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Anyone going short this pig for earnings after the close?

thoughts on this PIG?

Still going

Thoughts on this PIG?

Any vol traders thinking about selling the AIG front month straddle??

what strategies are there to get rich off it?

Anyone know how IB calculates margin on Equity Option Spreads and Equity Index Spreads? If you could give an example for each, that would be great. Thanks.

Well said, looks like you know options very well. Do you trade vol for an MM?

I trade 8 industries, all names in those industries, and have a professional pricing system. The only flaw is I don't have the ability to price an earnings event which is why I started the thread. I'll be taking many bets as well so the MM and I are on even ground.

Everything in trading is a bet.

Jacks appreciate the reply. The straddle pricing is very effective but only works for names that have earnings during expiration week. And you can't put it on early in the month, you have to wait till maybe the Thurs or Fri before expiration week begins.

Example: Let's I'm looking at Sep options and FSLR has earnings during that period. I want to generate what a fair value would be based on what I perceive to be the fair vol level based on historical levels and the earnings move I am anticipating. So let's just say 60 and a 10% move for sake...

Anyone know how to mathematically price an option that has earnings release within 3 months? I know the standard way of finding the average earnings move, fair vol, etc. But how exactly do you price it? Thanks.

The Briefing In Play has a lot more than that feed you linked. Lots of news stories during the day. However, pre-market and after-market are 90% to 95% earnings related.

Briefing In Play is the best for earnings. 40 bucks a month.

Guys, I'm trying to decide what data feeds I want from the following: AMEX NYSE/SIAC NASD L1 NASD L2 NYSE Liquidity If I get NASD L2, then I don't need NASD L1 correct? What would the NYSE Liquidity feed provide? Thanks.

Keystone is a joke. They list trader jobs on Craigslist every freaking day and the place doesn't even pay a salary. It's a chop shop!

If you don't look at vol charts, what is your strategy? I hope you're not trading vol without the charts. That's flying blind.

You don't need Intraday Historical Vol Charts. I worked at a top option market maker and we didn't even have that there.

Because free data is junk?