New guy and the new math ....

Discussion in 'Options' started by wburt1948, Jun 10, 2020.

  1. This thread has drifted off into discussing volume - which, while important, does not deal with your original question. As @destriero pointed out, the reason for the price change is that the implied volatility (which is what "vol" usually means WRT options) dropped.
     
    #21     Jun 10, 2020
  2. Here's an example of my just poking around. Assuming there is some upward momentum, would this be a reasonable sample of what to look for?

    MGM $21 strike Call BID 2.78 x 251 (assuming this is the volume) and ASK 2.98 x 189

    Not too wide a spread in Bid/Ask and both volumes are at or near 200.

    Thanks again everyone.
     
    #22     Jun 10, 2020
  3. guru

    guru


    It’s possible that he simply overpaid, especially on a very wide bid/ask spread. Market makers can ask $0.50 for an option worth $0.05.
     
    #23     Jun 10, 2020
    smallfil and BlueWaterSailor like this.
  4. Yes, thanks for this.
     
    #24     Jun 10, 2020
  5. SunTrader

    SunTrader

    Preferably trade volume. But they kinda go hand in hand with bid/ask
     
    #25     Jun 10, 2020
  6. Tell me please if this information reflects the trade volume. The numbers following the price of Bid and Ask. Thanks again for help.
    Screen Shot 2020-06-10 at 5.58.09 PM.png
     
    #26     Jun 10, 2020
  7. Looking at his first post, and given the initial premium and the change in the underlying that he described, it doesn't seem like that would be the reason - but this is certainly worth mentioning. A wide B/A spread, especially given lack of volume, is fairly likely.
     
    #27     Jun 10, 2020
  8. SunTrader

    SunTrader

    That is the size that is bidding or offering. Trade volume is a whole different thing.
     
    #28     Jun 10, 2020
  9. Glad I asked. Here's more info. Which should I be paying attention to?
    Screen Shot 2020-06-10 at 6.06.07 PM.png
     
    #29     Jun 10, 2020
  10. Logicae

    Logicae

    Things I check before I purchase any options: IV and spreads. Unfortunately, you got whacked by both. Those spreads are nasty and implied is higher than historical volatility at the moment.
     
    #30     Jun 10, 2020