Recent Content by sbc

  1. Pair Trading Strategy Journal

    Came across BWLD:CMA in my non-related pairs list. Nice converging pattern since October. Will see if it can bounce off of the lower 20 day bb...
    Post by: sbc, Jan 11, 2012 in forum: Journals

  2. Pair Trading Strategy Journal

    and one more ... Short BK $20.54 Long MYL $21.59
    Post by: sbc, Jan 6, 2012 in forum: Journals

  3. Pair Trading Strategy Journal

    Long: AON $46.10 Short: BTU $35.75 Where is everyone? What? Did they find Jimmy Hoffa? I'm late to the party as usual...after reading 400+...
    Post by: sbc, Jan 6, 2012 in forum: Journals

  4. BAC spread, risk/reward?

    GinT, I would just keep in mind that the VIX options are based on the S&P 500 futures contract, not the S&P 500 itself. You may get price...
    Post by: sbc, May 10, 2011 in forum: Options

  5. BAC spread, risk/reward?

    if you are confident that the vix will move above or below the 16.50-21.30 range by the june expiration, it should be profitable. is that what...
    Post by: sbc, May 9, 2011 in forum: Options

  6. BAC spread, risk/reward?

    ok. vix can only be exercised on expiration day. you want to... buy 3 contracts sept 18 strike puts? sell 1 contract june 19 strike put?...
    Post by: sbc, May 9, 2011 in forum: Options

  7. BAC spread, risk/reward?

    let me re-think that... you will have to SELL at the $11 strike.
    Post by: sbc, May 4, 2011 in forum: Options

  8. BAC spread, risk/reward?

    the 11 call is in the money if stock price is currently 12.50. you will be assigned and you will have to buy the shares at the $11 price.
    Post by: sbc, May 4, 2011 in forum: Options