Long the AAPL Nov02/16 610-strike call calendar from 5.95 (5.90 mid), 1/2 position. All in with Jan fly.
Could you give us an idea how much of these predictions are based on experience/skills and how much (if any) in some kind of model even if it is not strictly quantitative (for example if you use an estimate for how fast the vol mean reverts, how it correlates with price change etc or to be more clear something analogous to your own PF "model"). Excellent thread btw and obv: run goot please!
My cost is 11$ after averaging down and scalping profits ATM straddle is at 13.50â¦nice Looking at FOSL but spread may be a killer
I was wrong here. I see that in doing the 110's, the pnl is about 2.4 between premium (70 cents) and gamma (1.7).
110 on weeklies or NOV ? I have 250 for weeklies (day before exp) and north of 85 on NOV Believe it or not itâs STILL an entry (especially NOV )â¦the vola can print insane numbers based on FB report
Sold my largest $vega position of the year on Friday due to potential for Sandy to cause a drop in exchange volume and vola.