∆ Desk Report

3.5K posts

∆ Desk Report

∆ Desk Report

@Delta_Desk

Option and volatility analysis. Edges and hedges. #stocks #options #volatility Not investment advice. Just ponderings and musings for what it's worth.

Chicago, IL Присоединился Eylül 2014
193 Подписки921 Подписчики
∆ Desk Report
∆ Desk Report@Delta_Desk·
Think selling the $CAR $550 call/$125 put sell strangle at $75 might be worth a looksey $CAR closed just over $400. Upside b/e $625. Downside b/e $50. Selling over a 175 IV.
English
0
0
1
87
∆ Desk Report
∆ Desk Report@Delta_Desk·
Is today the day $CAR FINALLY has a down day? Avis-Budget ($CAR) has been up 10 straight days. 15 out of last 16. Moved from $100 to over $400 in that time frame. 60 day IV has moved from under 55 to over 110 in the past 16 days as well. Time to short the stock and short vol
English
0
0
1
93