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NaughtyPines NaughtyPines GDX, D,
GDX: WEEK OF 9/25: IV REMAINS IN GOLD, MINING, PETRO SECTORS
58 0 3
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 are the top high IV stock and ETF options as of ...

QuantumLogicTrading QuantumLogicTrading USDJPY, D,
USDJPY: BOJ: JPY V USD, EUR, GBP - WHAT THE OPTION MARKET IS TELLING US
488 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 we then see the curve tail off as the event vol ...

QuantumLogicTrading QuantumLogicTrading EURUSD, D, Short ,
EURUSD: SELL EURUSD: TECHNICAL ANALYSIS - 1.09 CLOSE, MA, STANDEV, IV>HV
323 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 GBPJPY, D, Short ,
GBPJPY: GBP DOWNSIDE BREXIT POSITIONING & VOLATILITY UPDATE
180 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 AAPL, D, Long ,
AAPL: APPLE: BULLISH VOL CROSS AND SUPPLY SIDE; BUT DEMAND DEFICIENCY
174 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 ...

JLJ002500 JLJ002500 GILD, W,
GILD: GILD - Valuation bargain, but technically awful. Future BUY
24 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 to replace the expected slower growth from it's hep ...

NaughtyPines NaughtyPines CNX, D, Long ,
CNX: YET ANOTHER "TOTALLY HAMMERED" COVERED CALL -- CNX
28 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,
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 don't get caught in a volatility expansion (that ...

NaughtyPines NaughtyPines FDX, D,
FDX: EARNINGS PLAYS THIS COMING WEEK -- FDX, ORCL
26 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. Moreover, there is pretty good credit to be had ...

NaughtyPines NaughtyPines HYG, D,
HYG: HYG -- PREMIUM SELLING PLAY
23 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: $109/contract BPE: ~ (Undefined/After Hours) BE's: 72.91/85.09

NaughtyPines NaughtyPines GME, D,
GME: GME -- EARNINGS AFTERGLOW PLAY
20 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,
HES: HES -- POST EARNINGS HIGH VOL PLAY
13 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 Profit: $150/contract BPE: ~$597/contract BE's: ...

Zentoro Zentoro CVX, 60, Long ,
CVX: Binary Event - Bullish move
64 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 quarter. That's a good play to go deep in options. ...

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