Weekly Poll: Will Buyers Knocked Out By Expiration Put Up A Fight?

Discussion in 'Trading' started by shortie, Jul 17, 2010.

SPY Next Week?

Poll closed Jul 23, 2010.
  1. Bullish

    11 vote(s)
    27.5%
  2. Flat

    6 vote(s)
    15.0%
  3. Bearish

    19 vote(s)
    47.5%
  4. I prefer to keep my opinion to myself

    4 vote(s)
    10.0%


  1. My best wishes for a speedy gain of your stop cost.

    I am curious to know why this mid-day/morning you did not short at 110, but instead chose a much lower price, with a stop easier to take in the afternoon?

    Will SPY break 110 later today, or sometime in AH or tomorrow? This would be a real test for bears.
     
    #111     Jul 22, 2010
  2. oh, this is just my intuitive high probability untested intraday signal. i don't really trade it. it is just for fun.

    the way i generate my signal:
    sometimes i seem to get a clear signal where the market is heading short-term based on the action of stocks i watch.

    i think it is momentum play. so i need to adjust my rules for scratching the signal. the correct rule should be to scratch it if the market does not move in the correct direction very soon.

    today i got distracted and forgot about my own alert. i should have scratched it ~b/e after a few minutes of non-confirmation. instead i went searching for news pending, etc.
     
    #112     Jul 22, 2010
  3. I see. It is like a 100-meter dash. If no running, it is a faulty start. My guess is that on a down trend, you must do real well. Faulty starts would happen in uptrends.-
     
    #113     Jul 22, 2010
  4. Shortie: I read your MSFT comment on the options section. It is the type of information it would have been very useful to include in here as well (with maybe a link to save your retyping). I would have loved knowing about it. The MSFT straddle expiring tomorrow was way too juicy. 4% as price of the straddle in 24 hours is like 100% per year of volty. In other words, it is like MSFT doubling or losing half of its value in one year. A no brainer to sell the straddle, and possibly hedge it with a straddle on QQQQ if one is a chicken.

    I missed that piece of information!
     
    #114     Jul 22, 2010
  5. well, i did not miss it... :p

    i think one reason they are so expensive is because several large stocks jumped >10% on earnings recently: e.g. BAC, AMZN
     
    #115     Jul 22, 2010
  6. what's the formula for that?
     
    #116     Jul 22, 2010
  7. 19 times 4% divided by 0.8. 4% is price of one day straddle. 19^2 is number of days in a year. 0.8 is coefficient which is part of derivations (trade secrets). I already gave too much, but you deserve it since you are a good fellow.
     
    #117     Jul 23, 2010
  8. I checked MSFT and I noticed that you have hit them. Congrats! You could have hit them on both sides instead of puts only? If one day your wallet is too fat or not wide enough to hold all their dollars, mine is slim. :)
     
    #118     Jul 23, 2010
  9. mine has a giant hole in it. it reminds of Titanic :eek:

    with MSFT i used short puts to offset my short MSFT that i am holding. 1.5x puts vs. 1x short Stock

    i don't think shorting those high premium options is such easy money because earnings make stock very jumpy especially this week it seems.

    e.g. in Oct 2009 MSFT jump >10% (probably was earnings report as well)
     
    #119     Jul 23, 2010
  10. so a secret formula is involved. i should have suspected this...

    Shortie Sherlock Out :cool:
     
    #120     Jul 23, 2010