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"Short Straddle"
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EFTA01387458
Dataset 10
1p
301w
Subject:
short crude vol strategy - follow-up analysis
…put together and alluded to in the meeting today. It evaluates the performance of the short crude vol strategy since Jan 131n, when we traded. As discussed, sharp moves up in oil (WTI is up 6% intraday today) are also negative to a
short straddle
strategy that is delta hedged daily, as it causes realized vol to increase, potentially beyond expectations. If one expects this environment of high realized vol to be short lived, the trade continues to make sense…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387458.pdf
EFTA01135495
Dataset 9
2015-02-03
2p
471w
Subject:
short crude vol strategy - follow-up analysis
From:
Daniel Sabba
To:
'jeffrey E.
[email protected]
>
…to in the meeting today. It evaluates the performance of the short crude vol strategy since Jan 130 . when we traded. As discussed. sharp moves up in oil (WTI m up 694, intraday today) are also negative to a
short straddle
strategy Mat m delta hedged daily. as It causes realized vol to increase. potentially beyond expectations. If one expects this environment of high realized vol to be short lived. the trade continues to make sense. If one expects rt…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01135495.pdf
EFTA01368556
Dataset 10
2015-02-03
1p
344w
Subject:
Fw: short crude vol strategy - follow-up analysis [I]
From:
Paul Mor
To:
Stewart 0ldfield
…together and alluded to in the meeting today. It evaluates the performance of the short crude vol strategy since Jan 13'n, when we traded. As discussed, sharp moves up in oil (WTI is up 6% intraday today) are also negative to a
short straddle
strategy that is delta hedged daily, as it causes realized vol to increase, potentially beyond expectations. If one expects this environment of high realized vol to be short lived, the trade continues to make sense…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01368556.pdf
EFTA01456649
Dataset 10
2015-02-05
1p
373w
Subject:
RE: short crude vol strategy - follow-up analysis
From:
Daniel Sabba
To:
'Jeffrey E.'
…analysis Classification: Public Jeffrey, Per my previous email, WTI moved down over 8% on Wednesday and up 7% on Tuesday. As discussed at our meeting, this level of high realized volatility is very negative to a
short straddle
with daily delta hedging strategy. We refreshed the analysis below to include the Tuesday's and Wednesday's moves. We would like to point out this trade has moved over 10% down, and ask you on whether you continue to want to…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456649.pdf
EFTA01387457
Dataset 10
2015-02-05
1p
333w
Subject:
Fw: short crude vol strategy - follow-up analysis (I)
From:
Paul Morris
To:
Stewart 0ldfield I
…analysis Classification: Public Jeffrey, Per my previous email, WTI moved down over 8% on Wednesday and up 7% on Tuesday. As discussed at our meeting, this level of high realized volatility is very negative to a
short straddle
with daily delta hedging strategy. We refreshed the analysis below to include the Tuesday's and Wednesday's moves. We would like to point out this trade has moved over 10% down, and ask you on whether you continue to want to…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387457.pdf
EFTA01400497
Dataset 10
2015-02-05
5p
968w
Subject:
Fw: short crude vol strate y - follow-up analysis [I]
From:
Paul Morris
To:
Stewart Oldfield ‹ >
…WTI moved down over 8% on Wednesday and up 7% on Tuesday. As discussed at our meeting, this level of high realized volatility is very negative to a
short straddle
with daily delta hedging strategy. We refreshed the analysis below to include the Tuesday's and Wednesday's moves. We would like to point out this trade has moved over 10% down, and ask you on whether you continue to want to hold it. Trade date: 13-Jan EFTA01400498 Valuation…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01400497.pdf
EFTA01412946
Dataset 10
2015-02-03
2p
307w
Subject:
Fw: short crude vol strate y - follow-up analysis [I]
From:
Paul Morris
To:
Stewart Oldfield ‹ >
…put together and alluded to in the meeting today. It evaluates the performance of the short crude vol strategy since Jan 13th, when we traded. As discussed, sharp moves up in oil (WTI is up 6% intraday today) are also negative to a
short straddle
