-0.0030 30.9.2014 CALL 0,00300 0,00500 205 % 340 %
0,00120 0,00086 140930-PUT-0.0045 30.9.2014 PUT 0,00450 0,00347 397 % 160 %
0,00085 0,00059 140930-PUT-0.0040 30.9.2014 PUT 0,00400 0,00328 569 % 160 %
0,00055 0,00037 140930-PUT-0.0035 30.9.2014 PUT 0,00350 0,00304 891 % 160 %
0,00032 0,00020 140930-PUT-0.0030 30.9.2014 PUT 0,00300 0,00274 1587 % 160 %
0,00015 0,00009 140930-PUT-0.0025 30.9.2014 PUT 0,00250 0,00238 3436 % 160 %
0,00046 0,00030 141031-CALL-0.0200 31.10.2014 CALL 0,02000 0,02038 1068 % 280 %
0,00103 0,00072 141031-CALL-0.0100 31.10.2014 CALL 0,01000 0,01088 468 % 280 % 5000
0,00127 0,00091 141031-CALL-0.0080 31.10.2014 CALL 0,00800 0,00909 377 % 280 %
0,00160 0,00117 141031-CALL-0.0060 31.10.2014 CALL 0,00600 0,00739 296 % 280 %
0,00183 0,00134 141031-CALL-0.0050 31.10.2014 CALL 0,00500 0,00659 258 % 280 %
0,00224 0,00167 141031-CALL-0.0040 31.10.2014 CALL 0,00400 0,00595 210 % 300 %
0,00269 0,00202 141031-CALL-0.0030 31.10.2014 CALL 0,00300 0,00536 174 % 320 %
0,00155 0,00113 141031-PUT-0.0045 31.10.2014 PUT 0,00450 0,00316 306 % 160 %
0,00118 0,00084 141031-PUT-0.0040 31.10.2014 PUT 0,00400 0,00299 405 % 160 %
0,00085 0,00059 141031-PUT-0.0035 31.10.2014 PUT 0,00350 0,00278 567 % 160 %
0,00057 0,00038 141031-PUT-0.0030 31.10.2014 PUT 0,00300 0,00252 861 % 160 %
0,00034 0,00021 141031-PUT-0.0025 31.10.2014 PUT 0,00250 0,00222 1475 % 160 %
0,00069 0,00047 141130-CALL-0.0200 30.11.2014 CALL 0,02000 0,02058 709 % 260 %
0,00130 0,00093 141130-CALL-0.0100 30.11.2014 CALL 0,01000 0,01112 368 % 260 %
0,00154 0,00112 141130-CALL-0.0080 30.11.2014 CALL 0,00800 0,00933 309 % 260 %
0,00186 0,00137 141130-CALL-0.0060 30.11.2014 CALL 0,00600 0,00761 254 % 260 %
0,00207 0,00153 141130-CALL-0.0050 30.11.2014 CALL 0,00500 0,00680 227 % 260 %
0,00248 0,00185 141130-CALL-0.0040 30.11.2014 CALL 0,00400 0,00617 189 % 280 %
0,00291 0,00219 141130-CALL-0.0030 30.11.2014 CALL 0,00300 0,00555 161 % 300 %
0,00180 0,00132 141130-PUT-0.0045 30.11.2014 PUT 0,00450 0,00294 262 % 160 %
0,00142 0,00103 141130-PUT-0.0040 30.11.2014 PUT 0,00400 0,00277 334 % 160 %
0,00108 0,00076 141130-PUT-0.0035 30.11.2014 PUT 0,00350 0,00258 446 % 160 %
0,00077 0,00053 141130-PUT-0.0030 30.11.2014 PUT 0,00300 0,00235 635 % 160 %
0,00050 0,00033 141130-PUT-0.0025 30.11.2014 PUT 0,00250 0,00209 992 % 160 %
- All prices are subject to change; if you want to buy an option, request a quote first. - Sell price is the price you can buy the option. - Buyback is the price I can buy back the option I have issued. - Breakeven, leverage and implied volatility have been calculated from the average of sell and buyback prices. - previous rules apply. Note that buyback is only possible if I am online and don't bitch if I quote a price less than you'd hope. Your contractual right when buying an option is to buy or sell XMR at the agreed price, the buyback is just a bonus. |
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Risto, are you able to calculate actual historical volatility from your dataset of historical trading prices of poloniex, or could someone point me to a source? Poloniex only seemed to provide more recent trade data, and I don't know how to convert the graph information into data.
