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| Filter Exchange · HERE IS AN EASY 300-1000% GIFT RIHT NOW ON PCLN OPTIONS | |
| medowz msg #83041 |
11/13/2009 10:14:38 PM Try it with the IFT(5,9) and the RSI(2) on the RSI(2) weekly plots. |
| Filter Exchange · HERE IS AN EASY 300-1000% GIFT RIHT NOW ON PCLN OPTIONS | |
| medowz msg #83039 |
11/13/2009 10:03:59 PM chetron, Am I reading this correctly? SD50= 50 day standard deviation. If so I really like this filter. |
| StockFetcher 2.0 Beta · Wishlist: Sort forum by columns | |
| medowz msg #82806 |
11/10/2009 10:19:46 PM I agree. This is the weakest aspect of the Forum. There's a huge amount information on this site, there's an active pool of participants, and unless you have a photographic memory you will forever be trying to figure out who said what, on what thread, what date, what filter, etc... This is aggravating, disappointing, and at times discouraging. Having a proper way of sorting through the Forum would be a tremendous benefit whether it be by thread, column, date, etc.. The site search function is NOT sorting. It's just as tiresome as searching through the individual threads. |
| Filter Exchange · Strangles | |
| medowz msg #82721 |
11/9/2009 8:47:58 PM It seems that earnings plays are popular with strangle/straddle strategies. You might get some good ideas on Optionslam.com. Mike |
| Filter Exchange · another very good indicator to find stocks ready to make big moves | |
| medowz msg #82720 |
11/9/2009 8:41:41 PM I'm just curious if Implied Volatility could be substituted into this filter? Is IV a usable filter element? Mike |
| General Discussion · Options are a rip-off | |
| medowz msg #82517 |
11/5/2009 5:48:41 PM I would think if your approach is to day trade these options (and it apparently is), the the front month options would be the logical choice despite the Greeks. If you think you might hold on to them more than a couple weeks, then go to the further out months, but check the Greeks. Holding expensive options long term is risky unless you hedge them. Also, it may be wise to trade only those options with small bid to ask spreads. This is sort of a function of the stock price. More liquid options trade at a couple pennies between the bid-ask. Good low priced stocks trade on a .05 spread. Many people have the opinion that spreads in excess of .15 or 20 cents aren't worth playing short term. Everybody has their preferences. High volume and high open interest lend themselves to small spreads generally. Also, at the money options will give you more bang for the buck on small moves on the stock and in the money options, more so, because of Delta. For out of the money options, you must to be right about the trade direction plus it has to be a relatively large move. If you're confident about both, then out of the money options can be lucrative. Some people think of them as lotto tickets with an edge. FWIW |
| General Discussion · EARNINGS PLAYS | |
| medowz msg #82509 |
11/5/2009 4:54:47 PM Karennma For Oct 30 the Nov 22.5 call was quoted at 1.65 and the put at 2.70 = 4.30 for the straddle For Nov 4 the Nov 22.5 call was quoted at .10 and the put at 8.40 (the bid) = 8.50 I'm not exactly sure how Thinkback quotes, I suspect it's end of day. FWIW |
| General Discussion · EARNINGS PLAYS | |
| medowz msg #82440 |
11/4/2009 5:52:27 PM Hindsight report. Just checked the STEC Nov 22.5 Strangle on TOS Thinkback. Sold for 4.35 on 30 Oct and Closed today at 8.45! couldashouldawoulda... |
| General Discussion · Earnings reports after the bell today and before the open tomorrow | |
| medowz msg #81792 |
10/26/2009 8:22:44 PM Kevin, I was looking at the BIDU 440 straddle using the TOS Thinkback function. Your return on the straight call play was decent for two days. You got the direction right which is critical with straight calls. The implied volatility on BIDU is huge, too. The straddle play would have been about half as profitable on a 2 contract position. The premium on the straddle position would have been slightly more out of pocket though. FWIW. Good trade. |
| Filter Exchange · you can also use option pain value to to sell options the last week of exp | |
| medowz msg #81694 |
10/24/2009 5:10:04 PM I don't understand entirely what's going on here? Friday before expiration. The strategy instructs us to open a position. I'm assuming to buy to open the initial October strangle position for a debit? Then as option expiration week winds down, we sell to open positions with the idea of taking in credits to cover the debit as well as make profits. Obviously we're hoping that our put and call prices jump around a lot, too or if that ain't happening, that the stock price spikes enough to cover and exceed our debit. This is what confuses me, though, how many contracts were sold to open in the examples. There's got to be a technique to that I'm sure. Was there a STO schedule or something? . Intriguing strategy. What's a wm%? |
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