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atticus' "ship it" vol trading journal
- Thread starter atticus
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Quote from IV_Trader:
AAPL vola on the day of the last qtr report printed 35.5 ( with 24d left before exp)
ok... so nov is trading at like 33.6 IV for the atm... are you agreeing with nov expiration being the expiration that earnings is in? that sure seems close.. fill me in Mr. IV.. I wanna get into a calender..
Quote from cdcaveman:
ok... so nov is trading at like 33.6 IV for the atm... are you agreeing with nov expiration being the expiration that earnings is in? that sure seems close.. fill me in Mr. IV.. I wanna get into a calender..
He's saying nov is slightly rich. Earnings will be encompassed in nov no matter what.
If they are in oct it will be expiration week and that vol will be closer to 65 then.
I think you will lose approx $30/straddle swap if earnings date moves to before oct expiry.
Quote from cdcaveman:
ok... so nov is trading at like 33.6 IV for the atm... are you agreeing with nov expiration being the expiration that earnings is in? that sure seems close.. fill me in Mr. IV.. I wanna get into a calender..
no trade for me until the report month is confirmed
I am in AKAM , SBUX and AMZN long ATM straddles , all NOV
Scalp it or let the deltas ride
I added more of my calendar.
Now it's a straddle swap Oct/Nov
EDIT: Strangle swap.
Now it's a straddle swap Oct/Nov
EDIT: Strangle swap.
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