Netflix reports earnings tomorrow and we all know how NFLX has performed so far this year. You can hear both sides arguing strongly about this...
Way I would recommend is start reading in reverse order Meaning Buying Put Options - Why , when , How , risk, figuring out circumstances when...
It's funny to see you stating I am doing all this analysis in hindsight , If you look up my write up - my rationale was IV too low, less IV drop...
We see a lot of people who like to follow the herd behavior of selling premium into earnings and trying to pocket the vol drop as the earnings are...
As I posted yesterday options are meant to be sold & not to be sold, which necessarily doesn't imply buying them. But for GOOG yesterday when I...
If you look at Implied vol across different tenors, vol is priced in the cheapest for GOOG heading into earnings tonight. ATM straddle is pricing...
Indeed Vol for strangle has came in too but vol crush is more near the money as opposed to OTM strangle. More loss on 67.5 has in fact created...
Why don't you other side of this trade if you feel so strong about it In-fact the position I had is up 11.5 % since I put it this after noon....
Look at the trade structure I had put on and what my thesis for putting that structure was.. You might have different opinion than mine &...
Looked at the order flow , looked at skew chart in Live vol , Interestingly 65 was priced cheaper than 67.5 's In fact skew chart at...
That's the position I ended up putting eventually Apr 65/67.5/70 added extra 60/70 strangle to ride the strong move up or down if there is one...
IV for BM will come in by atleast 11.56 points after release, FM straddle is priced in at cheapest levels in last 8 qtrs, and what's interesting...
Put on 3 May60/65/70 flys and added May 60/72.5 strangle as hedge for blow up - May IV to drop by at-least 11.56 points after earning Guys what...
BBBY has moved an average of 7.87% over the past 8 qtrs, and front month priced a move of 7.93% over the past 8 qtrs. All in all straddle has...
Stocks which displayed high historical vol doesn't necessarily mean they will exhibit the same again. There can be multiple reasons for it....
You have to determine the weighted vega for your position, just don't add up vega's for each leg. Details for calendar lie in weighted vega, you...
Has any one tried accessing livevol on a tablet device such as iPad, or are there any alternative web browsers which can be used to access live...
kapw7 That's an interesting idea ... I always used ratio of IV to realized vol to assess how expensive Implied is in relation to realized....
I am sure everybody has noticed by now the straddle pricing for Goog ATM money options expiring tommorow, Nov & Dec. If you look historically,...
I wonder how greeks looked for these positions. Your primary objective of trade was to be short Vega but buying more back month neutralizes it or...
Separate names with a comma.