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The back testing is practically impossible here, imo (mainly due to uncertainly in event month). Look into two strategies for FDA play : 1.RC if event is in front month , like in case of MYGN ( but it’s a disaster if its postponed) 2.Time fly if event is NOT in the front month

Dmo , this is typical for FDA events ( without firm date) . Its all based on expected binary outcome. There is practically no theta or time decay. IV calculations derive from firm/unchanged ATM premium. The higher the price of the stock the higher the ATM straddle

Amazing staff, surf …what can possible beat that ??? Maybe only “ Country girl ( natural blonde) is up 200$ on fortune cookie trading tip”

hello...anyone with a pulse here ?

horaleey !!!

Samuel , your suicidal note is as phony as your 450 mil paper loss. I am reporting you to FBI http://www.huffingtonpost.com/2008/06/11/samuel-israel-iii-convict_n_106537.html

Clodis , close this thread and open a new one. Outline proposed position. Show how/why this particular position will have the best/better r/r if you are right on future price or vols directions. Your replies like “we shell see” are thread’s killers…not too much left to argue or add from...

I think I know who u are now :cool: good luck

lol…what was your previous ET’s handle? U know , the one you used before last blowup by selling premo ?

Speaking of…Big Brown = Black Swan, lol , dead last. Did Victor N bet 1mil on show to win an “easy” 50k and blowout again ? :p

Pair correl is not so great lately...looking at 2Y graph , OIL up 77% while USO only 48%

:confused: Its not supposed to be an Y/N type of the poll. Both long AND short FRO’s positions are limited risk , so anyone’s blowout will not affect the rest of IB customers

The outcome of this one particular trade means nothing; I was referring to overall concept. Anyway, it was JMO : feel free to delete my posts from your thread

No , you probably won’t be able to exit with profit before report ; that why I used word “hostage”. Also , this is a ratio trade ( 2:1 in this case). You best scenario is for IBM to post a report day after 7/18 (close position in this case) or for stock to pin 135 after report in July

If July will be a reporting month, your position will become a hostage to July vols ramp. July / Oct tenor is also not sustainable in this case. GL

What regulation will stop “Hunter” brothers to open 2 diff funds and go long/short on Nat gas ?

Yes ??? pssss , Joe ( just don’t tell it to anyone)…we are all broke now…the “income generated strategy” was just a myth. I was trying to summarize this thread for future newbies and came up with a short version : Theta = illusion All , feel free to add

oh , no...bad news for me…I need these PhD’s and qaunts to take the other side of my trades… It’s liquidity, stupid :p

are you ppl for real ?

check out Ivolatility site ( www.Ivolatility.com) :D