looks like we are back to almost normal pre report vols levels for July season.
No go on CRWD. It's needed a > 4$ credit on 480 put; not going to happen. Next!
Thanks B; I thought I checked it out...missed it somehow Now short calendar looks good, imo- Long 6/6, short 6/13. Need 5% up or down report...
I cannot figure out CRWD. Reporting (apparently) this week but still no confirmation. IF stock's report date is this week, then 6/6 vs. 6/20...
yes, 1x2 when long and 1x1 when short
I do both long AND short Calendars (pre-event vs. post-event), but I would never place a Long Calendar with front to back vols ratio of 42%...
I love these trades but not finding a lot of them. And I usually use 1:2 ratio. About ADBE trade. You are shorting 26 pre report vols and long 50...
works very well so far. Had a best qtr (5.5 weeks) thanks for UNH.
Agree that ADBE is a great candidate (no position yet). What exactly is your position, if you don't mind answering?
GAP- went long 27.5 straddle at 12.4% Implied, closed at 12.7% + scalping profits. Made 40 cents per straddle; not bad for low nominal stock. I...
Yet another very "low" Implied value...printing 7.0% (my calcs) vs. lowest of 9.5% in the last 5 qtrs I am closing all my positions before...
Low- 930 on the ask High-970 on the bid So far this morning...
9.45 (mid) on 135 straddle is solid 7%, not 6.3%, right? And yes, 8.00% is a fair price based on latest history.
200 straddles? Respect! Are you going to hold it overnight into the earnings? The big move in NVDA a year ago is skewing on my after-report ABS...
SVOL? :)
true, but NOT in the season. Vols (SPX, etc) hit the pick on 4/8, and then crashed almost every day. By the time my candidates started to report...
sorry, yes, on average
stock moved 5.2% up or down
Not completely over yet, but so far, a very interesting result... I have a universe of about 200 stocks. For years, the Implied Straddle to ABS...
Maybe SVOL tread will go the same way as my BOXX :) Not so positive replies at first, but I believe BOXX became a popular ETF, at least for now....
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