Historical Volatility

txscott txscott AKTX, D, Short ,
AKTX: High Volatility Short AKTX
25 0 9
AKTX, D Short
High Volatility Short AKTX

This therapeutics company has been known for high marks in the historical volatility department, but now that it's up so high on volume and it's particularly volatile now it could be a good time to short it. NASDAQ:AKTX

LastBattle LastBattle USOIL, D, Long ,
USOIL: momo rotating back the the oil sector
174 1 8
USOIL, D Long
momo rotating back the the oil sector

All in with stops at $41... oil is going much higher soon. strong bullish movement here with constant rejection at $41 It looks unlikely that we might see an September/October market crash if oil starts its next big leg up here, which is historically volatile. Any confirmation of uptrend may easily bring SDRL beyond $5~7. This is a pretty nice proxy to play on ...

Ice_ Ice_ SRPT, D,
SRPT: Vega is the candy
26 0 2
SRPT, D
Vega is the candy

IV at 303% when historical volatility barely makes it to 200% makes this trade a pretty easy one imo. There's a very minimal chance that a gap would find higher values of $40 - or less than $4. Anyway, I'm not holding this options once the theta fat is gone. Sarepta Therapeutics: Patience Will Not Be Rewarded Stock Falls, Janney: 'Stay on the Sidelines'

QuantumLogicTrading QuantumLogicTrading USDJPY, D, Long ,
USDJPY: USDJPY: TECHNICAL ANALYSIS - MA, KEY SUPPORT, STANDEV, IV>HV, RR
182 0 11
USDJPY, D Long
USDJPY: TECHNICAL ANALYSIS - MA, KEY SUPPORT, STANDEV, IV>HV, RR

Yen$ Technical analysis - Bullish but fundamentally driven this week: Key level close: 1. On the daily and weekly we closed above the 2nd strongest pivot point of recent times at 1.055 - this is very supportive as historically this is the strongest level (next to 100/101). MA: 1. We trade above the 4wk ma and the 3m MA is acting as strong support (black line) ...

QuantumLogicTrading QuantumLogicTrading EURUSD, D, Short ,
EURUSD: SELL EURUSD: TECHNICAL ANALYSIS - 1.09 CLOSE, MA, STANDEV, IV>HV
316 3 9
EURUSD, D Short
SELL EURUSD: TECHNICAL ANALYSIS - 1.09 CLOSE, MA, STANDEV, IV>HV

EUR$ Technical analysis - highly bearish: Key level close: 1. On the daily and weekly we closed below the strongest pivot point of recent times below 1.10 - this is very bearish as historically this is the strongest level (lower than post brexit). MA: 1. We trade below the 2wk and 4wk MA - this is a bearish indication + we have been below the 3m MA since ...

QuantumLogicTrading QuantumLogicTrading GBPUSD, D, Short ,
GBPUSD: GBPUSD: TECHNICAL ANALYSIS - BEARISH MA, IV>HV, STANDEV & RR
295 2 9
GBPUSD, D Short
GBPUSD: TECHNICAL ANALYSIS - BEARISH MA, IV>HV, STANDEV & RR

Technical analysis - highly bearish: MA: 1. Just crossed the 2wk and 4wk MA - this is a bearish indication + we have been below the 3m MA for several weeks unsurprisingly since brexit. IV/ HV: 1. Realised Vols have also unsurprisingly come off, this would but bullish but brexit has distorted the longer dated HV and they are lagging - Implied vols are ...

Ice_ Ice_ K, 240,
K:  Short straddle
26 0 1
K, 240
Short straddle

IV rank is around 93~, which means opening a short traddle seems pretty safe - Plus, Kellogs is known for it's low historical volatility anyway Closing at 50% profit

QuantumLogicTrading QuantumLogicTrading GBPJPY, D, Short ,
GBPJPY: GBP DOWNSIDE BREXIT POSITIONING & VOLATILITY UPDATE
179 0 10
GBPJPY, D Short
GBP DOWNSIDE BREXIT POSITIONING & VOLATILITY UPDATE

My FX portfolio currently consists of: - 2Long x USDJPY @ 106.8; 2Short x GBPJPY @ 151.2 (dynamic hedge for long UJ); 2Short x GBPUSD @ 1.4570. I will add to my short GBPUSD holdings if i can get a similar price & I may add to short GBPCHF or EURCHF downside if markets make a turn for the worst as IMO CHF denominations are under-priced relatively (as discussed ...

QuantumLogicTrading QuantumLogicTrading USDJPY, W, Long ,
USDJPY: BUY USDJPY: SUP LEVEL @105.5 & VOLATILITY SELL-OFF @ HIGH LEVELS
246 4 9
USDJPY, W Long
BUY USDJPY: SUP LEVEL @105.5 & VOLATILITY SELL-OFF @ HIGH LEVELS

BUY USDJPY @106.5 or @107.0 - SL @105 - TP @109-11 based on: $YEN's historical most important support level - The 105.5 Key level will more than likely hold as it has many times before - At 105.5 there are 3 significant UNSUCCESSFUL tests of the level over the last 3 years thus it is a great entry point. Also another plus is if you look at the monthly chart you ...

