S short&naked Sep 7, 2009 #1 The only one what I can think of would be TNA (3x small cap ETF). Couple that one with long options and you have a perfect storm! Any others?
The only one what I can think of would be TNA (3x small cap ETF). Couple that one with long options and you have a perfect storm! Any others?
F flyingdutchmen Sep 7, 2009 #2 why dont you use yahoo's free scanner make a simple scan like beta > 3 avg vol > 10 mill and filter some out
why dont you use yahoo's free scanner make a simple scan like beta > 3 avg vol > 10 mill and filter some out
N nazzdack Sep 8, 2009 #3 Quote from short&naked: Any others? More... ?.........compare the value of intraday volatility to day trading margin, while considering liquidity......the eMini S&P!
Quote from short&naked: Any others? More... ?.........compare the value of intraday volatility to day trading margin, while considering liquidity......the eMini S&P!
S short&naked Sep 8, 2009 #5 Quote from nazzdack: ?.........compare the value of intraday volatility to day trading margin, while considering liquidity......the eMini S&P! More... You are right. I should have specified non-margin volatility. ie. the kind that is baked right into the asset. At this point it would probably be TNA call options. It has small-cap volatility, yet has a much more liquid option chain than most small-caps.
Quote from nazzdack: ?.........compare the value of intraday volatility to day trading margin, while considering liquidity......the eMini S&P! More... You are right. I should have specified non-margin volatility. ie. the kind that is baked right into the asset. At this point it would probably be TNA call options. It has small-cap volatility, yet has a much more liquid option chain than most small-caps.