Don Bright
Bright Trading, LLC
Registered: Oct 2001
Posts: 11698 |
07-26-12 01:00 AM
Mr. Atticus...
Before the question, I am going to be in the Hot August Nights in Reno in two week, let me know if I can buy you dinner?
Secondly...I would like to know your opinion on the weekly expiry options showing what seems to be a higher IV than the historical... one, is there a skew that you're aware of that is making this happen, something I haven't thought of? Looking at both equities and SPX for example.
You've seen me post that I love to sell strangles, keeping those thetas coming in.... and, of course we see the higher IV on both puts and calls due to conversions etc.
Would love to hear your thoughts, the "old man" may be missing something.....
Let me know about dinner, Aug 9-11...
Don
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Don Bright (not an alias)
Bright Trading, LLC
http://www.stocktrading.com
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