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    Option Pricing History For Big Earnings Week

    very clean charts, but I would of normalize all stocks prices to 100.
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    How do we modify black scholes to price earnings vol?

    Large bid/ask spread. Years ago, if XYZ was at 44, everyone was trading (long or short) 45's strike and the same expiration (3rd Friday of the month). Now the SAME volume spreads over to 42, 43.5 , 44 , etc AND different weekly expirations. Hence, the larger bid and ask spread. I used to...
  3. I

    How do we modify black scholes to price earnings vol?

    Weeklies and one point (even half point for many stocks) strikes intervals killed this game. Or at least made it very difficult.
  4. I

    BOXX

    +5.15 return in 2023
  5. I

    atvi short strangle?

    well, just for fun...long 85 4/28-5/5 calendar for whooping 11 cents -:)
  6. I

    atvi short strangle?

    This is really interesting, does report is still matters? If not then why the 4/21-4/28-5/5 structure is 30/60/50? I will try to put the straddle swap for 30-35 cents tom. Just for fun :-) Or even better: Calls calendar spread for 15-20! Hoping the deal closes on 5/5 week, hehehe
  7. I

    atvi short strangle?

    I see. In any case, they announced 4/27 after today's close. Not surprised.
  8. I

    atvi short strangle?

    The report day is not confirmed yet but 4/28 exp vols is > than 5/5. And I believe the jump in 4/28 exp vols is from someone that knows. We will find out soon. So you still shorting reporting vols...and price action. GL.
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    Options trading journal- question

    Robert, what are the -5 to 5 ranges? Stock moves? RC will definitely loose money in -1,0,+1 scenario. Unless a good directional move happens during the week (and I will be out before Friday close)
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    Options trading journal- question

    Thanks Robert.
  11. I

    Options trading journal- question

    Buy 115 4/21 put Sell 115 4/28 put for 95c credit XOM at 115.50
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    Options trading journal- question

    OK, so no journal...I understand. Then looking for insight: * Years ago, the IB cost for short puts Calendar was 25 cents (25$ per combo). * Now to sell ONE Calendar Spread on a 100$ stock is 10k (they protecting themself for the worse case scenario where the stock goes to zero). Anything...
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    Options trading journal- question

    I was planning to start a journal (Short/Reverse Calendars), but after reading few journals, I have a question: * There is a read only/no replies option on ET?
  14. I

    I'm really f...ing tired of winter

    82 here in Naples...
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    BOXX

    CBOE uses 4.55 for IR in calculator. So what should be annualized return after expanse ratio? Around 4.20-4.30? Yes, very illiquid (for now) but you won't pay a penalty to exit like with CD's. Not sure I totally understand this vehicle and that is why I am asking for insight
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    BOXX

    agree on both replies and hence, the low volume question.
  17. I

    BOXX

    new product with very low volume so far... any thoughts on it?
  18. I

    Why I faded Fridays close.. again

    Will do; have a great time
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