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The earnings were released in Mar. This current IV is 75% . They announced stock split and it will be effective on May 16th Stock is at 66 Straddle 70 is at $11.00 From trending Most Overpriced Puts: Titanium Metals Corp. (NYSE:TIE - News) May 60. TIE's PowerRating is 2 How...

Is anyone playing ISRG . Earrning on 4/27. IV is at 69%. I am expecting IV to drop to 40%. History indicates that the stock moves up a little after earnings report. Straddle 105 call/put - 16.00

I am not able to find any good stocks this earning season to put combo to fly conversion trades. Have you found any good trades.

Closed the RMBS 45 straddle for the profit of 1.00. The VOLs did not drop much after earrings report. The gains are from theta decay.

I am also looking at this option on RBMS Sell Apr 45 straddle for 7.40 credit But Apr 60/30 strangle for 0.95 debit. If the volatility collapses to 100%, there will be profit if the stock does not outside of 39 and 51. It is similar the riskarb trade. I want to buy the strangle...

IV trader, I did not put the trade on INFY. I am glad that you did . RMBS is announcing results on 4/19. Apr 45C IV=175%, Vega=02 Price 3.8 May 45C IV=120% Vega=05 Price 6.5 My expectation is that IV would drop to 100% . Since it is high volatile stock, it would move...

IV trader, I tested your concept on OEX. It looks interesting. short OEX straddle May 585 - 15.60 Long OEX strangle July 600/560 - 13.00 IV for OEX is around 11.00. It has + vega and + Theta for the position. If IV raises, it will be very profitable. It works well for the stocks...

IV trader, Great work. I have noticed many inconsistencies in the calculated IV numbers and probabilities from Brokerage firms. Which brokerage firm do you think has better IV calculations. What is the source of your software.

IV trader, Thanks for your response on FFIV. INFY is reporting earnings tomorrow . IV for Apr 75 call/put is at 50. I am expecting IV to drop to 35sh. History indicates that stock drops about 5-10 % after the earnings. I want to analyze RC on this. Apr 75 call - IV 50% , Vega 0.05...

Donna, Is your put calendar Delta neutral. Do you make any adjustments to make it neutral after you place the trade. I think you expect the volatility to collapse after the earnings. why do you want to put this spread so early before the earnings date. Just want to understand your thought...

Donna, FFIV reports earnings on 4/20. The vol for Apr 60 is at 70%. volatility for May 60 is at 55%. Reverse calendar May 60/Apr 60 looks good. What is the best time to put this trade. Any preference on put/call Reverse calendar.

Rambus is picking up the vol. The vol is at 108. The earnings date is not yet announced. We can watch this and it may be good candidate for combo to B-fly conversion.

Vandelay, I like your idea. A strangle can be bought to hedge the sold straddle. The margin requirement will be lower. You can buy a JUL OTM strangle . Every month you could sell the straddle till July. You could buy back the straddle in the expiration week to reduce the risk. Any...

IV trader, I am researching about Reverse calendars. Here is my analysis on ELN Mar 12.5 IV 172 bid/ask 1.60/1.65 Apr 12.5 IV 115 bid/ask 2.05/2.15 Net credit 0.50 IV about one month back is 88.00 My assumption is that IV for Mar 12.5 drops to 125 ( -50) IV for...

Phil and Riskarb, I have learned a lot from your real trades and the analysis. I really appreciate your contributions. I want to know how to find the trades with High IV. Are there any free scanning tools to search the stocks which have high IV. Options express volatility...