Discussion in 'Options' started by nitro, Jan 19, 2010.

  1. nitro


    AAPL and AMZN front month vola is cheap imo.

    We are long gamma in both.
  2. Are you serious? or you just needing someone to buy off your hands those short straddles? :p
  3. nitro


    100% serious.

    They took a sandblaster to vola yesterday across the board.
  4. Implied volatility is trading way way above the stocks historical vola which is my first clue I dont want to be long IV in those names
  5. nitro


    What is the historical volatility of a stock that has this theoretical recent price history:

    1, 2, 3, 4, 5, 6, 7, 8, 9 ,10
  6. Where can you look up historical IV for free?
  7. nitro


    livevol has it. The sponsor of this forum.

    Really nice people actually.
  8. who is we, trading group, prop firm, voices in your head, perfect gamma scalp from yesterday. :)
  9. nitro



    No voices in my head, yet.

    Just a couple of us.
  10. nitro


    I have been smoking AAPL, but AMZN has been a total disappointment.

    Still long gamma both. AMZN earnings may wake that vola up.
    #10     Jan 22, 2010