Current expected movement from IV = 2.1% At the same tim we estimate with a 90% confidence that the volatility for today is going to be below 2.27% for this the market will stay within TOP 4080 BOT 3900 All of this being calculated with the opening value candle of today From the fundamental point of view we have not big volatility news today With all of this in...
Bitcoin is experiencing a selloff and that is what we expected in our bearish scenario. In this video I explain an idea to capture the move with an Iron Condor. We are able to set it up because implied volatility is highest in an Elliott wave 3 of 3. This strategy will benefit from an immediate bounce with a volatility crush, or an exhaustion of the selloff in the...
Current expected movement from IV = 2.08% At the same tim we estimate with a 80.2% confidence that the volatility for today is going to be below 1.97% for this the market will stay within TOP 4167 BOT 4006 All of this being calculated with the opening value candle of today From the fundamental point of view we have not big volatility news today With all of...
QQQ 9 - 13 May The weekly VXN-> Volatility Index for S&P 100 index / Nasdaq Implied = 37.4 In this we have to standard it for weekly session 37.4 / sqrt(52-> 52 weeks in a year) = 5.19% My historical product is telling me with 1.5x coficient that the expected movement for this week E Volatility = 38.02 / sqrt(52) = 5.27% With this data, from my calculations,...
SPX 9 - 13 May The weekly VIX -> Volatility Index for S&P 500 index VIX = 30.2 In this we have to standard it for weekly session 30.2 / sqrt(52-> 52 weeks in a year) = 4.19% My historical product is telling me with 1.5x coficient that the expected movement for this week E Volatility = 31.69 / sqrt(52) = 4.39% With this data, from my calculations, when EV > VIX,...
We can estimate with a 81% confidence that the volatility for today is going to be above 0.64% For this the market will stay above TOP 315 or below BOT 311 From the fundamental point of view for today we have 2 big volatility news: NFP Unemployment Both of them are expected to be lower values than last month -> bearish . With this in mind, I suggest a SHORT IRON...
We can estimate with a 81% confidence that the volatility for today is going to be above 0.46% For this the market will stay above TOP 415 or below BOT 412 From the fundamental point of view for today we have 2 big volatility news: NFP Unemployment Both of them are expected to be lower values than last month -> bearish . With this in mind, I suggest a SHORT IRON...
We can estimate with a 83% confidence that the volatility for today is going to be above 0.3% For this the market will stay above TOP 4160 or below BOT 4135 From the fundamental point of view for today we have 2 big volatility news: NFP Unemployment Both of them are expected to be lower values than last month -> bearish . With this in mind, I suggest a SHORT...
We can estimate with a 79% confidence that the volatility for today is going to be below 2.24% For this the market will stay within TOP 337 BOT 322 At the same time We can estimate with a 86% confidence that the volatility for today is going move more than 0.41% For this the market will stay above the TOP 331 BOT 328 From the fundamental point of view,...
We can estimate with a 86.4% confidence that the volatility for today is going to be below 1.75% For this the market will stay within TOP 436.6 BOT 421.5 At the same time We can estimate with a 86% confidence that the volatility for today is going move more than 0.33% For this the market will stay above the TOP 430.4 BOT 427.6 From the fundamental point of...
Video says it all, this trade was a two part trade, the put spread was put on around lunch and the call side was added before the bell to provide an additional credit to help with the tested put side. Total BP used = 500 USD - Total credit recieved = 1.05 or $105.
-A little heavier on sold calls, and you are all set for the week! -Try to choose a short-term expiration guys: 9-12-16 days.
Video says it all, two part trade which started as a put credit spread. Added call side for some P/L offset if we continue to move downwards.
IWM continued to fall today, so I decided to look on the call side to turn this into an Iron Condor. Why? 1. Condors do not increase margin over a spread 2. IWM has been range bound 3. Large cushion past 2 resistance points 4. Additional Credit recieved Opened Feb 2nd 236/238 IC for a 0.22 cent credit.
Alibaba IVR is 170 without event?! No way.. I'm literally waiting these rocket IVR days in this year! Chinese stocks are dumping hard. Alibaba Group is maybe the biggest and the best to play with some bullish IC. Max profit: $230 Probability of 50%Profit: 81% Profit Target relative to my Buying Power: 30% Max loss with my risk management: ~$200 Req. Buy...
... for a 3.01 debit. Comments: In for a 6.02 credit (See Post Below), out for 3.01 today via good until cancelled order to take profit at 50% max.
Don't miss the opportunity of the day! Highest IVR ETF today with the value of 173! Of course, -5 delta meaning bearish Iron Condor. SAFETY ZONES: 200MA could act as support, bullish trendline too. Max profit: $314 Probability of 50%Profit: 72% Profit Target relative to my Buying Power: 45% Max loss with my risk management: ~$150 Req. Buy Power: $686 ...
Hi guys, this month the first Iron Condor is Facebook, 5 weeks, 12% strike, in the past we always got the maximum premium. Sellin 290 put and 370 call with 5$ spread gives a premium of 100$ per contract, and a max loss of 400$. Very very nice!! Subscribe to the strategy to find more trades! Enjoy your wallet! Tari.