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  1. FCS - Put Buyer Breaks Vol Term-Structure

    What I was hinting at was that a retail account will have to pay less margin on this.
    Post by: livevol_ophir, Nov 12, 2010 in forum: Options

  2. FCS - Put Buyer Breaks Vol Term-Structure

    FCS is trading $12.38, up 2.3% with IV30™ up 9.3%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 12, 2010, 2 replies, in forum: Options

  3. DFS - Call Skew Goes Bid on Takeover Rumors

    DFS is trading $18.84, up 0.6% with IV30™ popping up 11.1%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 11, 2010, 0 replies, in forum: Options

  4. THOR - Severe Skew Bend Yields Vol Scalp

    fair enough. just trying to get the discussion started.
    Post by: livevol_ophir, Nov 10, 2010 in forum: Options

  5. YHOO - Takeover Rumors Push Vol and Skew

    YHOO is trading $16.97, up 3.2% with IV30™ up 15.9% on takeover spec... again. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a>...
    Thread by: livevol_ophir, Nov 9, 2010, 0 replies, in forum: Options

  6. LPS - Elevated Vol; Two Week Trade

    LPS is trading $30.75, with IV30™ down 4.0%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 9, 2010, 0 replies, in forum: Options

  7. APOL - Calendar Spread in Play After Earnings Collapse

    Thanks for the note. The vols are mid-market, but I try to adjust slightly for doing the trades inside NBBO (i.e. I report vols slightly worse...
    Post by: livevol_ophir, Nov 8, 2010 in forum: Options

  8. THOR - Severe Skew Bend Yields Vol Scalp

    THOR is trading $32.88, down 0.9% with IV30™ up 3.3%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 8, 2010, 4 replies, in forum: Options

  9. APOL - Calendar Spread in Play After Earnings Collapse

    APOL is trading $36.34, up 1.7% with IV30™ down 1.8%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 8, 2010, 2 replies, in forum: Options

  10. BDX - Delta and Vol Bet After Earnings Pop

    BDX closed at $77.54 on Friday, down 0.9%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is below. <img...
    Thread by: livevol_ophir, Nov 8, 2010, 0 replies, in forum: Options

  11. SPY - Calculating Edge in SPY Option Spreads

    exactly...
    Post by: livevol_ophir, Nov 7, 2010 in forum: Options

  12. SPY - Calculating Edge in SPY Option Spreads

    As I see it, this trade is priced to fair value. So it's worth ~ $0.30 in expected value.
    Post by: livevol_ophir, Nov 5, 2010 in forum: Options

  13. SPY - Calculating Edge in SPY Option Spreads

    SPY is trading $122.62, up 0.3% with IV30™ down 2.9%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is below. <img...
    Thread by: livevol_ophir, Nov 5, 2010, 4 replies, in forum: Options

  14. CSIQ - Time Spread in Play

    CSIQ is trading $15.10, up 3.1% with IV30™ down 2.7%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 4, 2010, 0 replies, in forum: Options

  15. ESI - Time Spread Opportunity

    ESI is trading $61.69, down 5.4% with IV30™ up 2.6%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 3, 2010, 0 replies, in forum: Options

  16. ENTR - Time Spread in Play

    ENTR is trading $8.40, up 1.2% with IV30™ up 11.8%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 3, 2010, 0 replies, in forum: Options

  17. AET - Earnings Preview

    AET is trading $30.20, up 1.3% with IV30™ up 7.5% into earnings tomorrow before the bell. The <a href="http://www.livevol.com/">LIVEVOL™ Pro...
    Thread by: livevol_ophir, Nov 2, 2010, 0 replies, in forum: Options

  18. RAX - New High, Vol Pop, Abrupt Moves into Earnings

    RAX is trading $26.37, up 4.0% with IV30™ up 10.8%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 2, 2010, 0 replies, in forum: Options

  19. TQNT - Calls Trade After Earnings Pop

    TQNT closed at $10.06, down 2.4% yesterday. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is <a...
    Thread by: livevol_ophir, Nov 2, 2010, 0 replies, in forum: Options

  20. TZA - Market Now Prices More Downside Risk

    TZA (Small Cap Bearish) is trading $22.69, up 0.3% (up?) with IV30™ up 2.6%. The <a href="http://www.livevol.com/">LIVEVOL™ Pro Summary</a> is...
    Thread by: livevol_ophir, Nov 1, 2010, 0 replies, in forum: Options
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