1000% Implied Volatility In GameStop

Discussion in 'Options' started by Matt_ORATS, Jan 29, 2021.

  1. ironchef

    ironchef

    Interesting. I bought a couple of Mar12 590/630/690 121C NVDA fly on 2-10-21 just to try things out.

    Why are you going so far out in expiration? You used to do 1-2 wks and I thought that was too short so mine are typically 4 weeks.
     
    #101     Feb 14, 2021
    .sigma likes this.
  2. ironchef

    ironchef

    In that case I take it back.

    OK, so all great minds think alike.
     
    #102     Feb 14, 2021
  3. Matt_ORATS

    Matt_ORATS Sponsor

    We are building a paper trading system so I can try these trades out.
    Our prices are 14-minutes before the close so they are off from your closing prices.
    [​IMG]

    [​IMG]
     
    #103     Feb 14, 2021
    taowave, .sigma, Flynrider and 2 others like this.
  4. destriero

    destriero

    Cool, Matt. Those are the mids from Friday close as showing on TDA as I type this post.
     
    #104     Feb 14, 2021
    Matt_ORATS likes this.

  5. Thanks Destriero!

    it'll be my first fly: somehow my values look different to those posted by Matt_ORATS.

    upload_2021-2-15_8-11-17.png

    is it correct?
     
    #105     Feb 15, 2021
  6. i didn't think i'd need a margin account for this trade. and like an idiot, i changed my account from margin to cash less than 30 days ago...

    upload_2021-2-15_8-55-40.png
     
    #106     Feb 15, 2021
  7. destriero

    destriero

    Do I have to write it? Hindsight bias.

    Where would you have shorted the combo? $100, 200? Your other leg covers you?

    You sell the par-combo at $40 and it traded over $400... in a week. Good call, mate. I know very smart and experienced people who lost millions in GME.
     
    #107     Feb 15, 2021
    Option_Attack likes this.
  8. destriero

    destriero

    The deeps had no mkt so you'll have to wait until the open. FWIW, there is no point in trading this as a combo as the natural and synthetic bull leg is so DITM.
     
    #108     Feb 15, 2021
  9. ironchef

    ironchef

    Deeps only work for high volume like SPY. That was why mine didn't go as deep. But there is no free lunch so I lost a little something else.

    Your GOOGL is very interesting. You know something I don't.
     
    #109     Feb 15, 2021
  10. destriero

    destriero


    They will show a NBBO tomorrow once we open.
     
    #110     Feb 15, 2021