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Thats why a low debit spread with time is really the best play.With a Dec spread,you dont have to have perfect timing.

At these levels,I want to be long delta and short vega to the upside. I am hoping to make dollars,and the put spreads are trading for 1 dollar

Just ratio the upside,i.e the Dec 31/40 1x3 for a 50 cent debit..the upside calls are trading at a 40% plus vol..On the next rally,they will go down as the air comes out of the vol..

I was attempting to check out itsEOD features and couldnt even get a chart up.No matter what I did,I couldnt access Free data,i.e Yahoo/Msn

stockscreen123 is the best for the money..by far

no doubt the huge growth days are over.. but they are still doing 35 % yoy.The stock is priced at 1% growth off of discounted cash flows.. skype was taken out at 9x sales with no earnings...

While it obvious that Rimm has fumbled the ball to a certain degree,there is no question that the only fact as of today is that the fact is fundamentally cheap.Without predicting the future,it would be pretty hard to debate that. Is it possible it trades to the bottom of the channel(apx 33)...

not too mention this is as fundamentally cheap as RIMM has ever traded.Enterprise value is 10% below market cap,no debt,current assets>total liabilities and they generate plenty of free cash flow.. The market has already discounted the doomsday scenario..

Not sure what you are asking for,but it sure sounds like "Historical Volatility" which is readily available..Its a pretty simple formula,just google it.. You could also lookat ATR,but I think Historical Vol is what you are after..

If you buy an ITM call and exercise it before the X-date,you will collect the dividend.But there is a bit more to it than that...

I am with you..Early in my career,I would sell puts on companies selling at a significant discount based off of cash flow,thinking I would be thrilled to own the stock at those levels.. Rarely if ever was I thrilled when I was assigned.... Sell spreads to fund spreads..

You are effectively long at 24.10,should you be assigned on the short put and 26.1 on the upside with a max of 1.90 profit should MS be above 28. In between 24 and 26 you lose .10

I dont think you got my point.. I was basically saying that anytime vol explodes after a hard down move in the market,should the market rebound the implied vols get destroyed.. Odds are if you are long vega you will be facing a major battle to overcome the contraction in vol.. The best...

You can be rest assured that anytime Vix rises above 30 and you buy calls,you will lose money even if the stock rallies initially.. What one should do is look at the historical level of implied volatility and assume vol will move to that level(or less).At that point it is simply a tradeoff of...

Hi Emma, How do you like Edgerater? I like that is can rank stocks and can make trades based on percentile ranks..Anything else you find unique? T

Ammo,I am familiar with boxes,but you are confusing me with "diagnol".How do we go from being wrong on a vertical,to rollng into a box and introducing a diagnol?? Once you are wrong on direction,you have an unrealised loss.Any positions added are simply a new bet.Either they stand on their...

I just reread ammos quote.There is ZER0 chance ammo was serious.

Ammo,are you being serious??

I never understood it either.. It is usually the nonsense premium sellers spew when their position goes against them.They rolll down/up/out/out and up/out and down...All this to "avenge" their initial trade going against them. If they are lucky,2 rolls and 6 months later they have salvaged...

There is no such thing as salvaging. In your case you had a short delta an were wrong. Rolling,adjusting or salvaging is just a readjustment of your delta and you have a new position with a realised or unrealised loss.