iv

NaughtyPines NaughtyPines GDX, D, 2 months ago
GDX: WEEK OF 9/25: IV REMAINS IN GOLD, MINING, PETRO SECTORS
53 0 2
GDX, D
WEEK OF 9/25: IV REMAINS IN GOLD, MINING, PETRO SECTORS
While broad market implied volatility has basically been absent (we had one VIX pop to ~20 on 9/12, after which it has receded dramatically), it has remained in the same place as it has for the past several weeks -- in gold, mining, and oil and gas, with a smattering of high IV in individual biotech issues. Here ...
QuantumLogicTrading QuantumLogicTrading USDJPY, D, 4 months ago
USDJPY: BOJ: JPY V USD, EUR, GBP - WHAT THE OPTION MARKET IS TELLING US
449 6 11
USDJPY, D
BOJ: JPY V USD, EUR, GBP - WHAT THE OPTION MARKET IS TELLING US
50 Delta ATM Volatilities: USDJPY - - $Yen has an ATM implied volatility curve of 55.95%mrkt 24.08%1wk 18.31%2wk 14.12%1m - Obviously we are aggressively steeper in the front end, with BOJ tomorrow and JPY MOF Fiscal Package details coming next week providing heightened vol for the 1day and 1wk vols - naturally ...
QuantumLogicTrading QuantumLogicTrading EURUSD, D, Short , 4 months ago
EURUSD: SELL EURUSD: TECHNICAL ANALYSIS - 1.09 CLOSE, MA, STANDEV, IV>HV
315 3 9
EURUSD, D Short
SELL EURUSD: TECHNICAL ANALYSIS - 1.09 CLOSE, MA, STANDEV, IV>HV
EUR$ 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 ...
QuantumLogicTrading QuantumLogicTrading GBPJPY, D, Short , 5 months ago
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 ...
QuantumLogicTrading QuantumLogicTrading AAPL, D, Long , 6 months ago
AAPL: APPLE: BULLISH VOL CROSS AND SUPPLY SIDE; BUT DEMAND DEFICIENCY
168 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 ...
JLJ002500 JLJ002500 GILD, W, 6 months ago
GILD: GILD - Valuation bargain, but technically awful. Future BUY
22 0 1
GILD, W
GILD - Valuation bargain, but technically awful. Future BUY
NASDAQ:GILD has been a great investment and I believe it will continue to be a good company to own long term. The valuation using multiple methods is outstanding compared to it's peers. Fundamentally, the question has been regarding future growth. GILD will have to find new ways to generate future sales growth ...
NaughtyPines NaughtyPines CNX, D, Long , a year ago
CNX: YET ANOTHER "TOTALLY HAMMERED" COVERED CALL -- CNX
26 0 0
CNX, D Long
YET ANOTHER "TOTALLY HAMMERED" COVERED CALL -- CNX
CNX has been totally hammered and with an IVR of 100 and an IV of 119, I can't resist a play. 100 Shares CNX at 6.61 1 Jan 15 7 short call Total Package: 6.00 debit ($600) Max Profit: (If Called Away at 7 -- $100, excluding fees/commissions).
NaughtyPines NaughtyPines WYNN, D, a year ago
WYNN: WYNN -- NONEARNINGS PREMIUM SELLING PLAY
23 0 0
WYNN, D
WYNN -- NONEARNINGS PREMIUM SELLING PLAY
Some stuff hits my high IVR/high IV radar over and over again. WYNN is one of those, with an IVR currently at 100 and an IV at 81. Some caution is in order, though, since ordinarily I like going 45 days out and WYNN's earnings are due to be announced on 2/2, so I want any setup to expire somewhat before that so I ...
NaughtyPines NaughtyPines FDX, D, a year ago
FDX: EARNINGS PLAYS THIS COMING WEEK -- FDX, ORCL
24 0 0
FDX, D
EARNINGS PLAYS THIS COMING WEEK -- FDX, ORCL
Only two earnings plays stick out to me this coming week -- FDX and ORCL, both of which announce earnings on 12/16 (Wednesday) after market close, so look to put on setups before NY close on Wednesday. Currently, FDX's 52 week IVR is at 54 (IV 34), which isn't stellar, but it's at 92 for the past six months. ...
NaughtyPines NaughtyPines HYG, D, a year ago
HYG: HYG -- PREMIUM SELLING PLAY
21 2 1
HYG, D
HYG -- PREMIUM SELLING PLAY
You know what they say, one's man's junk is another man's treasure ... . With an IVR of 100 and an IV of 18, this may be as good as junk is going to get for premium selling (don't quote me on that; further sell-off could be on the horizon ... ). HYG Jan 29 74/84 short strangle POP%: 75% Max Profit: ...
NaughtyPines NaughtyPines GME, D, a year ago
GME: GME -- EARNINGS AFTERGLOW PLAY
18 1 0
GME, D
GME -- EARNINGS AFTERGLOW PLAY
Having announced earnings about two weeks ago, IVR/IV in GME remains high (70/55). The standard setup -- the short strangle: Jan 22 27.5/38.5 short strangle POP%: 71% Max Profit: $113/contract BPE: ~$333/contract Break Evens: 26.37/39.63 Look to take it off at 50% max profit and move on ... .
NaughtyPines NaughtyPines HES, D, a year ago
HES: HES -- POST EARNINGS HIGH VOL PLAY
9 2 0
HES, D
HES -- POST EARNINGS HIGH VOL PLAY
With a dwindling earnings calendar and some buying power to put to good use, I'm looking to go where the IVR/IV takes me. With an IVR of 74 and fairly decent IV of 43, HES popped up toward the top of the Dough "Notable Stocks" grid (sorted by IVR). Here's my set up: Dec 24 51/68 Short Strangle POP%: 75% Max ...
Zentoro Zentoro CVX, 60, Long , 2 years ago
CVX: Binary Event - Bullish move
63 0 0
CVX, 60 Long
Binary Event - Bullish move
CVX is a correlative equity to XOM. These are consist in trend moves comparable to other equities in their sector. You want volatility for the option's play. Right now, CVX is at a crossroads with an IV of 73 and HV 71. With earnings coming up, we're expecting a shift north till the end of this year's first ...
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