It would be great if you could post P/L of whole position at opening, so we can double-check yesterday's projections.
BIDU is going to open around $102. Would be interesting to know how you guys both did and how bad the volatility crush was. I would like to...
Gangof4, If you expected a big move in BIDU, why not sell a horizontal spread instead of buying a straddle? Buy Mar 115, sell June 115, for a...
Thanks for the IV chart. Do you think IV will drop, even with the stock up 20%? BIDU looking real good for you, well done.
NTRI up big AH, we should be doing well if it opens at these levels. Now, the question is IV. Do you know what ave historical volatility is on it?
Good luck on it, I will be watching. I am doing the Mar $40's and Jun $40's on NTRI. Hoping for a big IV crush there.
$9.10-$9.20 is what you would get right now for the Straddle.
Sorry, I had $9.10 credit for the Straddle (that's what TOS gave me). With $9.70 and a 30% IV crush (does that seem reasonable), your breakeven...
Well, with the hedges , it looks like your breakeven points are $109 and $119. A $4 move does not seem like a lot on BIDU.
When you say the 105/125 hedge, do you mean long the 105 puts and the 125 calls?
I was looking at NTRI for a play tonight. IV is very high and could drop significantly.
I was looking at this strategy for earnings: long one call and short more distant call. This way you could profit from a big move either way, but,...
MTE, Thank you for your help. What kind of flaw could there be in my assumptions as I am just buying the spread based on TOS quotes?
I am not talking about real time data, but about projections. I have noticed that these can be off even only one day later, when IV has not...
How much do you trust the numbers they show on the Analyze tab on ThinkOrSwim? I analyzed a credit ratio backspread yesterday on LVS, as an...
Well, it is either Omega or Lambda depending on where you look. In any case, I am just STUNNED that this indicator is not included in most...
Thank you for your posts. Omega seems to be the right greek indeed. Thank you also for the suggestion to use weight in the "analyze" tab. I am...
TraderRich, This is very interesting. Did you think about trading options instead of stocks? Of course you would have to filter your stocks to...
"Given that the size of the GOOG investment would be approx. 80 times larger, I would imagine that the risk might be a bit different. But with a...
"Use the potential point move derived from your pct stock movement, multiply that by the delta and set your stops/alerts near that price" Well,...
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