I ran a quick calculation based on the exhange history (the very beginnings at OTC omitted). The average of ABS(daily vwap change) was 11.97%, and since the number of trading days per year is 365, the annual volatility is 229%. Am I correct? The using of vwap's, instead of closes, smoothens the ride, but that was all the data I had. For example the latest rally top was 0.00580, yet the vwap of the day was only 0.00505 (top was 14.9% higher). It may be that 400%+ implied volatility is a bit steep, but let's leave it to the market. If somebody wants to write at 200%, I will be a buyer  Like I told earlier, the puts are cheap. But this is based on my own calculations about support levels, trendlines and such, which almost totally disregard the event of price dropping 50% in any timeframe, whereas the price rising 100% is a near certainty based on the fundamentals, and only a question of time. The PUT-CALL disparity will hold at least in my pricing, and you are free to punish me however you see fit (luigi1111!). We already have 5000 XMR open interest, so perhaps I will continue and recalculate the prices for these options and add some 2-month ones as well. |
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This is the only non-selfmoderated thread I have (accidentally) started, for this reason the troll above can post into it and not any of the other threads. He is banned from my castle. Why he is threatening me and my guests is beyond me. Perhaps he needs a permit for living in his place and is trying to be helpful  |
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Perhaps it is good to interpret my own post because it wasn't obvious:
As with metals, the #1 is really valuable, but the #2 is only about 1/50 as valuable. Others are not even counted.
So will it be with coins, therefore do not buy coins that aim to be #3.
Makes sense. Though, if I think COIN1 and COIN2 have both 50% chances of becoming #2, it makes sense to invest half in one and half in another (while keeping most funds in #1 anyway). Exactly. What coins do you regard as having it? |
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Whats the point of these fukkin walls? Like ok bitcoin you can't go over 515 it's forbidden or it's just building pressure for the rocket?
I think the whale is trying to create some momentum, take the price down as people panic sell thinking we're resuming the bear trend, and then pump back up and get cheap coins. If someone did not trust bitcoin, he would have sold loooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo-oooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo-oooooooooooooooooooooooooooooooooooooooong time ago at a higher price. Be certain that everyone in the market now is in the business of buying, in a way or another. |
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Perhaps it is good to interpret my own post because it wasn't obvious:
As with metals, the #1 is really valuable, but the #2 is only about 1/50 as valuable. Others are not even counted.
So will it be with coins, therefore do not buy coins that aim to be #3.
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Just to make sure I am not working this out incorrectly, I make 5 contracts for 5000 XMR BTC4.10 not BTC4.20.
5000 x 0.00082 = 4.10
Still well above the cost of 1000 XMR, however.
Sorry. I misremembered the office fee at BTC0.1 instead of the 10 XMR (= BTC0.0396). Luckily this time is was included in my discount anyway. |
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With puke in my mouth from staying up this late...
...cause after swearing that I get them done until noon tomorrow, I learned that our childcare was sick and I would be serving the duty the whole day...
...I needed to do it now...
...and it is DONE! sgbett has the file, and will send the link!
(No leaderboard yet, but how about maņana??)
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There is no model I know of that can adequately accommodate such risk. The vol cannot exceed a certain amount (depending on expiration date). A call cannot be priced higher than the underlying.
I'm also not trying to "pretend" or assume anything in regards to price.
