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I think there is a slight "edge" in short the straddles/long the strangles with deltas < 0.20 Not with 1:1 ratio Need a bit of vola ramp , so pre reporting candidates are the best Anyone tried this before?

you should write a book Mav you really should

how the short sellers do this week ?

I am not sufficient in VBA , so I build an excel sheet by inserting B&S in every row :) Primitive, but its working for me

Anyone (who was short) cares to post results for May?

Here we go…a stunning 2 points opening gap on such a low vola. Short straddle/strangle PnL probably showing a loss of 25%...in ONE day!

I am long vola on SPY for a few months now…I truly don’t understated how one can go short on instrument with vola of 11…Japan/Europe openings, heavy macro econ calendar days…plenty of opportunities for gamma adjustments to pay for decay May was a very good month for me , especially...

2200 HF went out of biz in 08...puff !

???

yep -1/+2/-1 or vise versa ( short the middle exp)

Cassie's Pic's are much better with the old format End of copms :p

unreal...hit 251 in AH and then up 35 points

no , long the 2/1 exp combo Entry is still legit

I think FB is a rent free trade now...or very close to it

any thoughts on GS long calendar ? Reporting tom before open

I was just using 24 as example...yes , 1/31 is much more realistic

right , 100% in Feb But its a big diff if date is on 2/24 vs 3/7 Atty will close position on 18th. IF the report is on 24th , then FEB ramp will be completed ( or almost completed)

this is a good trade. Now you need for AMZN to annouce report date at the start of FEB exp Then you will get some vola ramp on FEB in the next week ( before Jan exp)..a double whammy

I wouldn’t bet on it Atty Usually (for apr , july and oct exp) the front/back vola is at 28/22 by now Currently it’s 26/26

ahh , my bad Actually, GOOG reported only once in JAN ( 2012) since the IPO