I know , I was just having fan posting "free' risk trade sample
buy stock , sell call , buy put profit =(15.1-10.8)-(76.3-75)=3$ "free" return of 4.1%
nice trade , vols are already reached the pre-report peak (or very close to it)
"For the 13th time in 14 years, option trading volume grew in 2005 at a record pace, and it's beginning to exhaust superlatives and test the...
when vols are so low , even the spread for very liquid product like index take a bite from initial expectancy. 10 cents spread for ATM straddle...
r/a , did you ever noticed rise in vols as they claiming in this article ? http://www.risklatte.com/volatilityToday/volatilityToday050706a.php
thanks , B BTW , the reverse dispersion works very well for me for a second month now , a lot of flexibility in adjustments/early exits. I...
very good questions , Steve , and that's the exact reason for my original q&a post about DXL , I thought someone might share experience with this...
for example , I track ABS-price-change/IV ratio and this number is not changes a lot from quarter to quarter in the last 4 years, while VIX went...
right , right... Stupid me , now I cannot see/read his words of wisdom. If I only knew how to undo the Ignore... BTW , DXL spread was a 1 max and...
ever heard of anger manegment ? On Ingore
Those stats are not IV related , just a simple average of percent change. BTW , some pre/after report IV stats/ratios are very accurate too.
true , most of the times same vols as DIA... Yes , trade was a balance against basket stocks and partially against basket naked puts (like u did...
I wish this too... 90% of my trades are vols before events. I didn't see any vols action threads on ET yet.
does anyone ever traded DXL instead of DIA ? Perfect correl , same (and sometimes lower ) vols. I bought 7 - 1080 jan puts in the last two days...
from my understanding , original poster wasn't looking to close the position (with 5$ move straddle is not profitable yet) , he was looking for...
If price drops to 425 and I still like the trade ( waiting for more price action or spike in vols) , I would enter new , 425 straddle (delta...
how about trading Max Pain on the "after fact" bases ? Like buying a put/shorting[call/long] at Friday before close (or Monday) on stock that DID...
I'm tracking % change on the day of quarterly report for almost every liquid (price>10 and daily volume > 150k) optional stock. For the last four...
for whatever it's worse.. here is short summery of this position: 1. Very (very) low risk 2. Portfolio is hedged , where amount of long DIA puts...
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