Trading in Luxury

Discussion in 'Journals' started by traderlux, Dec 5, 2009.

  1. #123     May 28, 2012
  2. #125     Jun 2, 2012
  3. #126     Jul 15, 2012
  4. i did some reverse engineering of a promo-teaser email i got awhile back, few details were given but i managed to figure out the following:
    the stock was AAPL and the trade was put on in mar at a pps of about $600.

    the position was a 450/480 bull call debit spread using the apr options, bto apr 450 call, and sto apr 480 call, for a $27 debit.

    the position was about 20% ITM.

    at apr opx the trade was closed for its max value of $30, AAPL @ about $573, for a return of 11% for the month.

    going forward i looked at the next months spread,
    on mon apr 23, (pps@ $571) an AAPL may 470/500 bull call debit spread was going for about $25, return about 20% if AAPL stays above $500 going into opx. (about 12% ITM)

    AAPL did get down to about $530 at opx.
     
    #127     Jul 18, 2012
  5. i was on a webinar from john ondercin. it was informative. here are a few hi-lites, as i interpreted them.


    diversify your trades by sector, strategy, and time.

    get good at three option strategies, and only three. any more takes away from your focus.

    start with one strat until you get it down cold and then move to the next.

    he recommends these three strats,
    collars
    vertical credit spreads
    calendar spreads

    he also likes LEAPS for straight puts or calls

    straddles? NO, hard to beat the vig you fight going in and out.

    debit spreads? NO, time decay works against you.
     
    #128     Aug 24, 2012
  6. i was on a webinar with aj brown talking about trading long straddles. here are some hi-lites as i interpreted them.

    pattern recognition and pattern utilization are key, in other words know the charts and look for repeating patterns and how best to trade them.

    option price changes follow three important aspects

    price movement of underlying
    volatility changes
    movement of time

    straddle trading uses the following considerations

    bell curve of time value, centered at the ATM strike

    time decay curve, greater decay rate at end of option life

    implied volatility vs historical

    movement of implied vol in response to upcoming events

    reversion to mean of implied vol

    look for upcoming events

    enter the straddlle when things are quiet

    look for IV at or below historical and/or below mean

    use ATM puts and calls, just out in time

    target gains at 10-20% for exit prior to event

    not all will be winners
     
    #129     Aug 24, 2012
  7. the spy-dicator doesnt normally look like this with the price so far below the option volatility weighted value....

    http://stockcharts.com/h-sc/ui?s=SPY:VXZ&p=D&yr=0&mn=6&dy=0&id=p41914154310



     
    #130     Nov 6, 2012