cdcaveman
Registered: Aug 2011
Posts: 3513 |
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
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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?
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