atticus' single-name delta book

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Quote from froluis:

Single name vola is the only place to be here. Nuts to be in the index.
Atticus
I guess you say that because IV is very low, are there other reasons?
Thank you and regards

IV is not very low in apple... see below... he probably means that the risk associated with the IV level is less then in the index. .<a target='_blank' title='ImageShack - Image And Video Hosting' href='http://imageshack.us/photo/my-images/805/vxapl.png/'><img src='http://img805.imageshack.us/img805/9265/vxapl.png' border='0'/></a><br>Uploaded with <a target='_blank' href='http://imageshack.us'>ImageShack.us</a>
 
Quote from newwurldmn:

Cut my VIX Jan puts (20 and 17 lines). Most of the vol premium is gone. There's probably only 2 points left.

nice trade, that spike on friday's close was quite nasty.
 
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