RafelAp

Spy volatility long

AMEX:SPY   SPDR S&P 500
66 1 3
strangle comprado
BTO call 16sep 18 per 3,27
BTO put 16sep 17 per 4,25

vi de strikes 11,68% muy baja
En 2 meses va a subir, el iv, principalmete si baja el spy            

Alternativa, me gusta mas , put spread, put comprada 216 a 3,87 y put vendida 214 a 3,20
maximo riesgo 690, maximo beneficio 1.320
Guess in low IV I like (if directional) a positive Theta (extrinsic of short leg > extrinsic of long leg does it) bull call or bear put spread, the break even lets you be wrong a little bit. More often I use calendars and have been practicing the way tradingview user NaughtyPines does it (soy novato). I see that you follow him too. Thanks for sharing and keep smiling!
Reply
EN English
EN English (UK)
EN English (IN)
DE Deutsch
FR Français
ES Español
IT Italiano
PL Polski
SV Svenska
TR Türkçe
RU Русский
PT Português
ID Bahasa Indonesia
MS Bahasa Melayu
TH ภาษาไทย
VI Tiếng Việt
JA 日本語
KO 한국어
ZH 简体中文
ZH 繁體中文
AR العربية
Home Stock Screener Forex Signal Finder Cryptocurrency Signal Finder Economic Calendar How It Works Chart Features House Rules Moderators Website & Broker Solutions Widgets Stock Charting Library Feature Request Blog & News FAQ Help & Wiki Twitter
Profile Profile Settings Account and Billing My Support Tickets Contact Support Ideas Published Followers Following Private Messages Chat Sign Out