Search
Search Only:

Search Keyword volatility

Total: 26 results found.

1. Weekly Outlook 4/26
(OBB Prodigy!/Delta Strike)
... The trend is your friend. I do expect the next month or so to be more of the same with a blowoff top of some sort coming in May that precedes a small correction by mid month. The volatility should increase ...
Monday, 26 April 2010
2. Weekly Outlook 4/12
(OBB Prodigy!/Delta Strike)
This week the market should continue up thru 1200 as earnings season starts off. Also, with options expy week here it could give an uptick in realized volatility. Some Bernanke speak midweek as well ...
Monday, 12 April 2010
3. Weekly Recap
(OBB Prodigy!/Delta Strike)
... in the SPX simply struggle to have much volatility at all. We are getting about 0.5% daily fluctuations and that just doesn't warrant a VIX anywhere north of here. We would need to start seeing consistent ...
Sunday, 11 April 2010
... by VZ as a candidate for this sort of position. Given low market volatility, the options market is currently pricing VZ as if the stock's entire value is in the dividend (roughly 6%). Both in the money ...
Sunday, 04 April 2010
5. Weekly Outlook 3/22
(OBB Prodigy!/Delta Strike)
... as well. Currencies- This is where the volatility has been for sure. The euro and pound are normally more volatile than the stock indices but lately have really been moving. Friday the GBP lost about ...
Monday, 22 March 2010
6. Too Far, Too Fast?
(OBB Prodigy!/Option Spot)
... above example in mind, if you're looking for some stocks that are very overextended, consider FDX or UNP, as the transports are very overbought (up about 20% in 25 trading days) . With volatility at these ...
Tuesday, 16 March 2010
7. Weekly Outlook 3/15
(OBB Prodigy!/Delta Strike)
... week we have some catalysts that could pick up the volatility. Fed day is tuesday and that is sure to get the markets moving. In the past fed days have marked tops and bottoms and I wouldn't be surprised ...
Monday, 15 March 2010
8. Weekly Recap
(OBB Prodigy!/Delta Strike)
... quad-witching options expy this week will be sure add to the intraday market volatility.   ...
Saturday, 13 March 2010
9. Portfolio Update + New Trade
(OBB Prodigy!/Theta Burn)
... growth prospects (management has forecasted 20% organic growth in 2010), I'd be happy to own the stock at a 11x earning and even happier to own at a lower multiple. This is a high-volatility stock with ...
Wednesday, 10 March 2010
10. AKS Call Spread
(OBB Prodigy!/Delta Strike)
... type of action shows big money bidding up near term options and raising the implied volatility in these months whille selling the back month options thus decreasing the IV of the leaps. Generally when ...
Friday, 05 March 2010
11. Weekly Recap
(OBB Prodigy!/Delta Strike)
... I do believe the path of least resistance for now is still down. The VIX slipped under 20 on Friday which means that the daily ranges in the market are simply too small to justify and higher volatility ...
Saturday, 27 February 2010
12. Some Potential Naked Puts
(OBB Prodigy!/Theta Burn)
... must be well capitalized, have a favorable valuation and have certain long term competitive advantages). Also, implied volatility must be adequate in order to achieve required returns and compensate the ...
Friday, 26 February 2010
13. IBM Modified Calendar Call Spread
(OBB Prodigy!/Theta Burn)
... volatility, or suffer from a decrease in volatility. Given the relatively low levels of volatility across the market today, I’d rather be a net buyer of vega. Ultimately, this is a levered bet on IBM’s ...
Wednesday, 24 February 2010
14. And We're Off!
(OBB Prodigy!/Theta Burn)
... The market has reacted to this bad news by pummeling the stock to a price at which I think it’s now a compelling investment. Due to the stock’s recent volatility, IV is relatively high (in the mid-40s). ...
Friday, 19 February 2010
15. OBB Prodigy!
(Miscellaneous/Web Site Information)
... and futures in various different market conditions. Using technical analysis and combining a unique mix of sentiment and volatility analysis, he have been able to remain on the right side of the market ...
Monday, 15 February 2010
16. Introduction
(OBB Prodigy!/Theta Burn)
... option (implied volatility) and my short term or medium term exposure to volatility changes (or vega) is certainly part of the equation, these things matter less to me in determining whether to enter a ...
Saturday, 13 February 2010
17. 10.2- Trading Plan: Strategy Analysis
(Courses/Master 400 Level)
... the Greeks 9) Analysis of Implied Volatility Specific Trade Rules Regarding Non-Directional Positions: 1) No more than 50% will be put at risk in an individual non-directional position. For example, ...
Tuesday, 15 December 2009
18. 10.1- Trading Plan: Mission Statement
(Courses/Master 400 Level)
... as possible to avoid volatility whiplash. The trades will target out of the money options that have a high probability of expiring worthless in an attempt to collect option premium and reduce risk.  ...
Tuesday, 15 December 2009
19. 5.8- Vega (Short Options)
(Courses/Undergraduate 200 Level)
This lesson will cover short Vega positions. As state in the previous lesson, Vega is the rate of change of an option’s theoretical value relative to change in the underlying stock’s Implied Volatility. ...
Tuesday, 24 November 2009
20. 5.7- Vega (Long Options)
(Courses/Undergraduate 200 Level)
Vega (v) is the wild card in option pricing models. Because Implied Volatility is an estimation of future price fluctuations, the Vega and Implied Volatility are crucial aspects to options trading. 300 ...
Tuesday, 24 November 2009
21. 5.5- Theta (Long Options)
(Courses/Undergraduate 200 Level)
... Implied Volatility (IV) is low or expiration is only days away. Deep ITM options with a Delta of 1.00 will typically not be exposed to negative Theta. Theta decay is not always the same for puts and ...
Monday, 23 November 2009
22. 5.0- Chapter 5: Meet the Greeks
(Courses/Undergraduate 200 Level)
... the change in the option price as time until expiration approaches (on a daily basis). Vega (v) Measures the change in the option price when the Implied Volatility (IV) of the underlying stock ...
Saturday, 21 November 2009
23. 4.1- Option Pricing Basics
(Courses/Undergraduate 200 Level)
... to how option premiums are valued. There are six inputs that are used to determine the value of an option contract. They are the underlying stock price, strike price, time until expiration, volatility, ...
Thursday, 19 November 2009
24. 3.4- Market Makers
(Courses/Freshman 100 Level)
... times in order to avoid risk from movements in the underlying stock prices. They profit from the differences in the bid and ask prices. Without them, volatility would be much higher and bid/ask spreads ...
Wednesday, 18 November 2009
25. Education Overview
(Miscellaneous/Web Site Information)
... be prepared to tackle advanced Graduate level courses. GRADUATE 300 LEVEL (Advanced Courses) Graduate Level courses focus heavily on volatility-related content. Other courses include advanced ...
Saturday, 14 November 2009
26. Graduate 300 Level
(Category)
Graduate Level lessons focus heavily on volatility-related content. and other advanced concepts. Other lessons include advanced spread strategies, synthetic positions, contract adjustments and other ...

Market News

Our Partners:

 

 

Popular Searches

cash  purchasing  decay  implied  underlying  expiration  rise  bear  earnings  channel  gamma  march  spreads  exercise  vega  contract  range  bearish  theta  apple  portfolio  investor  strike  premium  historical  premiums  delta  intrinsic  equity  extrinsic  puts  increases  contracts  volatility  margin