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I wasn't beating you up. I was auditioning for American Option Idol :) I'm also curious about that statement.

I find that if I make more profitable trades, my commission percentage decreases :)

A brokerage platform with a DDE quote link to Excel would do the trick. Import the symbols, set up a bid and asked column as well as one for the difference and add a sort/find feature. The only ? mark is how many symbols you want to chase and if the broker has a quote limit. If that occurs...

http://webreprints.djreprints.com/2390331190751.html

Of course a naked straddle can lose even if IV contracts... perhaps even a lot of money if the underlying makes a large move post EA. Because you can lose money doesn't negate the fact that you can make money from IV contraction. My simple reply to the poster who stated that "you have to...

At times there is an edge, namely when near month IV expands far more than the next month and it's a volatility play on both coming down, more so the former. It's an attempt to capture the disparate rates of contraction.

Congrats at looking at 100's of thousands of accounts but what does any of that have do do with the OP's concern of having a short put option exercised early, forcing him to buy the stock and having a higher margin requirement to support that purchase?

What's the REG T margin amount for buying (or shorting) shares in a margin account? Kinda like when your naked options are exercised and you are assigned a position.

Sorry, but I already donated a kidney for the option programs :eek:

I really don't know your point is. First you ask if the OP thinks MM are dumb and misprice options and now it's a question of how much IV declines. There are multiple questions in an EA IV play - the strategy, IV change as well as UL price movement... and sometimes, time. Lots of moving...

They'll be clear as day if you connext the dots with your crayons, turn them upside down and squint at them cross eyed! :)

Even one naked straddle can make you good money when your commission per contract is under a dollar and there's a post earnings IV collapse.

Some 20+ years ago I got access to Optionvue. Until then, I had been using shareware and the backs of envelopes for my calculations. With all of its bells and whistles, I thought that OPV was the cat's meow. There was one section that used current option quotes, ran through all major...

It's not a question of mispricing. Based on the expectation of a possible move, IV tends to expand pre earnings and collapses post EA.

How did buying a diagoanl call spread turn into equivalence with selling deep ITM puts?

There are lots of web site sources for this info. You apply the aforementioned time/direction, distance criteria to select the best strategy for your outlook: http://www.thepitmaster.com/options/strategysummary.htm http://www.optiontradingtips.com/strategies/index.html

There isn't a simple cookie cutter one size fits all answer. It dspends on time remaining until expiry, amount of IV expansion (and how much in which months), skew and outlook, if any. Are you chasing premium contraction? Do you want to hedge against the big move? Or both? For example...

Since we're name dropping for approval, last week I saw Elvis drive by on the interstate. Who cares if posters are real traders or pin head intellectuals? If they post something that provides insight, it has merit. The rest is entertainment. <dumbass thread> :)

http://www.dividendium.com/dividends.php?mode=1&count=0 http://online.wsj.com/mdc/public/page/2_3022-dividends.html?mod=mdc_h_usshl#dividendsC

Ditto what MTE said.