AMZN Feb volty

If you're looking for an option sale, the SBUX puts are a blazing sale. Feb's 60%, Apr's @ 50%. Someone lifted the offer on both tenors, several times. I should know, I sold some to them. :(
 
Quote from volatilitypimp:

If you're looking for an option sale, the SBUX puts are a blazing sale. Feb's 60%, Apr's @ 50%. Someone lifted the offer on both tenors, several times. I should know, I sold some to them. :(
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Yeah, that's fat. I know you're quoting AMZN as I type this. :p
 
Looks like AMZN is a better vol sale then SBUX. Not that I am advocating selling vol at these levels in general.

AMZN's indexed implied vol has gone to the 70 level pre earnings a few times and appears to top out there. Looking at sbux it can get a lot higher then where it is now.
 
Quote from atticus:

AMZN Feb vols came in by 500bp. The straddle is marked 1.50 lower. ;)
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great entry timing , atty. My amzn time fly gained 2$( !) today ; I wish I would of doubled up yesterday when FEB hit 71...
 
Quote from IV_Trader:

great entry timing , atty. My amzn time fly gained 2$( !) today ; I wish I would of doubled up yesterday when FEB hit 71...
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Your [nearly] neutral gamma helped. Good call.
 
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