Recent content by sbc

Came across BWLD:CMA in my non-related pairs list. Nice converging pattern since October. Will see if it can bounce off of the lower 20 day bb one more time.

and one more ... Short BK $20.54 Long MYL $21.59

Long: AON $46.10 Short: BTU $35.75 Where is everyone? What? Did they find Jimmy Hoffa? I'm late to the party as usual...after reading 400+ pages. Has everyone found an easier way to make $$ rather than pair trading? Playing the divergence seems to be the path of least resistance lately...

GinT, I would just keep in mind that the VIX options are based on the S&P 500 futures contract, not the S&P 500 itself. You may get price movement in the S&P but the S&P futures may not move as much. Buona Fortuna, sbc

if you are confident that the vix will move above or below the 16.50-21.30 range by the june expiration, it should be profitable. is that what you expected?

ok. vix can only be exercised on expiration day. you want to... buy 3 contracts sept 18 strike puts? sell 1 contract june 19 strike put? (vix currently at 18.16.)

let me re-think that... you will have to SELL at the $11 strike.

the 11 call is in the money if stock price is currently 12.50. you will be assigned and you will have to buy the shares at the $11 price.