Riskarb's combo to fly conversion journal

Discussion in 'Journals' started by riskarb, Jan 12, 2006.

  1. Well longer-term may mean weeks instead of the short time frame here. For example many stocks hit lows in their IVs in the trough between earnings- GOOG is great example. So you get in at a point like that and then perhaps in two weeks sell the straddle as long as IV gains outweigh theta.

     
    #221     Feb 1, 2006
  2. I thru on a candidate WMFI into my paper trade account (a few days ago)...i have a put calendar (for real) however its not great (as a candidate) as earnings are going to be reported next week so the vols should continue to rise...also it looks like insiders/market think reports will not be so hot...drifting down...
     
    #222     Feb 1, 2006
  3. I am on the other side of a trade here , took MARCH 90-95 straddle today
     
    #223     Feb 1, 2006
  4. straddle or strangle? almost 20 pts above today? very bullish I guess...my cal is Feb/May 72.5 and I think it gets pinned at 72.5 in Feb (I hope:) )
     
    #224     Feb 1, 2006
  5. sorry , long 70-75 MAR strangle
     
    #225     Feb 1, 2006
  6. Hey...we BOTH could win on that one:p
     
    #226     Feb 1, 2006
  7. skanan

    skanan

    Why did OIH straddle dropped ? Was it because of vol dropped or theta ?

    Same questions go for ACL. For ACL, I thought the vol will keep increasing because of earning.

    Thanks
    Nick
     
    #227     Feb 2, 2006
  8. shakan , read the above about ACL... This was a very good short
     
    #228     Feb 2, 2006
  9. last night results
     
    #229     Feb 2, 2006
  10. Nice work, IV. I will be posting mine shortly.
     
    #230     Feb 2, 2006