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https://www.bloomberg.com/news/articles/2024-08-13/wall-street-s-crowded-options-trade-survives-short-vol-turmoil https://www.hedgeweek.com/wall-streets-dispersion-trade-surge-sparks-fears-of-overcrowding-and-diminishing-returns/

down for me this morning.... anyone else?

sure, buying components and selling index. I was not sure if I even needed to mention this obvious part. Back to my questions of opening a trade on reporting month ONLY.

Instead of opening position every month, make only one trade per qtr on monthly expiration with a lot of reporting, like AUG is now Paying higher index/basked IV ration but also getting help with further rise in IV on components. And possible large stocks move, but with a tradeoff is crashing...

IB showing halted with last print of 40$

I am in North Naples for winter months. Still love it.

great timing to post it @tooriginal Vols at 13.5% currently

reposting

I am also watching it but probably going to pass. 1. I don't trade stocks that don't have at least 4 qtr history 2. IV is extremely cheap considering last qtr move of 48% and it's become "cheaper" day by day...something is just not right but not sure what. IV in last week, day by day: 16.2...

I thought the IV is "deriving" from the bid/ask value, no? Since the other variables (Price, Strike, IR, Days to expiration) are known, all what left to do is to reverse engineer which IN value is matching the option price. So you start with possible IV range, let's say, of 10-200, then you...

this time they are remembering last qtr after report move... Great IV action from 8.4% yesterday to 8.9%. Also- great up and down price action for active scalps! I am out but maybe leaving some extra $ on the table. Will check back before 4:00

thanks for your replies, everyone. Appreciate it. I need announcement dates for the last 12 qtrs. Will start calling vendors next week.

sorry, if I wasn't clear about it... Which data vendor carries this info? Ivol? Someone else?

Date of earning announcement. Sample: ORCL latest report date was on 12/11/2023. What date it was announced (with confirmation)? TIA.

USO UNG GLD SLV TLT

my bad- should be around a 1$

ah, great trade! Profit is around 1.40$ per strangle, right?

I don't follow GME; it's filtered out because of large bid/ask ratio relative to stock's nominal. So what is the trade here? Long overnight? Will need a 25% move

you are right @newwurldmn, co website status is "Anticipated." I will watch closely.