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OK , count me in too ! Took RC on RMBS 35 strike(calls) ; NOV / JAN 08 for 5 $ credit , hoping for a 1 $ profit.

This Tuesday FED's announcement about possible last rise in interest rate made the earnings kind of irrelevant. Bob Pisany was screaming like crazy that it's all about FED now , hence , no rise in Vols as usual. Look at AAPL ; last qtr vols went to 50 even AFTER they already announced earnings...

I think she is leaning toward the owner of "Me too option's play" journal. Fascinating staff.

Mav , what about diff vols on diff strikes ? Both cannot be "placed" fairly , something has to give. If one can gamma scalping it , isn't an small edge ? And any large move in any detection is very welcome here.

I will be absolutely surprise ( won't be a first time !) if it happens , I though the high vols are not report related but some other event in the future. Currently the MAY / JAN vega ratio is 1:3 , so if they placed the vols perfectly, after event(?) vols should hit 55 ( then MAY loses 6000 and...

I'm not responding to any particular post... but when comparing option's odds/fair value to gambling... Look at the football spread and especially at the opening line. Here the house (MM) have relatively easy task : only two teams, only one number to post , spread like 3 , 7 and 10 are...

Me ??? I'm still learning , you should ask the big gans Risk and Sle. But I'll be here ... watching

I'm here , bro...

That's would be great ! Riskarb , can also explain a bit about gamma scalping when vols skew on diferent strakes is exists ?

I pass , RMBS iv is very often NOT report related ; hence its almost impossible to build a model. The credit (2.70) does looks attractive though.

Riskarb is your man for this question... I have to know the bet's conditions to calculated the diff between 6 and 7 branches tree for "odds to hit".

Hey , Sle... Yes , in general , but isn't very dangerous in the last week of exp ? Even with a small trend , the tree structure will overwrite the loss of theta , no ? The ATM SPX's straddle was selling just for 1.2% of the nominal this morning , what will happen if market goes down again tomorrow?

How did you do on INFY ? I closed with 60c profit , not a big deal , but nice to start a new week with profit ,MAY vols is under 30 as expected

Spread. Unfortunately (for me) I always MUST close position(winning or losing) one day before expiration. The 2$ spread on the long combo eating most of the profits. If vix/spx vols will ever rise to 20+ again , I will trade it.

that's why I was sooo surprised to see Weeklies...If only I was an institutional trader...Easy 50% an year. Oh , well, life is still good for a retailer too.

got it , thanks , B. Ones I tested binomial vs B&S gamma/theta discrepancy (not a statement , just my observations ; not sure if I did it correct) and the diff were growing sharply when time to exp become 5-7 days and less.

is that the reason why broker(betonmarkets) is NOT offers bets with time < 8 days ?

It's a shame , I would love to see heated option's discussion between him and Riskarb ; I'm sure that the rest of us will understand what they are talking about, lolol

absolutely ; for the real nondirectional trades I would assign put bias to capitalize on the spike in 60d vols when market collapses ( while the 30d PnL is still done on intrinsic value bases). This also could be done by using above the current price strike as ATM (both shorts at 1020 when price...

bid/ask spread is factored in