Calendar Spreads

Discussion in 'Journals' started by gatorplease, Nov 12, 2005.

  1. taowave

    taowave

    First things first..The dividend has "no effect on an option" as it should be accounted for,ASSuming you are using the correct option model.Make sure you are using the correct model!!!!!!!!!

    With that said,Dan is 100 percen correct in theory,but the odds of you being assigned on the Oct call by 9/7 is probably less than 2 percent..You can be pretty sure if the value of the Oct 65 put + stock carry/rebate from ex date to expiration > than the Div,you wil not be assigned....

    Think about it..Why would someone exercise a long call to capture a dividend and what would deter him???
     
    #461     Sep 5, 2006
  2. cdowis

    cdowis

    Oops, I meant REI.
     
    #462     Sep 5, 2006
  3. That was a nice roll Eliot I looked to roll today and was looking at .85 for the mid:(
     
    #463     Sep 5, 2006
  4. taowave

    taowave

    REI?????
     
    #464     Sep 5, 2006
  5. cdowis

    cdowis

    I am confused. It is RAI, and you are correct that there is not much liquidity. Thanks for the info and will look at it again.
     
    #465     Sep 5, 2006
  6. taowave

    taowave

    i suggest you dont go anywhere near that stock....its not meant to be!!!
     
    #466     Sep 5, 2006
  7. Thanks.

    I was looking to close my OIH 135 Call Sep/Oct for 3.50 or better, but it seem to be down.

    (BTW, are you Richard or Donna?)
     
    #467     Sep 5, 2006
  8. was looking into your suggested GS cal. felt better going the other way. sold rev cal Sep/Oct X 150 C for $2.6 credit. earnings coming out next week, i bet that stock will move enough to shrink time spread enough for profit. we'll c.
     
    #468     Sep 5, 2006

  9. REVERSE calendar? Long Sep/Short OCT? Generally a reverse calendar is done to take advantage of high to low vol's...right now vol's are pretty low. If a straight Long call calendar you might do just fine. GL...beauty of calendarss you go long I go short and we both can make money:)
     
    #469     Sep 5, 2006
  10. cdowis

    cdowis

    New position:

    NEM 3x oct/dec 52.5 put calendar @ 1.10, very nice fill. MM must have felt sorry for me.
     
    #470     Sep 5, 2006