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a lot of stocks matching 60-40 criteria right now , you will be busy...

I think you will do OK on ACL , the iv is already above the pre-report top of 35. Report is on 2/8

this was a test of initial position , to check the "best case scenario" expected vs. actual (regardless of delta imbalance). You could of check how DOW correlated with components long time ago (by yourself) . There is no point to discuss anything else until you agree how it's does. It's very...

of course I will lose money if half of the stocks goes up and another goes down. Show me ANY dispersion position and I will find similar scenario for possible loss.

GM (up 9.5% today) is almost ready to be adjust 1. Buy back 20 strike and sell new , 22.5 , OR 2. Close GM and sell corr DIA long puts (6)

got it. This strategy probably works better when you take position on a group of tickers , like Riskarb did. This way you have some winners to close and only some need adjustments/conversion. Riskarb , am I close?

coach , what long OTM strikes are you considering ?

not trying to start a fight... this file is clearly shows that components weight is way more important that delta imbalance (for initial position). Notice that under this particular end of the month scenario actual profit (H39) is equal expected (F39) while delta diff=323k(L38)

hi , Neil yes , Yhoo trade had an excellent risk/reword. Most of the times RC are "in play" only when time to exp < 10 days , maybe I'll post some in FEB

yes , 95% of my trades are event/earnings related. I chosed the 72.5-95 straddle because the DOTM vols were a bit higher the ATM , my break even was at 70.3 or 97.2 (a 1$ better that straddle). AAPL had an upbeat guidance just a few days ago and I was surprised to see Feb vols hitting 50

all trades are closed : 10 trades 8 winners 2 break evens ave gain per combo=57c

closed at exp , just as expected : no change in the price (kept the Jan premium) and FEB vols kept on rising. http://www.ivolatility.com/options.j?ticker=CVTX:NASDAQ&R=1&period=6&chart=02&vct=4

10 cents (Friday morning price) 420 Jan put closed at 20$ , wow

sold put , 1.05 sold call , 2.35 profit 55c per combo opened RC : long Jan 60c (2.30) short Feb 60c (3.80)

hi Donna , the ratio is delta neutral , and I do adjustments while holding ( what I cannot do here). I entering when future vega gains > theta loss , where the future vols is my estimate ( but pretty accurate). unfortunately , its takes a lot of time to update posts , so I probably won't...

closed AAPL for 1.30 , profit 90 cents per strangle closed HTCH puts for 1.90 , profit 70 cents per combo

looks like a good trade for both of us so far...

in case of AAPL , I just sold naked Feb straddle... good luck with your trade

took EBAY reverse calendar: bought Jan 45 call (1.55) sold Feb 45 call (2.30)