Post your vol-trade here

[TheBigShort]

Someone sent me this morning's "Steady Options" alert from Kim Klaiman. Kim was trading a partial cover of the 117P body strike of his five-lot TST Sep21 112/117/122 put fly. He showed a fill of 0.20 on five of the Sep21 117 puts.

The problem is that the five lot never hit the tape. The time and sales are shown below. I have sorted the T&S descending on time, exp, option, size, price (0.20). The 5-lot buy at 0.20 never took place.

Kim Klaiman is using Interactive Brokers' TWS Paper Trader front-end for at least a portion of his trading. The TLT Sep21 117P trade never hit the tape:

This deserves more publicity.

 

[destriero]

This deserves more publicity.

I think it does. A guy taking money under the illusion that he takes each trade? He's obviously emboldened to do this shit as he used the sim-account at the open. Anyone Googling Kim Klaiman will see this thread. $100 order and he's using sim?

Feel free to look at the T&S screenshots. All of the data is there covering the open.

 

[El OchoCinco]

Entered into this today:

Basically 20 SIG calendars @ $0.48. Vols are 89%/63%

EDIT b/a spread was .20 x . 70 but got filled at $0.48 - 3 cents off the mid.

 

[destriero]

Entered into this today:

Basically 20 SIG calendars @ $0.49. Vols are 89%/63%

View attachment 190034

EDIT b/a spread was .20 x . 70 but got filled at $0.48 - 3 cents off the mid.

Confirmed. It appears lol.

 

[El OchoCinco]

Kohls announcing tomorrow morning and sold the following:

88% vols.

 

[destriero]

Mr. Shady Opshuns is looking for payback.

 

[El OchoCinco]

Kohls announcing tomorrow morning and sold the following:

88% vols.

View attachment 190140

Looking for 60-65% vols in the morning....

 

[srinir]

Mr. Shady Opshuns is looking for payback.

View attachment 190141

For a person who is supposedly managing
* his own forum,
* subscriber base
*$0 Hedge fund
*$40K personal account
*a company and
writing Wikipedia level articles, spends inordinate amount of time in this forum.

 

[maximumpossiblesuffering]

Kohls announcing tomorrow morning and sold the following:

88% vols.

View attachment 190140

Attached is a chart of KSS with historical option metrics. Bring on the crush! I am astonished at the the difference of historical and implied volatilities as well as the rapid changes. There seems to be a lot of potential inefficiency to exploit. There are also some turning points in the underlying when option volumes or put to call ratio reaches extreme levels.

 

[El OchoCinco]

Did you snap that picture with your phone? haha. Historical vols are pretty calm here but the uncertainty of a retailer like Kohls is what gives the options the extra juice. To me 88% seems rich given current ranges and past earnings announcement. I went below the strike because retailers lately have been announcing good earnings but not good forecasts and Kohls ran up today. Methinks too much optimism into the earnings so a little sell off is due. I am going to put a limit order in right before the market opens to see if I can filled depending on what price I see on the pre-market.