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that what I thought , nice... I was thinking to collect this info ones (I know , not so easy) . Are you making money by tracking sells/buys ?

what SW shows this info ?

lol , OC , a good one.

while stock volume was < 2m , that's the highest I ever saw

Cashe , your can build an Yahoo Calendar. There is a link from "Co Events" to save earning date . Very simple.

I have a better idea...let him stay where he is now ; it will become Tripoli or Dubai soon... What time is it now ?

if stock with IV of 15 moves form 60 to 65 , what are you holding...practically a stock. By exiting and re-straddeling again( cheap , less days left at this point) how can you lose ? If stock keeps going up u are ok and if stock reverse , you are a big winner (vs holding the original 60...

Riskarb > King of short dispertion IV_Trader > a Mini Me

btw , Mo , I'm having the best month ever so far on the reverse ( but still six long days to go). Only one (!) basket component is ITM , XOM . At the beginnig of the position , I collected the record ratio : for every 10k of short component's puts , I paid only 4500$ for correspondent portion of...

definetly much more complex that on a stand alone trade , imo

I run the small universe of stocks (high option's volume) based on some criterias that I mentioned before. The top gamma scalping candidate(without expectations if future vols rise)... SNDK. While current HV and IV is absolutely even (around 39 each) , the HV including intraday hi-lo is 57 (!)...

segv , I don't try to enter position on Index based on SV/IV ratio ; I asked Mav if he can see a small edge in ITM put + OTM call position ( both have a lower IV) with the slight call's bias (more calls). If the stock goes higher , you are obviously a winner , but if the stock goes lower , your...

Great staff , B. Thank you and others for input. I am planning to adjust up to 20k of deltas per day in the next reporting season , gonna need every bit of knowledge to do it.

here is a perfect example : I made a total of 1000 deltas adjustments on one of my positions today ; price reverted to the Open , closed all stock's position for 220$ profit. In the mean times , the small spike in vols completely erased the theta loss. Hoping for another 300-400 deltas ride till...

I thought one should use "odds to reach" and not only "odds to close" for this strategy , no ? So I build a simple binomial model where I am keep on changing the leight of the tree's branches to find the best intraday point to adjust. Most of the analytical software ignoring the intraday's...

nice collapse in vols today , closed my NOV short strangle for 60 cents profit

a buy out , where the premium was not enough to push the call above the strike

it's very easy to back test both strategies and find out which one is better : 1.Let the initial position (straddle/strangle) expire. 2. Use stock for adjustments , always close intraday and keep separate PnL ( for stock only) 3. If stock's PnL is negative at exp , the "adjustments free "...

Lucky me ! I was able to recall/delete my post with correct answer when I saw the rest of the "reword" hahaha