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I was planning to go long straddle on this one next week , lol , I better think twice now

sold puts for 1.05 , sold calls for 80 c , average combo profit=52 cents. This was the faster IV spike/trade ever , AVCT posted report date yesterday after close and so many people lined up to buy low volx , unreal

bought AVCT (1/19) Jan 30 combo ratio 10 puts (85c) to 17 calls (50)

when do you exit position ? Holding to Feb exp ?

http://www.cboe.com/AboutCBOE/ShowDocument.aspx?DIR=ACNews&FILE=20060111.doc&CreateDate=11.01.2006

thanks , fader short combo > when inflated IV and limited move after earnings long combo > undervalue IV and/or potential big (up or down) move after report. A lot of weight > calendar report date position to option's expiration.

closed DNA short strangle for 1.50$ profit , out of CAI (report moved to 1/25)

bought HTCH Jan 30 straddle , 1.95$ (ratio 1:1) bought CAI Jan 60 straddle , 3$ (ratio 1:1)

This thread is for NON DIRECTIONAL short term trades around earnings release dates , neutral long/short straddles/strangles , Calendars and Reverse Calendars. Examples : Short DNA (1/10 , ac) strangle Long CAI (1/18,na) combo Long HTCH (1/18 , ac) combo I will post the real # later ...

hmmm , check this out , R/A... AAPL 07 calls at 43.4 and put at 42.2 (vols) and it's happens before EVERY report ( last three qtrs) , but after report gap is disappear... AAPL reports on 1/18 btw , same with goog ( and similar 470 position has 4.5% arb) Any connection here in your opinion ?

I know , I was just having fan posting "free' risk trade sample

buy stock , sell call , buy put profit =(15.1-10.8)-(76.3-75)=3$ "free" return of 4.1%

nice trade , vols are already reached the pre-report peak (or very close to it)

"For the 13th time in 14 years, option trading volume grew in 2005 at a record pace, and it's beginning to exhaust superlatives and test the thesaurus. More than 1.5 billion options traded in the U.S., a 27% jump from 2004. These included nearly 1.37 billion stock options (up 26%), and...

when vols are so low , even the spread for very liquid product like index take a bite from initial expectancy. 10 cents spread for ATM straddle represents around 6% from premium on anything with vols<10

r/a , did you ever noticed rise in vols as they claiming in this article ? http://www.risklatte.com/volatilityToday/volatilityToday050706a.php

thanks , B BTW , the reverse dispersion works very well for me for a second month now , a lot of flexibility in adjustments/early exits. I already closed three basket's components and corespondent portion of Index long puts (all six legs with profit) , while still maintaining very high correl...

very good questions , Steve , and that's the exact reason for my original q&a post about DXL , I thought someone might share experience with this new product. At the time of transaction , DXL vols was a bit lower that DIA's. DIA ask was 95 cents and I paid 9$ for DXL , so I saved 400$ inc...

for example , I track ABS-price-change/IV ratio and this number is not changes a lot from quarter to quarter in the last 4 years, while VIX went down from 45 to current levels.

right , right... Stupid me , now I cannot see/read his words of wisdom. If I only knew how to undo the Ignore... BTW , DXL spread was a 1 max and four contracts mm took for 50c , not a big deal but...