Options Education - Got a Website / Book / PDF You Like? Post It Up

Discussion in 'Options' started by easymon1, Feb 21, 2021.

  1. easymon1

    easymon1

    #141     Apr 18, 2022
  2. easymon1

    easymon1

    "I like to sell options against big moves and way OTM and I like to get the top tick or close to it for the day. My scheme works OK. On NVDA today (3/24/2022) I got a call off at 1.60 which was top tick for a while until someone sold at 1.66. (4/14 340 Call)
    My method as shown in the picture uses an arbitrary Vol Expansion of 15% and an estimated top price of the stock off the chart which works OK.
    I know the best way to try and figure the top price is by using vega but I don't know how to estimate the implied volatility that the option would be if the stock got to the projected price to apply to the current option price at the current stock price.
    Any help would be appreciated."

    https://www.elitetrader.com/et/threads/day-trading-options.365808/page-3#post-5567651

    https://www.elitetrader.com/et/threads/day-trading-options.365808/page-4#post-5584122
    >
    Volatility Surfaces Modeling in EXCEL
    https://financetrainingcourse.com/education/building-implied-local-volatility-surfaces-excel/
     
    Last edited: Apr 24, 2022
    #142     Apr 24, 2022
    Hari Seldon likes this.
  3. easymon1

    easymon1

    https://www.elitetrader.com/et/thre...u-like-post-it-up.356297/page-13#post-5425085
    Matt says: "An options trade to take advantage of this high IV vs ex earnings IV is a time spread or calendar."
    https://www.elitetrader.com/et/threads/measuring-implied-volatility-earnings-crush.366635/

    The Calendar Play Book
    https://www.elitetrader.com/et/threads/the-calendar-play-book.322441/page-3#post-5424577
     
    Last edited: Apr 26, 2022
    #143     Apr 26, 2022
    Matt_ORATS likes this.
  4. easymon1

    easymon1

  5. Feel like I've stumbled across a gold mind with this thread... it may take me a while to get through all the pages though!
     
    #145     May 12, 2022
    easymon1 likes this.
  6. easymon1

    easymon1

  7. easymon1

    easymon1

  8. easymon1

    easymon1