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sucks , hope it will get better for you...BTW , most SPX's stocks vols holding steady so how come index vols are lower ? Is this due to skew beeing an almost non-exising ( hence , no weight affect on the mean ) ?

long calendars or just pure vega ?

For me, it's the same. This account is devoted to my diagonal strategy and I am fully invested most of the time. For each 100K in my account, when I say 1%, it means I make 1k. Mark [/B] Mark , why did you stopped shorting inflated vols into report , I thought you was doing good , no ?

right , but some time before warning they cancel orders from KLIC. When KLIC warned some said that their customers (AAPL,DELL , MOT) will follow soon

I think it was KLIC (Kullicke and Soffa) and not AAPL , had a huge pre-warning that started the tanking

I'm packing now , does anyone have last Q for me before I'm gone ? hahahaha , damn you MoMoney ! btw , are you still here , Mo ?

now , how would you know that for sure ? And if you are so sure , shouldn't you take an opposite side of this trade ?

the "mean" historical vols can be very misleading on those free sites...they are strike weighted , volume weighted and exp month weighted. I saw up to 50% diff in what was the actual vols at the time vs the mean value that they plotted a week later. Huge diff for event trader.

domestic , you can call my posts sarcastic or any other names in the book. You are also free to ignore my posts all together , like I do with 99% of all option's traders on ET. It is not about me or you. I am one of the few (and maybe the only one) ET traders that buys long options (95% of the...

this place becoming a grave yard to a few option's posters on ET that willing to share some of their knowledge. First Risk and now I have a feeling that Mav will stop posting too. Soon we will be reduced to " just sell the premium and let theta do it magic" type of posts. Sad

congrats on the profitable trade ! :) J/K Arnie , how is your greek's knowledge going , any progress ?

hmmm, I thought that BnS and binomial modules are favorable to opposite strategy (buying). Riskarb ones explained the reason WHY exotic's MM don't take bets with time to exp < 7d , but I cannot find his post.

Got it. Earnings aside , what is your favorable duration , short 30d --> long 60d ?

does anyone has TOL short interest chart for last two years ? It would be interesting to look at it ( with lead/lag functionality vs stock's price)

would you agree with me that one should trade successful/proven strategy on compound bases ? if yes , then naked selling ( OR credit spreads) is always ONE bad trade/biblical event away from losing it all. And its doesn't matter if you shorting only 10% from your portfolio : the fact is that...

I hear you , Bit. Low HV + collapsing vols = disaster .

Great post , RM. OTM is the way to go , but why high vols stocks are better ? Vols nominal and debit paid are trade offs , no ? And you are missing one (but most important part) in earnings trades...Check out LOW's NOV/DEC otm calendar's prices for the last week , it should give you a hint :)

there is no step-by-step recipe for gamma scalping. Show me your first scalping move/action and I will show you future scenario where you might regret this move.

He is sick...:) Would you recommend this expo to retail trader ? They say "focus on options this year" , interesting...

lol , I wasn't taking about Mav...I was referring to those "successful" naked premium sellers that you mentioned. My point was that some (two) out of 1m are STILL profitable right now...lets ask them again next year :)