GOOG next report

Discussion in 'Options' started by IV_Trader, Dec 26, 2013.

  1. your shorting vol.. The risk premia was said to be under priced by the market.. Your going against what they are saying. On what premise?
     
    #11     Dec 27, 2013
  2. FXforex

    FXforex

    The position would be opened day of earnings, closed next day after earnings using the options that expire that week. Probably a Thursday to Friday trade.
     
    #12     Dec 27, 2013
  3. Ok, great premise for a trade. GL with that buddy
     
    #13     Dec 27, 2013
  4. its got even cheaper today...wtf
    Short memory
     
    #14     Dec 27, 2013
  5. newwurldmn

    newwurldmn

    After I bought some too :(
     
    #15     Dec 27, 2013
  6. NASDAQ.com shows 1/28 (as not confirmed).
    12/31 vols is > than 1/24. Now that makes sense.

    12/31 is also cheap, but I will not enter until I see a confirmed date.
     
    #16     Dec 31, 2013
  7. sle

    sle

    adjusted for NASDAQ term structure, the vol does not appear particulairly cheap to me
     
    #17     Dec 31, 2013
  8. barney-

    barney-

    CapitalIQ, as of today, shows estimated January 23rd after hours.
     
    #18     Dec 31, 2013
  9. maybe its not cheap but very close to free rent
     
    #19     Dec 31, 2013
  10. yep-both CIQ and Yahoo showing week of 21-24, but vola's bets telling diff story.

    Man, I want to long 31th weeklies and short the 24th so bad but can't make myself to push the button.
     
    #20     Dec 31, 2013