DefineYourRisk
Region: US
Thursday 09 July 2026 14:04:25 GMT
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happysanta :
Pretty good content, sir. Most people won’t listen. They like easy money. So getting scammed often.
2026-08-27 03:43:25
1
PlipPlop :
your formula is wrong you either do dte/252 or dte x 0.69, not both
2026-07-16 20:36:19
0
alpha omega :
Do you trade options for a living?
2026-07-10 23:33:55
2
Justin :
What’s the shortest dte you’ll take a trade on?
2026-07-09 20:56:53
0
Mike Jones :
Thinkorswim does this for you
2026-07-09 23:42:47
1
Michael :
Is this historically relatively accurate ?
2026-08-18 02:07:36
0
richy :
Been using this for when I sell options actually , 1 SD move is good enough for stock you want to own , along with it being rich in IV > HV or RV
2026-07-09 15:24:04
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Motivation+Mindset+Quotes :
thank you
2026-07-10 13:30:32
0
Gursimrat :
You can use atr indicators too
2026-07-10 01:33:29
0
woahhhwoahnow :
1.252 days already excludes weekends 2. Std dev is not the expected move, the mean is
2026-07-19 01:22:35
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Tom :
could simply be: expected move = ATM call mid + ATM put mid
2026-07-09 16:50:38
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Abdrushin :
F followed this man immectively
2026-08-05 18:35:04
0
BigJim :
Or you just go to barchart.com and look it up 🤣
2026-07-10 14:04:23
0
🏚 Pat Tanner 🏚 :
I just have Claude pull the straddle per dte 🙂
2026-07-09 20:31:37
0
Ryan Andrew K :
IV x sqrt(T) is the expected terminal log-return standard deviation guys. That’s not an expected return because standard deviation is both ways. (You can convert by sqrt(2/pi). A unit analysis would tell you it’s not even in the right units. Lots of pros don’t know what the fk they’re doing and just looking to sell you a product or course. If you’re smart enough to be reading this, take it from a 1 in a 20 million financial pro that’s made hundreds of millions of dollars for clients over the years. Don’t mess with options, generally but especially as a swing or day trader. Theres no such thing as a free lunch of more upside with less downside nor anything exotic and special about options other than it’ll be a more contorted way to deceive yourself into pretending your trading and over trading is anything but gambling. Also if you are going to use sqrt(T) for scaling, know that if you use a tenor outside what it’s priced for, you’re going to have offage because of autocorrelation, skew, and volt clustering. And if you’ve made it this far— stop wasting your time on gambler-bozoism. The real “alpha” is in solving operational problems that are harder to formalize. If you think some 1960s-1990s insights into options and having a python/polars/c++ calculator/dashboard based on beromi and natenburg with a lot of trading hours and journaling is going to get you to the promised land, I’ll save you the dent to your savings and ego up front. You’re naive! It doesn’t exist not with ML slapped on, not with AI slapped on. The trading friction guarantees you’ll be a loser. Options as securities have very boring, narrow, legitimate uses and I did use them for ultra high net worth individuals on the side. But the real alpha is in doing what you’re good at, building brand, creating delight, reducing pain points, seeing pain points others don’t see. Generally, day trading and swing trading, TA, options trading, options day trading are for degen losers. The earlier you figure that out the better it is for you. I could be monetizing all of you but I don’t because it’s not good juju. I could write a book on exotics, trading dispersion, start a discord touting VECM or SABR etc but,no.
2026-08-15 01:54:32
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Andy :
You know where to put your formula
2026-08-09 19:52:07
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TommyGold77 :
😁😁😁
2026-07-10 01:59:04
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