QuantumLogicTrading QuantumLogicTrading AAPL, D, Long ,
AAPL: APPLE: BULLISH VOL CROSS AND SUPPLY SIDE; BUT DEMAND DEFICIENCY
171 0 7
AAPL, D Long
APPLE: BULLISH VOL CROSS AND SUPPLY SIDE; BUT DEMAND DEFICIENCY

Volume Apple Volume traded up for the first time in 4 days on thursday, increasing 25% from 20m to 26m, whilst this may be considered bearish - as increased selling, it is important to not 26m is still 35%-40% below the 4wk and 6month average. Volume cannot fall forever and we have been trading at extremely low volumes all week, so given these facts, a modest ...

ChargingBull ChargingBull TSLA, W, Long ,
TSLA: I would get in TSLA now Hot and Long
168 0 1
TSLA, W Long
I would get in TSLA now Hot and Long

The historical volatility is at all time highs, which makes sense with all the selling in the beginning of the year and now the recent upgrades and Model 3 being released to drive on March 31st. Article provided in this link, titled "Elon Musk previously said we'd only see part of the car at this month's unveiling. Apparently that's changed." Now, we are ramping ...

Sabi Sabi AUDUSD, 60, Short ,
AUDUSD: AUDUSD Short Setup With Targets
55 0 1
AUDUSD, 60 Short
AUDUSD Short Setup With Targets

FX:AUDUSD The AUSUSD has given us a brilliant short opportunity having produced a pinbar, bouncing the pair right off the 200MA and now back below the 50MA, after having fallen back below the yearly opening price. We are however approaching the historically volatile area that is 0.70500. For those that want more security I would recommend entering this trade ...

NaughtyPines NaughtyPines TLT, D,
TLT: TLT -- A LITTLE BIT HIGHER VOLATILITY, PLEASE
46 0 0
TLT, D
TLT -- A LITTLE BIT HIGHER VOLATILITY, PLEASE

If for some reason, you don't have access to Dough's Grid (which sorts underlyings by Implied Volatility Rank or IVR), you can always use the historical volatility indicator to determine the quality of volatility in the underlying instrument. Higher historical volatility equals better premium. In this particular example, I'm using TLT, whose HV hit a high of ...

ersoytoptas ersoytoptas PRO CJJD, D, Long ,
CJJD: CJJD Bulish
89 0 5
CJJD, D Long
CJJD Bulish

Percent Change 5 days % 14.89 Relative Strength (14 Days) = % 63.47 Moving Average (50 Days) = 2.61 Historic Volatility (14 Days) = % 53.65 Feb 26th, 2015 High 3.09 Low 2.75 3.50 52Wk High (-14.00%) Since 12/30/14 1.25 52Wk Low (+140.80%) Since 08/26/14 Open 2.80 Prev Close 2.84

microtrends microtrends PRO EURJPY, W, Long ,
EURJPY: EUR JPY Pivotal levels from 2008 highs to 2012 lows
164 0 1
EURJPY, W Long
EUR JPY Pivotal levels from 2008 highs to 2012 lows

Slightly bullish due to the support zone - until it is broken.... much longer term if we continue i would expect a new volatility zone to emerge at above144 and go on to test 152... if we breakdown then i would expect a retest of 136,132 ... possibly even 128 and then 123....? -that's all possible without looking at news - all i am doing is picking price and ...

CRInvestor CRInvestor PRO BTCUSD, 60,
BTCUSD: BTC (Finex) at a bit of a crossroads (15m perspective)
548 13 4
BTCUSD, 60
BTC (Finex) at a bit of a crossroads (15m perspective)

Hello all, On the heels of some dramatic price action of late, it is both encouraging and interesting to see the broader Bitcoin community come alive again with activity. Interest in learning Technical analysis is palatable and it really makes what I do fun. While I have considered myself a 'student-of-the-market' for more than 20 years, I have only been following ...

Kumowizard Kumowizard PRO US30, 240, Short ,
US30: DJIA - Is Dow the weakest in a retracement?
90 0 1
US30, 240 Short
DJIA - Is Dow the weakest in a retracement?

Daily: Ichimoku is still bullish, but MACD is on Sell (with the good old negative divergence, but we got used to that during last few years :-) ) 4 Hrs: This time frame is very interesting. It seems in recent short term bullish retracement of US equities, DJIA was really an underperformer. It couldn't even retrace to the 100 WMA and the bottom of the Kumo. DMI ...

Zentoro Zentoro UNG, 60, Short ,
UNG: UNG
192 0 0
UNG, 60 Short
UNG

UNG correlated to Natural Gas futures bearish move this morning has taken away gains from February 20th. The sudden reversal will continue to play out providing an excellent opportunity to make an options play on this one. A simple Buy on the Put at $27 Strike at the opening bell would have up by +.66%. Target underlying price is $24.92. The Historical ...

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