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NaughtyPines NaughtyPines GLD, D,
GLD: OPENING: GLD SEPT 15TH/MARCH 16TH 117 PUT CALENDAR
67 0 8
GLD, D
OPENING: GLD SEPT 15TH/MARCH 16TH 117 PUT CALENDAR

... for a 2.47 db (low implied volatility rank/low implied volatility). Metrics: Buying Power Effect: $247/contract Theta: .57 Delta: -15.07 Notes: Will look to take profit at 20% max/roll sides as price dictates.

NaughtyPines NaughtyPines SPY, D,
SPY: OPENING: SPY SEPT 15TH/DEC 15TH 243 PUT CALENDAR
71 3 7
SPY, D
OPENING: SPY SEPT 15TH/DEC 15TH 243 PUT CALENDAR

Putting on some more low volatility strategy stuff in this low volatility market ... . There aren't many metrics to look at: Buying Power Effect: 3.55 db Theta: 1.08 Delta: -9.57 As with the IWM put calendar (see Post below), will work both ends of the candle, rolling the long away profitably, rolling the short away/out profitably while keeping the width of any ...

NaughtyPines NaughtyPines IWM, D,
IWM: OPENING: IWM AUG 18TH SHORT PUT/NOV 17TH LONG PUT CALENDAR
85 5 7
IWM, D
OPENING: IWM AUG 18TH SHORT PUT/NOV 17TH LONG PUT CALENDAR

... for a 2.71 db. I don't have any IWM on, and we're in a low volatility market, and calendars are a low volatility strategy, so putting one on here ... . The back month is setup around the 40 delta; the front at the same strike as the back. Unfortunately, as with all calendars and diagonals, they're aren't a good deal of metrics to look at. Here's what we do ...

forextamil forextamil USDJPY, D, Short ,
USDJPY: SHORT USDJPY SELL ENTRY @ 108.200 PENDING SELL ENTRY @109.943
125 0 8
USDJPY, D Short
SHORT USDJPY SELL ENTRY @ 108.200 PENDING SELL ENTRY @109.943

ENTRY DETAILS: PAIR:USDJPY ORDER: SELL ENTRY : 108.200 PENDING SELL: 109.943 STOP LOSS: 111.815 TAKE PROFIT : 105.575 R:R = 1:2.2

NaughtyPines NaughtyPines IWM, D,
IWM: OPENING: IWM DEC 16TH 136.5/JAN 20TH 140 CALL DIAGONAL
45 2 3
IWM, D
OPENING: IWM DEC 16TH 136.5/JAN 20TH 140 CALL DIAGONAL

Truth be told, I'm not a big fan of low vol strategies such as calendars and diagonals, but am going to putz with one here. From a trade management standpoint, the notion is to take off the short call at or near worthless or roll it to the Jan expiry for additional credit, resulting in a Jan 20th 136.5/140 short call vertical. You then manage the setup as you ...

alleytrader alleytrader ZSH2017-ZSU2017, D,
ZSH2017-ZSU2017: soy bean spread
31 0 5
ZSH2017-ZSU2017, D
soy bean spread

If this can get back to a $5 will go long front and short back

NaughtyPines NaughtyPines VIX, D,
VIX: THE "VOLATILITY CYCLE" -- WHAT'S IN STORE FOR NEXT WEEK
76 0 0
VIX, D
THE "VOLATILITY CYCLE" -- WHAT'S IN STORE FOR NEXT WEEK

Volatility in the broader indices has been on the ebb all week. What does this mean for premium selling? Well, it means that the premium in index ETF's like SPY, IWM, QQQ, and DIA is less rich and therefore not as attractive for selling premium. Ordinarily, when this occurs, I turn my attention somewhat away from broad market index ETF plays or plays in ...

Killy_Mel Killy_Mel AUDUSD, 60, Short ,
AUDUSD: FX CHART OF THE DAY: AUDUSD ON RISK OF FURTHER DECLINE
153 0 2
AUDUSD, 60 Short
FX CHART OF THE DAY: AUDUSD ON RISK OF FURTHER DECLINE

AUDUSD confirming another test of its downtrend on weekly basis, by bouncing of lower 1st standard deviation from weekly (120-h) mean. Expanding volatility (marked by 3.2 standard deviations from weekly mean) is confirming the risk of further delcine. Traders can take short off the lower 1st standard deviation (at 0.6940) and stop at the weekly mean (at ...

Killy_Mel Killy_Mel EURUSD, 60, Long ,
EURUSD: FX CHART OF THE DAY: EUR LIKELY TO REVERT UP TO ITS MEAN
185 1 5
EURUSD, 60 Long
FX CHART OF THE DAY: EUR LIKELY TO REVERT UP TO ITS MEAN

After a sharp up move earlier this week EURUSD has retraced its gains significantly. However it did not yet enter a downtrend on weekly basis - price is returning to its 1st standard deviation from weekly (120-h) mean amid compressing volatility (marked by 3.2 st deviations from the mean) Thus the price is likely to revert up to the weekly mean within a day or ...

Trendingup101 Trendingup101 LEZ2015-LEM2015, D,
LEZ2015-LEM2015: Another Livestock Calender Spread huge move Stoch cross
33 0 0
LEZ2015-LEM2015, D
Another Livestock Calender Spread huge move Stoch cross

See how this dip forecasts the strength of the next move above overbought.

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