I'm only saying that, given the opportunity (i.e., an actual market), I would short combo you (+ my own long XMR of course) into oblivion (more likely until the price rose enough that you changed your put/call prices to be appropriate at the new ATM strike due to not anticipating as much upside anymore, given that the market is pretty illiquid).
I fully understand that you are supporting my initiative of creating the options market, and I understand that you are not attacking me. I also understand that if there were a two-sided efficient market, the market would price the options, and every single actor would be a price-taker. Furthermore, despite that the notional value of 5000 XMR is already traded, I did not even intend the current prices to be actual or factual. So I refuse to be offended. What you would do, could only happen in the circumstances where it could not happen.  |
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I think it has 10% chance to be #1 and 50% to be #2 in a few years.
I can't imagine a scenario were Bitcoin gets surpassed unless it is destroyed for some reason. So my question is: your "10% Monero #1" scenario implies "Bitcoin dead", or something else? Currently the scenario would be that Bitcoin becomes the government crypto, and the free world would adopt Monero. If the free world is larger than government, then it is possible that both of them flourish, even if Monero actually becomes larger. |
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I understand your logic, and to avoid any doubt, I wasn't trying to criticize your pricing as unsound, I was just curious to see what the implied volatility was. I trade equity options frequently, and it is one of the first things I look at to get a sense of option prices.
Well guess who is in the receiving end if the pricing is unsound..  And as for Black Scholes on an American option, I think for calls it is generally considered to be applicable if there are no dividends. And, in practice, since few options are exercised early, using it to approximate the implied volatility of an American put or call is common.
The high implied volatility for at-the-money CALLs, is the result of my model taking into account the observed monthly price cycle, combined with the fact that the option can be exercised early, leading to a much higher percentage of early exercise than typically observed (since this proposal of mine did not include aftermarkets, which naturally quench early exercise). |
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traded everywhere, so less chance for price fixing.
Does not follow. It does not follow as a law of nature. It follows as a reasonable speculation, though. Quite the opposite, actually. Fragmented markets are easier to manipulate. |
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traded everywhere, so less chance for price fixing.
Does not follow. |
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OK I will be the first to take the risk of losing 1000 XMR by placing a call order. I want to use 1000 XMR of my own and place a call on XMR/BTC reaching 0.01 before 31st of September. You are giving away money rpietila. OK, you want to invest 1000 XMR in the option premium I presume. That is BTC3.96. The contract 140930-CALL-0.0100 costs BTC0.00082 per XMR. 5 contracts for 5000 XMR would cost you BTC4.20. Since I am giving away money, I am willing to sell them to you for 1000 XMR. So until September 30th, you have the right, but no obligation, to buy 5000 XMR from me at 0.01. I originally did not want to start this yet before evaluating the comments and pricing, but hey, let's give it a go. If you are still serious about it, send a PM, and I will send my BTC/XMR address whichever you prefer! |
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As regards what is money, only the gold medal is worthwhile. Silver is already cheap as shit. Bronze is not even counted since 2000 years.
=> Invest only in coins that have potential to be #1, or at least, #2. Others will just die.
Do you think monero has the potential to be at least #2? I think it has 10% chance to be #1 and 50% to be #2 in a few years. |
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I keep thinking Andreas Antonopoulos not talking about Monero is simply because he didn't research about it yet, for instance Or perhaps he is not done buying.. |
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As regards what is money, only the gold medal is worthwhile. Silver is already cheap as shit. Bronze is not even counted since 2000 years.
=> Invest only in coins that have potential to be #1, or at least, #2. Others will just die.
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Easy question, easy answer?
What's up with DarkCoins price? Why it is imploding? Any reasons?
Only its rise needs to have reasons. Fall is the natural consequence that it ever got off from the ground in the first place. |
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I may be dense today, but I can not find the batch download function for all trading prices, just for my trades...
Busoni mentioned that it is possible to get somehow. Perhaps via an API call... |
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