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right, like I said, Im still getting through all the functions that it has. Always interested in what else is out there though.

anything else out there you reccommend at the moment?

not sure how different the current version is to what you used. Have you found anything better than it?

First you go to all the trouble of starting a new thread with this, then as soon as it gets bagged........ Forgive me if Im missing something here........

spindr0, have you ever used OptionVue? Thats what I use, still getting used to all the features though.

peng, thanks for the post, the strategy you refer to, a calendar ratio backspread, does that refer to having the larger number of contracts on the far month?

Which would be the more common trade though, going long IV a couple of weeks leading upto EA and closing out jsut before? Or getting on short IV just before EA and closing out just after the announcement? I was thinking that calendar ratios meant setting the ratios to be Vega neutral, is...

A lot of this talk seems to be of taking a trade through EA, how about just going for the IV ramp and cutting it off short of the EA, does anyone have any thoughts on that?

Spindr0, thanks Ill definately look at that. In the RIMM earnings thread you commented in, you meantioned unbalanced calendars, is this referring to changing the contract size between puts and calls, factoring in an opinion on which direction it is likely to move in?

Spindr0, right, from what Ive looked at end of last year/ this year, the down trend in IV (slowly returning to 'normal levels') drowned out any ramp up in IV. I wonder though, if we see a return to more 'regular patterns' once IV returns to more familiar levels?

IV_Trader, does this mean that the ramp in Volatility doesnt happen as much or as often as it used to? So we arent seeing as big an IV spread making a reverse calendar ratio spread less profitable?

Spindr0, I've had a quick look at one of bebpasco's threads (in regards to RIMM). Quick question, is there are general rule as to whether a calendar strangle or a calendar straddle offers a better risk/ratio scenario?

IV_Trader , Thanks for participating. Care to expand on that? You mean just in regards to those books? Or in regards to Earnings Volatility plays in general?

hsmc, do you know which book of his specifically covers earnings plays? He seems to havea few there.

great guys, this is all exactly the kind of stuff I am looking for.

weewilly, thanks, that sounds exactly like the kind of book Im after. Obviously Crush is something to be aware of....

yeah, thats what I would expect in a regular environment, but when you have a situation like earnings (where I am assuming that front IV can get up a lot higher than the back IV) and you ratioed the spreads, could you expect to profit from it with a reverse calendar?

Guys, I am currently looking into some different possible earnings plays, specifically in regards to volatility in the weeks leading up to earnings. I am working on 2 assumptions/ hypothesis (both of which may prove to be false or not profitable) One is that the total IV of an underlying often...

Thanks for the reply, interesting insight. Im not quite sure how they can view it as the best in the world with the highest costs and so many who cant afford cover. Ive heard thats why there is so much litigation in the US as people have to sue just to cover their medical costs (Im not sure...

Guys, please excuse my ignorance, Im not american and cant say I have too much of an understanding of the US healthcare situation, but why are so many Americans against a nationalized healthcare system. America currently have some of the highest (if not the highest) healthcare costs in the...