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looking at selling Oct 320 straddle slightly postive delta here with a sizeable cushion on the downside. Looking for $4.70 per share earnings.

you got any targets on this for earnings?

nice scalpin there mr. :)

116.80 on spy short term support yesterdays low, s1 etc.

flat 117.27

long spy 117.33 stop .25

how much is the volatility going to collapse and have you priced this in.? GOOG has this cycle where they report before expiry. Congrats on the trade, but you should be able to price out where this will be based on the open, you will know the exact vol to use when GOOG opens. Here is a link to...

I have read about 300 + articles on the foreclosure stall, funny mkts just noticing it. http://www.businessweek.com/news/2010-10-14/u-s-stocks-retreat-as-banks-tumble-on-foreclosure-concerns.html

out all 117.60

I don't understand this comment at all, if you think so little of the es community why post here at all, especially where all and sundry can see it? It is silly to think that anyone would trade this signal, when you stated that the model is proprietary. If the people who are criticizing you...

any chance GS prop desk is short vol? nah!!

add 118.20 stop on all 118.65

stop moved to 118.40

short spy 117.71 stop .30 add short 117.91 stop .30

daily chart of spy, this action looks like the august pullback. Maybe a pullback to the 20 day at 114.55, that is a maybe though.

http://www.bloomberg.com/news/2010-10-12/deep-water-drilling-moratorium-may-be-lifted-by-u-s-this-week-gibbs-says.html?cmpid=yhoo :confused:

Thou shalt buyeth every dip....:p :p :p

I see your point other programs showing 116.97 intraday high, may be a bad print.

spy 10 min

spy high intraday 117.04 just above intraday high from May 6. Close is interesting here, close above 117.00 would indicate a likely run to 120 or 1200 spx, good trading.