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Yes, that's a great trade, good job! Interesting point about the pre-market prices. What do you use, the first trade after midnight? Thanks, - The New Guy EDIT: I think in the future when price/volume behaves like it did this morning for ENER I'm going to take the trade, regardless...

I'm not sure I %100 understand you. Are you saying that because of the skew OTM iv increases faster (and increases it's rate of increase) than ATM iv when spot vol increases, and because of the iv increase premiums don't decrease? In my mind, if spot vol increases, there should be a better...

Did anyone play ENER today? I was scared away because of the gap, but it would have been a good one. From some basic observations there seems to be a relationship between volume and gaps, where if the volume is over a certain level and constantly increasing the gaps don't seem to want to fill...

and strip is an average/mean of the front month strikes? *sigh* I can't wait til I can speak to people intelligently about these topics..... :( - The New Guy PS. Hey, while I've sort of got you cornered... :D I've always wondered about how vol affects the premium of ITM/OTM...

How is that different from the vol smile/skew, or is it just another term for it? Thanks, - The New Guy

I'm sorry, but what is "strip vol"? Thanks, - The New Guy

It also could be that it was just a coincidence that the interview ended there. Abstract questions seem like a logical place to end, if you are going to ask them at all. my 2 cents. - The New Guy

Just from a cursory glance at the charts you posted it looks to me like you're going to have a very tough time overcoming the vig. Seems like you have very, very little room for error, but hey, what do I know? - The New Guy

interesting.... I'll have a look at those, thanks! - The New Guy

Was that a question or an answer? I don't use either currently, so I don't know if they do. Preferably, I'd like to be able to scan a basket of stocks in real time, or all the naz or spu constit's realtime or something like that. Thanks, - The New Guy

Does anyone know of a realtime scanner that can scan for cross-overs in the ADX/DMI? Thanks! - The New Guy

Just a quick note to all who pm'd me asking for the channels document. I'm travelling out of the country and am temporarily away from my computer, but I should be able to email to all who asked tomorrow or the next day. Sorry for the delay and Merry Christmas (or happy holidays) to all...

Nevermind, it's not working... don't have time right now to set it up on a public server, but for those who are interested it's a rather lengthy document on drawing channels written by Jack (I believe). Send me a pm with an email address and I'll send it to whoever wants it. - The New Guy

Don't remember where I got this, but it should give you a pretty good start.... ho ho ho! - The New Guy ARgh, i'm not sure if the file was too big, but it won't let me post it, i'll try again.

Just IV? You don't compare it to HV at all, just to itself? Thanks, - The New Guy

Just out of curiosity, how are people measuring this? Are people looking at it as a function of iv/hv? What time frame are you looking at HV on? 20 d? 30 d? Thanks, - The New Guy

I still don't understand.... why don't you set up all the equipment yourself and just have a clearing relationship with a broker? what am i missing here? Thanks, - The New Guy

Are you my boss? Are you in my office right now? I would swear you are him, you sound just like him, except all the numbers you throw around (just like he does) are missing 3 zero's on the right side.... dang man, it's uncanny how much you sound like him.... - The New Guy

Mine will be a bit different from the rest because I have been filtering for stocks with options for a while now (although there's both in there), and some of the criteria is different, but it'll give you a good starting point. Incidentally, you had a strategy that I've put on the back burner...

I'm a newb too, but I've always considered OI as a measure of liquidity in the option, and that's about it. I could be wrong in this, however.... - The New Guy