Browse Stacks: Trading Instruments: Options
Well, I hope this one isn't gonna gartman'ed me! I still think 1987 isn't for monday in terms of timming but I'm...
I can't see any big upside on the eur/usd or any big downside on PM, kinda problematic so that's my main scenario...
Relative value of single calendar GME.png
Relative value of 4 week calendar. Note large rise between D-7 and D0 and even larger rise to D+1
Minimal price change, particularly beterrn D-6 and D-1. Ripe for a double calendar.
gme double calendar curve.png
Double Calendar in GME pre-earnings, enter D-7 tomorrow and ext D0 (1 week, exit day of earnings just before close...
double calendar strategy.png
Double Calendar strategy
EXPE, BWB option strategy
BWB in EXPE
DAL earnings curve. D-8 and D-4 are entry opportunities for long calls.
Modified preearnings trade: DAL, open 4 days prior to earnings close 1 d before. 30 delta calls expiry 7 days....
BAC calls, 7 days to expiry 30 delta, close out at 50% loss
BAC earnings, 4/17/18 Consider entry on long side on 4/3 (D-14), exit at Day +1
MU preearnings trade Enter at 3 d prior to earnings, exit 1 d prior. Manage at 50% cost of long call. 25 delta call.
NKE straddle, enter 4 d before and exit 1 d before earnings
7 days to expiration
CRM call debit spread 50 30 delta 45 dte.png
BULLO strategy. Buy 50 delta call (45 dte) and sell 30 delta call (45 dte). Enter 8 days prior, exit 1 day after...
CRM, enter at 8 d, exit at 1 d after earnings bullish calls. Exit at 50% max gain
Day t-8 for earnings. Reports after close. Consider bullish entry at day -8 and exit either at d-4 or take it thr...
ADBE buy 40 delta long call, 7 days to expiration Buy 3 days prior to expiration and close 1 day before
Last week showed the highest percentage volatility spike in history
NVDA post earnings straddle 50 delta Enter 1 d post earnings 7 d post exit
TWTR 50 delta straddle, 7 d exp Enter 1 d post earnings exit 7 d post
Expe 50 delta straddle exp 1 week Enter day 1 post earnings exit 7 d post earnings
INTU trade, enter 7 days before earnings Exit day before. 30 delta call 7 d to expiry. 28% avg return on trade,...
HOG long term H&S breakdown
The hedged bull. (AAPL earnings)
AAPL earnings strat options.png
Enter tomorrow (ATM nearest expiry call option c $170 strike). Close 1 d after earnings (2/1)
Results: avg % per trade= 5.74%. Avg duration = 7 d. Win rate : 72.6%
VXX put spreads hedged with short call spreads. Manage at 50%, max loss 50% risked
Spy options expiriration.jpg
David Larew $SPY trading rules. Of interest is Weird Wollie Wednesday and the Thursday or Friday low prior to opt...
It seems that it's gonna close to an all time low again!
$2,562 profit if out by Oct 27th (more realistic)
Original TSLA trade