It was a hair > 5 on Monday, but now its a bit below on the mid (1120 strike).
that's the point...I am looking at 1/24 weeklies...stupid cheap, IF confirmed.
The ATM straddle is once again stupid cheapâ¦only 4.8% with almost a month to go. But the date is not confirmed yetâ¦errrrr.
Remember when options were trading until 4:01 while some volatile stocks were reporting at 4:00 ? I did few of these arbs before they moved the...
There are no âvolatile stocksâ per seâ¦everything is relative to premium. I made a small home run on WMT going long strangles a week ago....
yep- a perfect trade
earning trade on DECK. http://finance.yahoo.com/news/unusual-earnings-play-deckers-161226092.html
I think there is a slight "edge" in short the straddles/long the strangles with deltas < 0.20 Not with 1:1 ratio Need a bit of vola ramp ,...
you should write a book Mav you really should
how the short sellers do this week ?
I am not sufficient in VBA , so I build an excel sheet by inserting B&S in every row :) Primitive, but its working for me
Anyone (who was short) cares to post results for May?
Here we goâ¦a stunning 2 points opening gap on such a low vola. Short straddle/strangle PnL probably showing a loss of 25%...in ONE day!
I am long vola on SPY for a few months nowâ¦I truly donât understated how one can go short on instrument with vola of 11â¦Japan/Europe...
2200 HF went out of biz in 08...puff !
???
yep -1/+2/-1 or vise versa ( short the middle exp)
Cassie's Pic's are much better with the old format End of copms :p
unreal...hit 251 in AH and then up 35 points
no , long the 2/1 exp combo Entry is still legit
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