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I did a model using the price chain given, is this the risk graph that you are looking at at end of Dec contract with +/- 10-20% ?

Coach, Thank you for the reply. Right after I made the post, I checked on the history of IV of GS. You are right that GS is not in the low end of the IV range and the IV increase towards the earning announcement might not have 30% that I am looking. So I am dropping GS for this...

Coach, learning from your idea. how about looking at GS which will usually do their earning announcement in the third week of Dec. I do a model for GS earning for Jan 2006, GS might announce their earning on 12 Dec, so it is just a few days before Dec option expiration date for the next...

$35k is about 13% of the $270k and with a 20-25% return on average margin per trade, does not mean it just take you 1 month to recover ? As a newbie following the thread, knowing the risk vs reward is good for me, could you post your SPX summary for the year ? Thank you in advance.

This round of bullish move, is it due to the act by hedge fund ? Housing Down, Oil Down, Commodity Down, Large Cap Up, sector rotation by hedge fund ? Any one has this feel ?

Stock market has the tendency to move up step by step after a decline. The fall in May was heavy, most chartists expect a bear move is coming, then this denial mode comes in. Up a bit, then up a lot, up, up. By then it comes a time, everyone is convinced it is going to the moon, the...

Thank you for the response. Yes, do provide some writeup on the summary when you find time to do that. Thank you again in advance.

Thank you for sharing your insight into your trading style. Is there some good sites that we could get ourselves updated on the sector information and chain of event ?

Congrutulation to your win. In both cases, the net credit that you have collected is awesome. In the KBH case it is 50% of the strike price wide. You seem to demand more than 40% net credit from the strike price wide. My question is how often do you need to go ITM to get this awesome net...

So happend to study the SPX index on option month expiration, just to share some interesting statistics. From Oct 2005 to Sep 2006, there is more than 50% chance that the SPX closed on high on the option expiration date. 5 months closed less 5 points from the high of the month, 2 months...

It is a good interesting thread, it has reached 60 pages by now. Just a quick summary on the original method given by trader28. 1) Use 10min MACD as trend and momentum indication. When MACD>=0, looks for buy signal. When MACD<=0, looks for sell signal. 2) With reference to 10min MACD...

Cache, I learn so much with your good description, your coverage is wide that it addresses various angles. You have mentioned that need not be afraid with the short going ITM, could you share your adjustment strategy ? Or you simply use the probability of chance to see how it settles since...

Trader28, Just following this thread, very interesting to me. Just to confirm my understanding on the following : There are two type of cross over (take long as example) : 1) When MA is above zero line : Take MA crossover longs when MA crossover is above zero line (short MA...

I am trying to see what is the tick in IB for future option, managed to figure it out. Use Coach recent diagonal put as an example of selling the SEP EW 1340 and bought the OCT ES 1360.. The tick in IB is ES. last night with ES Sep Future ESU6 at $1305.25 ES Sep 1340 Call Future Option...

You might want to look at XLE for calendar spread, I have been very successful doing it for the past few months. Did not try IC on XLE yet. I usually do 3-4 months CS on XLE.