TSLA also has a big show coming up in Frankfurt July 21. They will showcasing there new model. Jul 13/27. Looks like a good calendar here. Implied...
Calendar trade today: NFLX June 29/July 6 382.5 for 1.20. The forward vol for these strikes is 23.9%. Got filled at 1.25. This is very low when I...
NVDA July 6th calls look great here if we get a break out of this little consolidation.
Would you mind posting your fill price and Date to expiry. Would be helpful to understand thought process thanks
supply and demand for options move vol. So if there is a lot of demand for options vol will increase. Im stating WHY would there be so little...
So quantitatively we can say buying NVDA vol here offers a good r/r. But what about qualitatively? NVDA had earnings a month ago so demand for vol...
@Robert Morse Hey Rob, so as you have pointed out the 30 day HVOL is 29% vs the 25% Implied vol. If you go the the 6 month it gets even worse....
When an asset moves higher is it excess demand or over supply? The reason why I am asking is, I want to know whose lunch I am eating. Let's look...
edge is just an advantage you have over other participants. Retail do have some edges over institutions such as, you can pick our spots (not...
realization of gamma? = IV - RV? If yes, are you recommending I delta hedge the calendar? dynamics of forward vol? = How low or high forward vol...
It is a well know "fact" that calendars increase when volatility increases. This however is the furthest thing from the truth. The back month vol...
77.5
I think that's exactly what I said in my post
Awesome thread. Also what options date to expiration di you like? Are you more into the weeklies or...?
Mpc expected earnings in July 26. The July 20/27 is .35. I got filled. When they confirm that calendar should go to $1. MPC usually implies a 4%...
What deltas do you usually buy? And do you buy when the breakout happens or do you buy in anticipation of the breakout?
But if the front vol increases by more than square root time wouldn't it make sense to long the calendar? Nice calendar trade today. MPC JULY...
@optionsinvestor I know you have had a great run in this journal but I am having a difficult time understanding your logic on your trades. Could...
It can easily be computed with a pretty close range to what the diffuse vol will be in the July expiration. You can also compute it for the...
same buck, same expiration, same vol, same stock. You would also be implying an OTM call is better than an in the money call. "more bang for your...
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