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> Jun 1360/1380 call > > 1260/1230 put > > Sold spread today for 470. Assuming 10 contracts, your margin is $30K on this. Your yield if everying goes perfect is 16%. But you are within a standard deviation on your calls and puts. This would not be considered FOMC. This is something...

ISRG at 117 after hours... Riskarb, did you play it? I did, but not with a combo like you would. Did a double diagonal on it. You were right on above 110.

The current vol's of 49 are very high. The low vol seems to be 23. The breakeven would be between 33.3 and 41.7. Would you only consider doing the May strangle?

On RMBS, I papertraded this Riskarb, Short 10 Jan35 Calls, Short 10 Jan45 Calls, Short 20 Jan35 Puts, Short 10 Jan45 Puts And it's up $9800 now. How do you convert this into a fly and lock in yoor credit?

RMBS Jan07 VOL's are still at 74... other news definitely pending. The April VOL's did not drop either.

I'll paper trade this and watch it... Thanks for the information to learn. frisbeeca

Is the pitchfork because your bias is to the downside for RMBS? Or just so your maximum profit is if the stock price is between 35 and 45? Is your trade similar to this: Short 10 Jan35 Calls, Short 10 Jan45 Calls, Short 20 Jan35 Puts, Short 10 Jan45 Puts What is the timeframe when you would...

Hi, I have a question for Calculon or anyone: If you don't have the budget to sell the straddle then convert to a butter, would this be an OK alternative? Example trade idea is RMBS, earnings are out 5/19 AMC and the vols are through the roof. Nov ATM 45C volatility is 80. If you...