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    anyone see the collapse of AAPL apr 85-95 today?

    saw it ...it was unreal...I bet they will NOT report in APL exp as it shows at Yahoo right now. And someone knew about it today...The sad part is that I was about to enter short MAR/APRIL calendar , damn !
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    Long Calendars--High Front IV

    any one time ( special ) dividend coming soon ?
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    Methodology of the DITM Vertical Bull Call Spread

    LOL and LOL , is thats you opti-clown ?
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    Reverse Calendars

    Its depends on how your broker calculates margins. If he charges the same amount for short call as for short straddle ( and he should ; stock cannot go up and down at the same time), then you have double profits for the same margins.
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    Don and Mav, Part Deux! (Live Chat)

    a bit off subject...This is not a first time I heard from Mav ( and Riskarb) negative comments on pairs trading. Two ( or more) entities with the SAME stats vols AND very high correll , what can be so bad here ? What am I missing ?
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    Trend Following or Reversion to Mean

    HNS , article compares results of XYZ change vs benchmark's ( a la pair trading bases) ; you are testing totally diff strategy , no ?
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    Trend Following or Reversion to Mean

    Very interesting subject. Reversion to mean probably changes a lot when selecting diff ( longer) time period. Stock with high and steady PEG ratio may never return to the same price , especially in overall PE's expansion environment.
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    Any good option advisory services

    :) :) :)
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    The Black Swan Swims

    the difference is probably in trading "other ppl money vs your own" concept.
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    Reverse Calendars

    Perfect explanations by Rally and Ursa , there is nothing much to add here. Here is a real sample ; positive trade with only 5% in stock move ( due to very favorable front/back month ratio and huge vol's collapse in back month next day)
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    Any good book on trading spreads?

    ahhh...the never ending chicken and egg debacle. So who is a leading and who is lagging , HV or IV ? And the answer is...
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    SPX Credit Spread Trader

    Congrats , Mark ! I also belive that WS will spin any earnings , eco and FED's data to non-event and vols will stay low until biblical event occurs.
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    Reverse Calendars

    correct , pre ramp levels for both series. Reread my previous message , I was referring to $ and cents loss. Sometimes loss of 13% in front month vols can be equal to 4% vols decline in back month on the DOLLAR and CENTS bases.
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    Reverse Calendars

    you need to find an almost vega neutral trade. IOW , front month and back month premium loss should be the same ( in $ and cents) after report.
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    IV before Earnings Season

    long only , had a 4% vols gains on 80 FEB atm
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    Buying/Selling Options

    by scalping verticals via stock , you still be ahead ( margins) , but its all can change in April for retail.
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    Anyone going to the NY Trader Expo?

    Ms Horne workshop looks interesting... http://www.tradersexpo.com/traderexpo/newyork/spkrProfile.asp?spkrID=699857SPK :)
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    Anyone going to the NY Trader Expo?

    I will probably go
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    Reverse Collars

    Bobby B , looks like you got it all under control...scalp away my friend. May the trading G-ds be with you
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    Reverse Collars

    Bob , you have nothing to apologize for , you did nothing wrong. I'm just not interested to mix so many issues together , thats all. By doing a scalping (gamma) for some time , I wanted to see some new technics ( that been mentioned over there by rodeo clown and her cheerleaders).
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