With long straddle, you are racing against time, also you are betting IV going up, at least won't drop because it is a long vega and short theta...
From tracking all my earning trades. For the past five years, I have kept a trading journal. Now I used google calendar to track all my...
I guess you still didn't bother to look at the chart I posted, where does the short vega come from ?
Please see attached image, it is a long Vega and long Theta play. Even you set IV ratio to 3 ( which I think cover 50% of cases ), the combined...
Yes, and with higer strike. You need liquid options to trade CRB. We only choose the most volatile stocks to trade. I remeber the day when...
Mark, The strategy is a long Vega, long theta play, but it does not mean any drop in the back month will hurt the position as long as the...
Image for after ER
You can specify different IVs for each leg before ER, the IVs for each leg depends on the ratio you set. See attached two images, one is for...
Please see attached image.
For realtim quote, check CME at: http://equivalentswdc.cme.com:443/index_6C.html They cover all the active traded futures options. for...
Well, we have been playing stock earning using options for several years now. We usually initiate a Calendar spread just before a company's...
Here is a sample image.
Check it out at http://www.TheOptionsLab.com It is totally free for individual use.
With so many stocks with options available, can't you use a better example to tell your case ? intc going to 90 ? Are we back to 90s ?
Why ? competition lessens ???
Make sure the settlement price is still 0.9300, which you will get 30 minutes after futures settles.
OK, let's use flsr as an example. The recent ER for fslr is July 30, so the next ER will be more likely around Oct 30, which means you won't see a...
A little correction, in my 2nd post, the IVs for Sep and Oct calls are incorrect. They are not 27%, they should be 31% for Sep call and 32% for...
Note that on the expiration date, the chart will look almost the same. The example I gave shows a bullish position, you might also contract...
Here is what the Calendar Ratio Backspread looks like
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