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  1. Low Risk/High Reward (60%+ per Year) Calendar Spread

    I agree, legging into the spread will cause additional risks, which may not be necessary for the success of this strategy... Walt
    Post by: jones247, Jul 15, 2008 in forum: Options

  2. Low Risk/High Reward (60%+ per Year) Calendar Spread

    I'm looking for the IV to increase, as I selected options with a lower HV than IV. The bigger issue is theta working in my favor. I may consider...
    Post by: jones247, Jul 15, 2008 in forum: Options

  3. Low Risk/High Reward (60%+ per Year) Calendar Spread

    I believe the volatility crush after earnings sometimes provide an ideal circumstance for entering the calendar spread. This would increase the...
    Post by: jones247, Jul 14, 2008 in forum: Options

  4. Low Risk/High Reward (60%+ per Year) Calendar Spread

    I can't argue with the fact that a ratio calendar spread would favorably impact gamma... I'll certainly try to get a better grasp on the...
    Post by: jones247, Jul 14, 2008 in forum: Options

  5. Low Risk/High Reward (60%+ per Year) Calendar Spread

    Your point on vega impact is well taken; however, I'm afraid of losing my delta neutrality, although I can hedge it against buying/selling the...
    Post by: jones247, Jul 14, 2008 in forum: Options

  6. Low Risk/High Reward (60%+ per Year) Calendar Spread

    Hi Div Arb, I intend to dynamically hedge and close the spread once my profit thresholds are met. I'm considering a leg-in/average-in method...
    Post by: jones247, Jul 14, 2008 in forum: Options

  7. Low Risk/High Reward (60%+ per Year) Calendar Spread

    Blackjack & dmo, Thanks for your input... regarding blackjack's concern about an increase in IV, I think dmo addressed it perfectly. This...
    Post by: jones247, Jul 14, 2008 in forum: Options

  8. Low Risk/High Reward (60%+ per Year) Calendar Spread

    Hi OddTrader, Please be reminded that the returns I mentioned were Returns on Investment, not Returns on Assets. Also, the 20% - 40% per month...
    Post by: jones247, Jul 14, 2008 in forum: Options

  9. Low Risk/High Reward (60%+ per Year) Calendar Spread

    I'm sorry cdowis, But I don't think adding vertical calls ITM would benefit this strategy. Although it may bring in more profits, it also...
    Post by: jones247, Jul 14, 2008 in forum: Options

  10. Low Risk/High Reward (60%+ per Year) Calendar Spread

    Thanks IV Trader, any thoughts or warnings... Walt
    Post by: jones247, Jul 14, 2008 in forum: Options

  11. Low Risk/High Reward (60%+ per Year) Calendar Spread

    I must admit that I feel a little selfish, but I'm compelled to share my strategy for the following three reasons: (1) I've benefited from some of...
    Thread by: jones247, Jul 14, 2008, 41 replies, in forum: Options

  12. Calendar Spread prior to earnings

    Perhaps I should start a new thread dedicated to long term or leap calendar spreads. Given that this could provide a 60% ROI, I'm surprised there...
    Post by: jones247, Jul 14, 2008 in forum: Options

  13. Calendar Spread prior to earnings

    Hi Steve, thanks for responding; however, I'm not planning on a diagonal calendar spread, but a horizontal calendar spread - long term or leap...
    Post by: jones247, Jul 13, 2008 in forum: Options

  14. Calendar Spread prior to earnings

    Thanks, I was only familiar with HV... any thoughts on the long term or leap calendar spread concept??? As much as ET is renown for...
    Post by: jones247, Jul 13, 2008 in forum: Options

  15. Calendar Spread prior to earnings

    Thanks for your response IV Trader, What are your thoughts on the concept of long term or leap calendar spreads? For example, selling a Dec 08...
    Post by: jones247, Jul 13, 2008 in forum: Options

  16. Calendar Spread prior to earnings

    thanks Steve... Have you entered into leap or long term calendar spreads before? Looking at the theta impact of how the spreads diverge over a...
    Post by: jones247, Jul 13, 2008 in forum: Options

  17. Calendar Spread prior to earnings

    leap or long term calendar spreads anyone??? Also, your views on entering a reverse calendar strangle swap on high IV stocks right before...
    Post by: jones247, Jul 13, 2008 in forum: Options

  18. Calendar Spread prior to earnings

    Does anyone have experience with leap or long term calendar spreads? The only drawbacks I observed was the reduced liquidity and the bid/ask...
    Post by: jones247, Jul 12, 2008 in forum: Options

  19. IB API Programmers

    thanks for the advise guys... Walt
    Post by: jones247, Jul 12, 2008 in forum: Automated Trading

  20. Andy's Spread Trading Journal

    I'm sorry Andy, but I don't have the details any longer, but it was a crude oil spread between June & August. However, hopefully you can help...
    Post by: jones247, Jul 11, 2008 in forum: Journals
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