EA contraction trades are tough right now because IV expansion ain't what it used to be. I'm looking for minimal IV expansion in the Nov's to...
AAPL earnings on 10/19 amc. Oct series expires on 10/16. Interesting set up for an earnings IV expansion trade with long Nov. strikes hedged...
Probably shouldn't get in the middle of this but the poster asking the question was talking about CRBs (calendar ratioed backspreads). I think...
lol! Some how I think that "specific poster" will survive. Congrats on 2008. Nothing special for me last year. But, 2009 so far ---- whoa baby!
So Born is IV Trader? I wonder who else is here from the old Yahoo board under a different ID? lolol! I thought about his IV expansion trade...
OptionVue has gotten better over the years with their historical data but there is still a lot of holes in it --- in particular how to treat the...
lol! No, it certainly is not. Nirvana refers to the hapless search for a reasonably priced risk graph (P&L) software package which allows IV...
Hmmmmmm. Still looking for nirvana? lol! What is the hell is CRB stock at $165+?
Okay. An earnings event play. INFY on Friday. Unbalanced double calendars at the 35 strike. Makes little sense trying to execute the spreads...
BRK/B options started trading this week. Not a lost of interest so far. lol!
There are many barrier's of entry for the small investor. First, you'd have to construct a zero-coupon curve to properly value the interest...
Huh? :cool:
Both the CBOE & OIC (888-OPTIONS) have fee risk graph software but I believe they are limited to 4 legs. There are other limitations as well but...
Check out the CBOE & OIC (888-OPTIONS) websites. There is a wealth of free info on options from basic to advanced. They have seminars online...
Didn't save my risk graph with the Jun 85C so I've forgotten the difference between it and the using Jun 80C as the additional gamma hedge....
Tough to give results in a spread format because of the long Jun 80Cs and the extra Jul puts. Closed out the position with avg IV (p&c) in the...
No problem + is long, - is short +27 Jun 90C 0.78 -27 JuL 90C 2.45 +27 Jun 65P 0.33 - 30 Jul 65P 1.64 + 3 Jun 80C 3.35 All...
"Those 65/90 calendars couldn't be had for much of a credit. In any event, RIMM closed AH where it traded in the regular session." On the...
No free lunch. If the expected drop in the far month IV does not materialize as expected, the risk graph B/E line shifts upward and your expected...
Might be a little late with IV dropping the last hour but look at some dbl RV Cal for RIMM. I put on a 90c/65p dbl RV unbalanced on the put...
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