yep-both CIQ and Yahoo showing week of 21-24, but vola's bets telling diff story. Man, I want to long 31th weeklies and short the 24th so bad...
maybe its not cheap but very close to free rent
NASDAQ.com shows 1/28 (as not confirmed). 12/31 vols is > than 1/24. Now that makes sense. 12/31 is also cheap, but I will not enter until I...
its got even cheaper today...wtf Short memory
then its a very good trade [long]. BTW...these 5 new weeklies are GREAT. No need to wait for the old rolling weeklies.
It was a hair > 5 on Monday, but now its a bit below on the mid (1120 strike).
that's the point...I am looking at 1/24 weeklies...stupid cheap, IF confirmed.
The ATM straddle is once again stupid cheapâ¦only 4.8% with almost a month to go. But the date is not confirmed yetâ¦errrrr.
Remember when options were trading until 4:01 while some volatile stocks were reporting at 4:00 ? I did few of these arbs before they moved the...
There are no âvolatile stocksâ per seâ¦everything is relative to premium. I made a small home run on WMT going long strangles a week ago....
yep- a perfect trade
earning trade on DECK. http://finance.yahoo.com/news/unusual-earnings-play-deckers-161226092.html
I think there is a slight "edge" in short the straddles/long the strangles with deltas < 0.20 Not with 1:1 ratio Need a bit of vola ramp ,...
you should write a book Mav you really should
how the short sellers do this week ?
I am not sufficient in VBA , so I build an excel sheet by inserting B&S in every row :) Primitive, but its working for me
Anyone (who was short) cares to post results for May?
Here we goâ¦a stunning 2 points opening gap on such a low vola. Short straddle/strangle PnL probably showing a loss of 25%...in ONE day!
I am long vola on SPY for a few months nowâ¦I truly donât understated how one can go short on instrument with vola of 11â¦Japan/Europe...
2200 HF went out of biz in 08...puff !
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