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Calculon, You talks like riskarb but not the same person. Can you please exaplain 1. 2000 basis 2. tenor skew Thanks, -Nick

Coach, Do you sell MAY straddle first, then buy JUNE strangle later or you do both of them at the same time ? I'm wondering incase or margin requirement. Thanks Nick

I ended up at 6X calendar spreads yesterday. I woke up at 6:30am today to sell my 35 APR/MAY calendar. I bought them yesterday for $0.50. I watched AMD keeps dropping and the calendar had quite wide spread. It went to b/a 50/70 cents at one time. I did not want to full around so I sold them...

I'm glad I cut down my risk by buying all my put spreads back yesterday. Today AMD took a lost from earning result and dropped down from $35 something yesterday to around $32.25 now. I woke up at 6:30am today to sell my 35 APR/MAY calendar. I bought them yesterday for $0.50. I watched AMD...

Bought back AMD APR 35/37.5 put for $1.45. I sold this for $0.80 so it was a lost of $60. Bought 6x AMD APR/MAY 35 PUT calendar $0.50. IV of APR 35 is 65% and May 35 is 45% I estimate IV of APR 35 to drop to 43% and May 35 to 40%. The profit zone would be when stock is between 32.50 -...

Yes. Provided that AMD does not move too far away. I did not have very acurate past IV data though.

Bought April AMD 32.5/30 put .35. Profit $30. I don't want to risk this over the earning.

Bought MAY 129 XSP put in the morning for $1.85. This is probably my hedge. Sold 1x 1215/1225 May put for $0.60. Sold SPY 100 MAY 06/APR 06 126/126 PUT @.65 . Rolled my calendar APR/JUN 126 to MAY/JUN 126 put. Total on SPX -1 1220/1230 MAY put -7 1225/1235 MAY put -1 1260/1265...

I bought 2X AMD 35 PUT calendar APR/MAY for $0.50 each. I might put 2-3 more in before the market close.

Any opinion on today AMD calendar for the earning ? I'm thinking about selling APR 35 and buy May 35 put. IV of APR 35 is 65% and May 35 is 45% I estimate IV of APR 35 to drop to 43% and May 35 to 40%. The profit zone would be when stock is between 32.50 - 38.20. -Nick

SOLD -1 DIAGONAL SPY 100 MAY 06/APR 06 126/125 PUT @.50 ISE, SPY MARK 129.92 Rolled my calendar APR/JUN 125 to diag short MAY 126 PUT/LONG JUN 125 PUT

Yes. Here it is. SOLD -4 VERTICAL SPX 100 MAY 06 1225/1215 PUT @.45 CBOE, SPX MARK 1298.36 BOT +1 VIX 100 MAY 06 20 CALL @.25 CBOE, VIX MARK 12.20 SOLD -2 VERTICAL SPX 100 MAY 06 1225/1215 PUT @.50 using interactive brokers. Bought one more VIX 100 MAY 06 20 CALL @.20 on IB I...

Does anyone know how to buy vix may call on Interactivebrokers ? I can't seem to get the quote on it.

SOLD -1 VERTICAL MRK 100 APR 06 35/37.5 CALL @.35 ISE, MRK MARK 34.46 SOLD -4 VERTICAL SPX 100 MAY 06 1225/1215 PUT @.45 CBOE, SPX MARK 1298.36 BOT +1 VIX 100 MAY 06 20 CALL @.25 CBOE, VIX MARK 12.20 I followed Coach Phil SPX/VIX trade. SOLD -2 VERTICAL SPX 100 MAY 06 1225/1215 PUT...

Can you tell me how much was SPX when you got filled ? I'm trying cancel/replace on TOS many times with no luck at 0.50 when SPX was around 1297. -N

Thanks! Supposed after liquidating my account, the brokerage firm figure that I still owed extra $2000. Do they require me to give them more money ?

SOLD -1 VERTICAL SPX 100 MAY 06 1230/1220 PUT @.35 CBOE, SPX MARK 1308.85

SOLD -1 VERTICAL SPX 100 APR 06 1260/1250 PUT @.35 CBOE, SPX MARK 1306.56. The mid was around $0.50. The xsp 126/125 put itself had b/a 0/.10. This one complement 1335/1345 call I sold previously on 3/29

You can go for max 40 posts/page but you still have to print about 120 pages. Here is how you do it. http://www.elitetrader.com/vb/showthread.php?s=&threadid=49586&perpage=40

I read the trade. I probably won't sell naked but it is an interesting strategy. One thing I am no so sure since I've never trade commodity. If I put $3000 in my commodity account, would my max loss be limit to $3000 ? Can trading firm require me to put more money in ? Thanks,