Currently viewing the category:
"Diagonal Spread"
Today I entered an earnings trade on Las Vegas Sands (LVS). Below is the timestamped (PDT) tweet of my trade:
The last 4 quarters have seen moves in the -7.7% to +8.9% range while the options market was currently pricing-in about a 5.8% move. The options market has under-priced the move [...]
Closed my Baidu (BIDU) earnings trade this morning at a total price of $3.82, an overnight return of 20.5% per spread. See here for my entry. Below is the timestamped (PDT) tweet of my exit:
The move on earnings was more than was priced-in but luckily I structured a [...]
See this post for my previous insight on this trade. Below is the timestamped tweet of the position I entered for as an earnings trade for BIDU:
April Weekly/May 120/125 Put Diagonal ($0.53), 145/150 Call Diagonal ($0.69), and 135 Call Calendar ($1.95) at a total price of $3.17 per position. [...]
Here’s a couple of long, a short, and a couple earnings trade ideas for this week:
Under Armour (UA) recently reported earnings that the market liked. This stock has been steadily trending higher and just broke-out of a trading range. I like this name long but I want theta on my side [...]
Sponsors
Twitter
Recent Posts
- Quick Take On The Markets & Watchlist
- Markets Keep Exploding And Options Watchlist
- Reader Question: Butterflies and Implied Volatility Skew
- What Led The Market This Week? (And Watchlist)
- Defensive Sectors Leading The Market & Watchlist
- Breaking Down This Week’s Winners & Watchlist For Next Week
- What Sectors Are Leading The Market?
- Market Strength and My Watchlist
- Implied Volatility Skew and What It Tells Us
- An Interesting Take on Selling Implied Volatility Here
Video: 5 min Update on Implied Volatility and Skew of S&P 500 and Russell 2000 Options (1/13/13)
Here’s an update on the state of implied volatility and implied volatility skew of S&P 500 and Russell 2000 options. It’s very important to know where you are in IV terms when trading these two indexes.
Follow @victormora
Transcript below:
Hey this is Victor Mora of vicmora.com and today [...]