I though you are having a home run here...Large move and vols crash for credit trade. I guess I still don't understand the position details.
+ ROKU
NFLX is very close (entry)
90-days tariff pause expire on 8/12...mid and end August expirations vols in lower teens...
MMM, DIS and PINS looking interesting
I was referring to post earnings period...while the one time large % change is still in DB
How does HV formula handles big earning move? I your case of 21 lookback sample, it will skew on the value for next 20 days, right?
looks like we are back to almost normal pre report vols levels for July season.
No go on CRWD. It's needed a > 4$ credit on 480 put; not going to happen. Next!
Thanks B; I thought I checked it out...missed it somehow Now short calendar looks good, imo- Long 6/6, short 6/13. Need 5% up or down report...
I cannot figure out CRWD. Reporting (apparently) this week but still no confirmation. IF stock's report date is this week, then 6/6 vs. 6/20...
yes, 1x2 when long and 1x1 when short
I do both long AND short Calendars (pre-event vs. post-event), but I would never place a Long Calendar with front to back vols ratio of 42%...
I love these trades but not finding a lot of them. And I usually use 1:2 ratio. About ADBE trade. You are shorting 26 pre report vols and long 50...
works very well so far. Had a best qtr (5.5 weeks) thanks for UNH.
Agree that ADBE is a great candidate (no position yet). What exactly is your position, if you don't mind answering?
GAP- went long 27.5 straddle at 12.4% Implied, closed at 12.7% + scalping profits. Made 40 cents per straddle; not bad for low nominal stock. I...
Yet another very "low" Implied value...printing 7.0% (my calcs) vs. lowest of 9.5% in the last 5 qtrs I am closing all my positions before...
Low- 930 on the ask High-970 on the bid So far this morning...
9.45 (mid) on 135 straddle is solid 7%, not 6.3%, right? And yes, 8.00% is a fair price based on latest history.
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