strategy that is delta hedged daily, as it causes realized vol to increase, potentially beyond expectations. If one expects this environment of high realized vol to be short lived, the trade continues to make sense…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01412946.pdf
EFTA01435326
Dataset 10
2015-02-05
3p
558w
Subject:
Fw: short crude vol strate y - follow-up analysis [I]
From:
Paul Morris
To:
Stewart Oldfield ‹ >
…WTI moved down over 8% on Wednesday and up 7% on Tuesday. As discussed at our meeting, this level of high realized volatility is very negative to a
short straddle
with daily delta hedging strategy. We refreshed the analysis below to include the Tuesday's and Wednesday's moves. We would like to point out this trade has moved over 10% down, and ask you on whether you continue to want to hold it. Trade date: 13-Jan Valuation date…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01435326.pdf
EFTA01472193
Dataset 10
2015-02-09
5p
979w
Subject:
RE: short crude vol strate y - follow-up analysis
From:
Paul Morris
To:
Daniel Sabba ‹ >
…WTI moved down over 8% on Wednesday and up 7% on Tuesday. As discussed at our meeting, this level of high realized volatility is very negative to a
short straddle
with daily delta hedging strategy. We refreshed the analysis below to include the Tuesday's and Wednesday's moves. We would like to point out this trade has moved over 10% down, and ask you on whether you continue to want to hold it. Trade date: 13-Jan Valuation date…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472193.pdf
EFTA01357462
Dataset 10
2015-02-03
1p
416w
Subject:
RE: short crude vol strategy - follow-up analysis
To:
jeffrey E.'
…analysis Classification: Public Jeffrey, Per my previous email, WTI moved down over 8% on Wednesday and up 7% on Tuesday. As discussed at our meeting, this level of high realized volatility is very negative to a
short straddle
with daily delta hedging strategy. We refreshed the analysis below to include the Tuesday's and Wednesday's moves. We would like to point out this trade has moved over 10% down, and ask you on whether you continue to want to…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01357462.pdf
EFTA01191407
Dataset 9
2015-02-05
3p
1,180w
Subject:
RE: short crude vol strategy - follow-up analysis
From:
Daniel Sabba.a
To:
-Jeffrey E." cijeevacationgmail.com>
…WTI moved down over 8% on Wednesday and up 7% on Tuesday. As discussed at our meeting, this level of high realized volatility is very negative to a
short straddle
with daily delta hedging strategy. We refreshed the analysis below to include the Tuesday's and Wednesday's moves. We would like to point out this trade has moved over 10% down, and ask you on whether you continue to want to hold it. Trade date: 13-3an Valuation date…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01191407.pdf
EFTA01456612
Dataset 10
1p
440w
Per my previous email, WTI moved down over 8% on Wednesday and up 7% on Tuesday. As discussed at our meeting, this level of high realized volatility is very negative to a
short straddle
with daily delta hedging strategy. We refreshed the analysis below to include the Tuesday's and Wednesday's moves. We would like to point out this trade has moved over 10% down, and ask you on whether you continue to want to hold it. Trade date…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456612.pdf
EFTA01456650
Dataset 10
1p
321w
…together and alluded to in the meeting today. It evaluates the performance of the short crude vol strategy since Jan 13'n, when we traded. As discussed, sharp moves up in oil (WTI is up 6% intraday today) are also negative to a
short straddle
strategy that is delta hedged daily, as it causes realized vol to increase, potentially beyond expectations. If one expects this environment of high realized vol to be short lived, the trade continues to make sense…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456650.pdf
EFTA00875633
Dataset 9
2013-02-10
7p
814w
From:
Jeffrey Epstein <
[email protected]
>
To:
Jeffrey Epstein <
[email protected]
>
…Write 73. Ratio Spread 74. Reverse Calendar Spread 75. Reverse Conversion 76. Roll Down 77. Roll Forward 78. Roll Up 79. Seagull Option 80. Sell To Open 81. Series 4 82. Short Leg 83.
Short Straddle
84. Straddle 85. Strangle 86. wing Option 87. Synthetic Dividend 88. Variable Ratio Write 89. VIX Option 90. Writing An Option 91. Zomma R EFTA00875636 Sign Up For Term of the Day! Enter your email here... Try Our Stock Simulator! Test your trading skills!…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00875633.pdf
Corpus: 1990-03-17 – 2025-12-01
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14 total
Set 9
3
Set 10
11