Registered: Aug 2011
09-10-12 06:09 PM
Quote from cdcaveman:
Short fly with short wings....... Friday of monthly opex.... put it on for the next weeks expire.. figuring on the underlying unhooking from open interest
i'm pretty sure OI only sometimes has an effect ... but just from some feedback and readings... it seems randomness has such an effect that even if OI does have a little bit of an effect.. Randomness will blow out those effects often enough for them to be hard to exploit...
So i look at trades on AAPL, BIDU, GS, GOOG... does anyone have parameters.. or shall i say a good filter for coming up with tickers that have good premium or should i be thinking differently? maybe is there good way to look for tickers that have overpriced premium on a regular basis? or vice versa?