Riskarb will be certainly be missed. He demonstrated tremendous mathematical skills and analytical skills. I must say though, that most of this was over the majority's heads and absorption rate. In addition, it really isn't totally necessary for successful options trading. ==Particular market looks toppy, sell calls or call spreads. ==Particular market looks bottomy, sell puts or put spreads. Decent directional analysis is more important than the IV and greeks etc. Again, I found his posts to be interesting and he will be missed.
here is the only 50-50 liquid candidates : IIIN , vols 63 SNDK , 62 (reports 5/2) ICE , 53 RACK , 52 FFIV , 51 (4/20)
Thanks IV I do have a put cal on ffiv right now...not sure how it will work. I would sure like to keep this thread alive.
I would like to see this thread keep going too, but vols are exceptionally low right now and this strategy is less than effective under those circumstances. If anyone comes up with anything on their screens, please post them so we at least have something to discuss.