this "future looking" stuff is done all the time. I did it a while back and everything looked good until real trading. One way to minimize this...
Kim.. been a while since I looked at this. So this only comes into play during earnings season which means what like 4 months of the year you got...
Kim's last post is what I mean by free(ish) gamma rent. IVTrader made a science out of this years ago. Alex u around? If you can chart a straddle,...
Why not time the straddle buy AFTER the earnings data is announced and ride the free gamma rent? You eliminate a tail risk of E/D being changed?
Can someone check these returns please. I am not getting why the May 16,2018 post earnings open is 6.78%. If it closes 29.63 pre-earnings and it...
If he is the same prae whose first name starts with HA then he is the one I met on ET, then at security desk on the NYBOT floor where I took him...
Your max gain will come likely in the waning moments of the options life. Imagine goog at 1169.95 with 1 hour to go, that short strike will be so...
At least it is in 1 lots. I remember years back creating a Sterling API on 500 shares.. about 20 stocks.... bad quotes loaded ... instant...
Agree with Robert... unwind the deep spreads first to prevent early exercise. I guess you can autoexercise your longs as offset (right Robert? )...
TheBigShort.. I thought so too, this is why I tried it first on TLT as a "proof of concept" ie that if it works best in illiquid, it must work bad...
I used to think buying the high was an inferior strategy vs. buying a low. Psychologically, I like getting things at a "discount". Bad move.. at...
diff tickers have unique trend vs. chop days. From April 2017 to Sept 2017 , AAPL had its big moves on Wednesdays BUT shifted to fridays mid June...
Your post says you are often faced with the dilemma of buying something at .04 expanding to 25 cents. Your approach is nice which is to take the...
you would want to alter iv per strike since each instrument have unique curves. In sugar and other softs, calls have higher iv's... in equities,...
JK what is CHFA? Chartered Financial analyst? I googled chfa and I am getting colorado housing ,Cascade Hospital for animals... :-) truetype,...
I am there!! :-)
not quite. Vega goes both ways. you can make or lose on it. Some traders trade it exclusively. Read up on the greeks-delta , gamma, vega, theta...
downside of single vs vertical? - vega
I like your handle. if you are elitenapper, then I am superEliteNapper.... to answer your question, it depends on your future outlook of the...
IMHO, lots of moving parts in that kind of trade- you have the IV curve across the strikes to deal with as the price of the ticker moves up/down....
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