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Mav , why DID they took the vols all the way to 70th ? How do u explain it ?

good point... I don't have position on GOOG , I got out of long straddles on initial spike of pre-report vols a month ago (from 32 to 42) , if I only knew that it will hit 70th... oh , well

so should the owner of DITM puts buy stock in AH is cases like this? I did it many times and saw the similar action that you described here in the morning.

made 20 cents by shorting DIA 108 straddle at 2:15 , thanks for reminder R/A

more bad news for me ... I just find out that my gardner bought a bunch of puts , those bastards are resigning .... I hope the stock goes up , maybe someone will issue 5000 price target

easy trade , even my butler shorted before the close. ::::::)))))))))))))))))))))))))))

take a look at NDAQ and UNM , both reported today , but vols are still inflated ( because stocks are tanking). IV should go back to norms in next few days.

I,m still running vols culs.. But here is the yesterday's top ten: ISRG , USG , MSTR , GOOG, TIE,BMHC, UPL , PCU , CCJ,NTES , PD All liquid , >60 , >40 , sorted descending by vols If you still have trouble to run , I will post a full list with all # in the morning

you need a list of tickers ?

by looking at those HV numbers , it would be like stock with 120 nominal with IV of 90+ , IMO http://www.ivolatility.com/options.j?ticker=vix&R=0&top_lookup__is__sent=1

Donna , if history is any indicator... here is the price and vols action for CME (after report) : APR 05 , +6.4 , 32 JUL 05 , +2 , 33 OCT 05 , +1, 38

and its should be for any winning strategy. But are you sure that you did it correct (vs. bnmr?) . Both graphs looks the same ( monthly deviation)

nice... notice that from time of "back to normality" (fundamentals does matter , dividend does matter...) starting from 2001 , you don't see big downs months and your queue clearly stars to outperform the market.

I meant to short S&P (the one that was out performed as a benchmark by 35% even in the bear market) , and not the bottom rank .

Exit every month ? Then , would you consider taking position a la pair trading > long top rank & short benchmark ?

Not sure how far back the data goes... I will ask around.

Mr Edward. [/B] can we call you Mr Ed ?

mahras2 , did you ever heard of Baseline co ? They have a feature called "different time periods" where one can roll back and see any data ( all the key stats that you mentioned ) as its was THEN. Perfect for your type of back testing . Thompson Financial bought them a couple of years ago .

for a mother of all IV spikes , bought PCLN combo (both FEB and/or MAR) , reporting on 2/16. Watch vols hitting 70th.

a lot of adjustments so far... Closed 10 winning positions (AXP , CAT , GM...) and sold corr 105 DIA puts for 15k profit (including loss on long DIA puts). Opened new/higher strike on many of them with DIA long hedge of 107108 strikes. Sold "free" calls on losing positions (MMM , JNJ)