PCLN straddle

Discussion in 'Options' started by johnshepherd59, Aug 7, 2012.

  1. Sold the straddle for 16.55. It will probably go higher but I 'm not taking any chances.
     
    #81     Aug 17, 2012
  2. Best thing is rip.down options history as it happens on the names u follow... do analytics in your spare time
     
    #82     Aug 17, 2012
  3. newwurldmn

    newwurldmn

    I took the number out of bloomberg. However, there is a mathematical way to determine what the market is saying - but like all models, it relies on assumptions. Generally the model works however. It involves breaking out vol into components. Most people on the street value earnings this way.

    I see that the strangles did go up in price. That's interesting. The one day implied move is now just under 8%. So there was an increase in the expecation.
     
    #83     Aug 17, 2012