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  1. Riskarb's combo to fly conversion journal

    The earnings were released in Mar. This current IV is 75% . They announced stock split and it will be effective on May 16th Stock is at 66...
    Post by: mantenar, Apr 25, 2006 in forum: Journals

  2. Riskarb's combo to fly conversion journal

    Is anyone playing ISRG . Earrning on 4/27. IV is at 69%. I am expecting IV to drop to 40%. History indicates that the stock moves up a little...
    Post by: mantenar, Apr 24, 2006 in forum: Journals

  3. Riskarb's combo to fly conversion journal

    I am not able to find any good stocks this earning season to put combo to fly conversion trades. Have you found any good trades.
    Post by: mantenar, Apr 21, 2006 in forum: Journals

  4. Riskarb's combo to fly conversion journal

    Closed the RMBS 45 straddle for the profit of 1.00. The VOLs did not drop much after earrings report. The gains are from theta decay.
    Post by: mantenar, Apr 20, 2006 in forum: Journals

  5. Riskarb's combo to fly conversion journal

    I am also looking at this option on RBMS Sell Apr 45 straddle for 7.40 credit But Apr 60/30 strangle for 0.95 debit. If the volatility...
    Post by: mantenar, Apr 17, 2006 in forum: Journals

  6. Riskarb's combo to fly conversion journal

    IV trader, I did not put the trade on INFY. I am glad that you did . RMBS is announcing results on 4/19. Apr 45C IV=175%, Vega=02...
    Post by: mantenar, Apr 17, 2006 in forum: Journals

  7. SPX Credit Spread Trader

    IV trader, I tested your concept on OEX. It looks interesting. short OEX straddle May 585 - 15.60 Long OEX strangle July 600/560 - 13.00...
    Post by: mantenar, Apr 14, 2006 in forum: Journals

  8. homegrown trading software

    IV trader, Great work. I have noticed many inconsistencies in the calculated IV numbers and probabilities from Brokerage firms. Which brokerage...
    Post by: mantenar, Apr 14, 2006 in forum: Automated Trading

  9. Riskarb's combo to fly conversion journal

    IV trader, Thanks for your response on FFIV. INFY is reporting earnings tomorrow . IV for Apr 75 call/put is at 50. I am expecting IV to drop to...
    Post by: mantenar, Apr 12, 2006 in forum: Journals

  10. Riskarb's combo to fly conversion journal

    Donna, Is your put calendar Delta neutral. Do you make any adjustments to make it neutral after you place the trade. I think you expect the...
    Post by: mantenar, Apr 10, 2006 in forum: Journals

  11. Riskarb's combo to fly conversion journal

    Donna, FFIV reports earnings on 4/20. The vol for Apr 60 is at 70%. volatility for May 60 is at 55%. Reverse calendar May 60/Apr 60 looks...
    Post by: mantenar, Apr 10, 2006 in forum: Journals

  12. Riskarb's combo to fly conversion journal

    Rambus is picking up the vol. The vol is at 108. The earnings date is not yet announced. We can watch this and it may be good candidate for...
    Post by: mantenar, Apr 9, 2006 in forum: Journals

  13. SPX Credit Spread Trader

    Vandelay, I like your idea. A strangle can be bought to hedge the sold straddle. The margin requirement will be lower. You can buy a JUL...
    Post by: mantenar, Mar 12, 2006 in forum: Journals

  14. Riskarb's combo to fly conversion journal

    IV trader, I am researching about Reverse calendars. Here is my analysis on ELN Mar 12.5 IV 172 bid/ask 1.60/1.65 Apr 12.5 IV 115...
    Post by: mantenar, Mar 5, 2006 in forum: Journals

  15. Riskarb's combo to fly conversion journal

    Phil and Riskarb, I have learned a lot from your real trades and the analysis. I really appreciate your contributions. I want to know...
    Post by: mantenar, Feb 15, 2006 in forum: Journals
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