Recent content by IVolatility

As I looked for such a situation, I came across Paramount (PARA). The reason I like it here is because it is "in play" and will thus likely hold up in price, even if the overall market continues lower. What's more, there is a deal on the table that could offer much more upside and, at the very...

Here's what our April promotion entails: 30% off on any historical bulk data order and 10% off on updates until April 30, 2024: act now to avail of this limited-time offer Our Intraday Options Data includes: • 1-minute US OPRA data with Implied Volatility & Greeks from August 2011, with live...

As I discussed in last week's thread, straight put purchases are not an optimal way to play a decline in a major index unless you have reason to believe it might fall off a cliff. A more modest decline (with the inevitable bounces in between) requires a different approach. Thus far, SPY has...

@taowave if you look at the near-term implied volatilities of puts vs. calls on a stock that is about to pay a dividend, you will often find that the IVs show as higher for puts. That is because the Black-Scholes formula does not consider dividends. So, unless the formula is adjusted for a...

Strategy talk: Think Twice before Buying Long Puts by Themselves If the market is forming something of a trading top here, you might be starting to look at buying puts. It is rarely justified, however, to buy long puts by themselves, and it is usually only justified after-the-fact when the...

Strategy talk: A One-Dimensional Volatility Skew As such, it is not surprising that options activity is being directed elsewhere and one place that it went this week was into the stock whose symbol is the initials of a certain ex-President we are all too familiar with - DJT. With a chart like...

Corrected, thank you for highlighting this!

Hi @Quanto, thank you for asking! We are not sponsoring any specific sections, so we cannot publish our logo under that heading.

Why the Spread Beats the Long Call We are happy to start publishing here trading ideas and research prepared by our analyst, Richard Lehman. Rick is an options maven from the earliest days of exchange-traded options, starting his career on Wall Street the year the CBOE first opened its doors...