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yes thanks for the suggestion....and the benefit of the doubt...that was the most incoherent, muddled dribble that has flown off my keyboard in awhile....I really do need to re-read what I write before sending these things off .....

tplast/cache: Thanks for the help.

Thanks guys...according to the Ansbacher Index, things are look slightly bearish at this point.... Perfect for those expensive calls I just bought :eek: It seems to be that IV at some point really becomes a surrogate for price or what the market will bear and less a measure of perceived...

Coach, What would account for the difference in IV between the calls and the puts? Doesn't volatility take into account both the call and the put side in its calculation? I'm going to be pissed if that call I bought as the market closed today loses the dollar premium over the weekend.

Not the case here...check out the quotes now...the 127 calls are priced at 5.4.....there is an extra dollar premium attached to the spy oct calls v. the puts....and that premium runs deep into the money on these things Why would the maekt be pricing in extra volatility in the calls and not...

Can someone tell me why their is more premium attached to ITM Oct SPY calls right now than puts? For example, with the SPY at approx. 131.5 this afternoon, the 135 puts were selling at 3.6 (a .10 premium) and the 128 calls were at 4.6 (a 1.10 premium to the market). That's a difference of a...

Can someone tell me why their is more premium attached to ITM Oct SPY calls right now than puts? For example, with the SPY at approx. 131.5 this afternoon, the 135 puts were selling at 3.6 (a .10 premium) and the 128 calls were at 4.6 (a 1.10 premium to the market). That's a difference of a...

Hey guys, What about this for a CTM strategy? when the fast line of the 5,5 stochastics reaches 20/80, round up to next price increment and add 10 points for call speads and 20 for put spreads for front month. Price in the 1.3-1.9 range depending on time. If short is breached, (or fast...

Hello, checked out your link. how do you find this sites analysis? Accurate? What's you general expereince with it? It looks useful, but don't want to put to much confidence in it, if it's just set up as a marketing site. Thanks

and we have choppy markets 80% of the time (+/- 5% on average). so you must do well with your CTM's!

I used to be with the FOTM crowd all the way. But I am now using more of your approach where it's just a certain portion of my porfolio. I've been then using 30% of my port. for CTM and then letting them fly, even if the shorts are breached. Again the r/r calculus seems to be there, even if...

The stochastics are oversold and we're bumping up a gainst the 45 day downtrend line at 1273. (third touch or "E" of what appears to be an a,b,c,d,e continuation wedge...down) I think now is a good time to jump in with a CTM call spread...just keep it light. I personally picked up some...

Rally, I'm continue to lean more towards the CTM approach that you employ. Tried it this month with good success. I have a question re: the type of fills you get though. I've been using a 5 pt spread approx. 20 pt OTM when i get an OS condition on my stochastic indicator. Let's...

Did you get filled? I sat at .7 after the announcment w/o a fill....at the end of the day, the bid was at .6 and the ask at 1.45. WTF?

Rally and others in the stoc thread, I agree in theory that if you wait for the stoc crossover your may be late...but look at the lows/high that the price action has printed within 3 days of the crossover on a 5,5 or 5,3.....usually those lows or highs get tested again within a 5 day period...

As Rally points out, would likely not suffer max loss on the entire 30%....most positions would be breakeven....IF managed correctly. Could you share a bit of your countertrend system? Of course there are indicators of wanning strength....OB/OS indicators, newhighs/lows,volume spikes, ...when...

Thanks. By stoc. x-over, meant fast, crossing the slow in either an overbought/oversold condition.

Does anyone have experience trading close to the money (CTM) credit spreads (10-15 pts), within a 30 d expiration period, by following simple TA approach, such as 5,5 stochastic crossovers? I back-tested the past year and found approximately a 70% win rate...Of course you wouldn't want to bet...

MoMoney, Thanks for the links. I believe I've grapsed (at least, in part) the concept of a "no cost" hedge or the low cost "debit spread"as you have explained it. Perhaps I may use this concept as a way to trade versus merely hedging another position. Are there any other resources that...