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    GOOG earnings this Thursday, Calls or Puts?

    327
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    GOOG earnings this Thursday, Calls or Puts?

    shorted at 227
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    GOOG earnings this Thursday, Calls or Puts?

    I am out with 10$ profit on straddle
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    GOOG earnings this Thursday, Calls or Puts?

    very , very low IV before report , maybe they betting on non-event here. Adjusted ATM (310) straddle is only 12$ . That's represents only 3.8% from nominal , the lower I ever saw on GOOG before report. We shall see
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    Huge collapse in YHOO's IV

    in the last couple of hours ( ATM OCT straddle down 50 cents) , reporting today AC. I wonder if earnings became "irrelevant" again (CNBC), because everyone is watching Int Rates
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    SPX Credit Spread Trader

    I think you should attach the historical Vols # across every line. I am pretty sure you will get same risk/reword then .
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    Odds Czar: Simple Biases in the Futures Markets 2005

    I don't follow the emini , but I'm sure I can come up with similar scenario for emini Monday close to make 2 days > 5 days and turn the count from (+1) to (-1) WHILE the price of emini (and my long position) goes down.
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    Odds Czar: Simple Biases in the Futures Markets 2005

    SPX 2 day ave is currently 1181.7 and 5 days is 1182.7 , so its contributes +1 to your total of +2 count (buy signal) , but if tomorrow SPX will close at 1185( DOWN 1.5 point) the 2 days ave will be at 1185.8 and 5 days at 1182. 2. So the count will go to -1 and made the total count=0(...
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    Odds Czar: Simple Biases in the Futures Markets 2005

    can you calculate at what future price S&P 500 will turn to neutral or negative ? Can you do it on intraday bases ( by replacing Close with Last) ?
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    Writing options for a living

    I meant "interesting" posts
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    Writing options for a living

    agree with you on race track analisys , it is very very accurate like options . Horse with 9:1 odds DOES win every 10th race. My system was(is) very good ;125% , but track is NOT a fair lottery : Track&State take 17% of money from the pool so my return was (83*1.25=104) only 4%. As for...
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    Writing options for a living

    I don't think that lottery odds can be compare with option's expectancy. I will try another gambling analogy: Race Track. Once I wrote a program that takes Win Odds for individual horses and and convert it to Exacta odds. then I looked at the real exacta odds (meaning : how the same PUBLIK...
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    How option's MM hedging

    their positions via stocks ? If its so easy and profitable, why not to use it as a "stand alone' strategy ? Why to wait for retail trade to "activate" the hedge ?
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    Whats Stopping Retail Dealers or Banks From Brute Forcing a Clients Profitable Stgy?

    thanks a LOT for your reply , RUFUS. especially helpful is your last paragraph about "end results" , that reinforce my initial thoughts that its not so easy to do. Let me know if I can PM to you sometimes with other questions.
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    Whats Stopping Retail Dealers or Banks From Brute Forcing a Clients Profitable Stgy?

    exelent posts , Rufus. I assuming that you referring to traders that trading the same entity over and over againg , like certain FX pair or SPX. But what about retail trader that constanty keep on changing his universe ? Does it make more difficult to run "reverse enginiring" analysys in this...
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    Different thinking pays of

    thanks for the link
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    Different thinking pays of

    http://www.ivolatility.com/options.j?ticker=SEBL:NASDAQ&R=1&period=3&chart=02&vct=4 Nonpro , do u have B&S in Excel ? If yes , can you PM me ? I need all greeks , inverse and binary search. Appreciate any help here .
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    Different thinking pays of

    yes , SEP 10 calls with spike in IV and three times stock's volume vs. average. I agree , many times unusual option's activity is misleading, but straight buy or sell for OTM sometimes can lead to the winner. Anyway , not my game ; too much work to follow so many for occasional winner.
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    Different thinking pays of

    one day before SEBL buyout , 9/9
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    Different thinking pays of

    what about 10000 out of money calls bought on the ask with couple of days before exp ?
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