right , no time or vols matters. Its very simple : if GOOG goes up (or down) by a point , I am losing on short , but gaining the same point on the...
cannot . By shorting the stock , I "locked"/sold my 310 calls for 17$ ( I wish I wouldn't , its 21$ right now)
327
shorted at 227
I am out with 10$ profit on straddle
very , very low IV before report , maybe they betting on non-event here. Adjusted ATM (310) straddle is only 12$ . That's represents only 3.8%...
in the last couple of hours ( ATM OCT straddle down 50 cents) , reporting today AC. I wonder if earnings became "irrelevant" again (CNBC),...
I think you should attach the historical Vols # across every line. I am pretty sure you will get same risk/reword then .
I don't follow the emini , but I'm sure I can come up with similar scenario for emini Monday close to make 2 days > 5 days and turn the count from...
SPX 2 day ave is currently 1181.7 and 5 days is 1182.7 , so its contributes +1 to your total of +2 count (buy signal) , but if tomorrow SPX will...
can you calculate at what future price S&P 500 will turn to neutral or negative ? Can you do it on intraday bases ( by replacing Close with Last) ?
I meant "interesting" posts
agree with you on race track analisys , it is very very accurate like options . Horse with 9:1 odds DOES win every 10th race. My system was(is)...
I don't think that lottery odds can be compare with option's expectancy. I will try another gambling analogy: Race Track. Once I wrote a program...
their positions via stocks ? If its so easy and profitable, why not to use it as a "stand alone' strategy ? Why to wait for retail trade to...
thanks a LOT for your reply , RUFUS. especially helpful is your last paragraph about "end results" , that reinforce my initial thoughts that its...
exelent posts , Rufus. I assuming that you referring to traders that trading the same entity over and over againg , like certain FX pair or SPX....
thanks for the link
http://www.ivolatility.com/options.j?ticker=SEBL:NASDAQ&R=1&period=3&chart=02&vct=4 Nonpro , do u have B&S in Excel ? If yes , can you PM me ?...
yes , SEP 10 calls with spike in IV and three times stock's volume vs. average. I agree , many times unusual option's activity is misleading, but...
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