Recent content by mantenar

Coach, I have the following position on FFIV. FFIV is trading above my dev short strike 75. I am thinking about the following adjustment. Please let me your thoughts. Current price - 77.94 Close the calendar 2 - Dec 75/Apr. Buy 2 APr 80. It adjusts the delta to 12 It also...

Coach, Did you make any adjustments to FFIV and ISRG positions. When are you planning to sell Jan options (roll over)

Coach, The IV for ISRG is close to 52 week low. I am expecting IVs to pick up in mid Jan to around 60%. If IV goes up 1%, then the graph is above the zero line. it seems interesting. There will be another chance to sell the inflated premiums in Jan. I have attached IV graph. Can...

yes, I used the wider strikes to reduce the initial debit which may reduce the profit potential. It might move the breakevens a little bit future.

Coach, I am analyzing the trade on FFIV with small number of contracts. Can you take a look at the graph in the attachment. It has a shape of U. If there is spike in IV, it will raise above zero line. IV spike may occur 1 or 2 weeks before the ER. When are you planning to sell...

Volatility is historically at low. I am planning to open a DD on RUT. Dec 830C/750P ( 1st std deviation 825 - 761) Jan 860C/720P ( 2nd Std deviation 858 - 731 ) for a debit of 1.70 Current price is 790 I will also open a put calendar at 750. for a debit of 5.25 to...

Have you opened any Dec/JAn DDs on SPX or RUT.

Coach, Why did you choose the ratio of 6/11.

Hi IV, Are there any stocks with inflated IVs.

Hi All, I have the following diagonal spread on SPX. sold - 1350 Oct call bought - 1375 Nov call for a debit of 2.30 sold 1275 Oct put bought 1250 Nov put for credit of .15 Total cost is 2.15 (debit) Total loss for the position is 7.7 at SPX at 1369. I can...

YIP, How did you add more gamma to push your upside.

Hi Sailing, Thanks for the update. Can you elaborate more about the gamma curvature . Did you make any adjustment/added more spreads

Sailing, How are your diagonal spreads doing on SPX. Have you made any adjustments.

IV, Did you take the position on RHAT after the earnings were announced. I do not see much vol difference between front and back month options.

Hi IV, Look at this stock SHPGY. It has inflated IV for some reason. from IV_Trader:[/i] sure I do , not much going on now ( no reporting) , but its all starts soon :)