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AcornWealthCorp AcornWealthCorp EL, D, Short ,
EL: EL - Earnings option play, $97.50 August Puts currently $1.80
13 0 3
EL, D Short
EL - Earnings option play, $97.50 August Puts currently $1.80

EL is reporting before market tomorrow & we are looking for earnings option play here. It has heavy insider selling along with Twiggs moneyflow divergence. We think it has good downside potential with earnings, and we would consider $97.50 August Puts currently $1.80 * Trade Criteria * Date First Found- August 17, 2017 Pattern/Why- Earnings Play (High Risk ...

AcornWealthCorp AcornWealthCorp AMAT, D, Short ,
AMAT: AMAT - Earnings option play, $42 August 18th/25th Puts $0.60/.76
16 0 4
AMAT, D Short
AMAT - Earnings option play, $42 August 18th/25th Puts $0.60/.76

AMAT seems very good earnings play on the down side. It has good amount of insider selling. On the technical side it seems breaking down from an upward channel, and also looks like its forming a double top. Overall it seems it has good chance to decline with the earnings. To play this we would look for $42 August 18th or 25th Puts currently $0.60 and $0.76 * ...

FB: Iron Condor on Facebook
86 5 11
FB, D
Iron Condor on Facebook

With a small increase in the VIX today and FB still around 50 IV rank I added this trade to my FB positions to slowly start to have trades expiring in oct. The trade: Expiration date - Oct 20, 2017 Long 150 Put Short 155 Put Short 185 Call Long 190 Call Price: $1.10 Max loss: $390 Probability of profit 67%

Tom1trader Tom1trader IWM, D,
IWM: Opening IWM Sep 15 Oct 20 136 Put Calendar Spread
30 0 2
IWM, D
Opening IWM Sep 15 Oct 20 136 Put Calendar Spread

https://www.tradingview.com/chart/OsBXckpZ/ Often do but have not had a position in IWM lately so here goes. A little movement could favor this trade but it is mostly neutral. I have drawn a daily trend line and am using 3 indicators - trying out updates to Williams percentR and a new Pivot HighLow and will update/publish after trading with them a while. While ...

ChrisMoody ChrisMoody PRO SPY, D,
SPY: $1K Options System Exposed!  Any Interest In Weekly Options?
12250 132 59
SPY, D
$1K Options System Exposed! Any Interest In Weekly Options?

So I Saw Yet Another $1000 Dollar System For Sale. This Marketer Actually Had A Decent System…But Left A Lot Of Key…And I Mean Important Information Out. Likely To Get People To Pay For His Weekly Picks. ***I’m Tired Of These Marketers Hyping Up A System…Charging A Premium…And Taking Money From People Who After Taking The Course Don’t Even Realize How Much ...

Delta10 Delta10 PRO SPX, D, Long ,
SPX: ES - selling Option at 2.110 for premium of 350 $
95 0 3
SPX, D Long
ES - selling Option at 2.110 for premium of 350 $

The rising VIX gave me the option to sell options for 350 $ each. Since all other indicators show that we have a short term correction, I sold the otion for a 60 day runtime.

Delta10 Delta10 PRO CL1!, D,
CL1!: CL -Strangle
109 0 2
CL1!, D
CL -Strangle

Since the CL is circling between 55 and 42 in the last months, I create a new strangle position with 66 day runtime until mid October, selling lower side at 38.5 for a 200 $ premium and higher side 57 for 170 $. Volatility has risen in the last days, which is my main indicator for taking a position.

SKEW: Black Swan Risk Canary, CBOE Skew Index
1791 23 21
SKEW, D
Black Swan Risk Canary, CBOE Skew Index

Similar to VIX, the price of S&P 500 tail risk is calculated from the prices of S&P 500 out-of-the-money options. SKEW typically ranges from 100 to 150. A SKEW value of 100 means that the perceived distribution of S&P 500 log-returns is normal, and the probability of outlier returns is therefore negligible. As SKEW rises above 100, the left tail of the S&P 500 ...

Delta10 Delta10 PRO SI1!, D,
SI1!: SI - VSLV has risen, so Strangle at 14,75 and 21,25
17 0 3
SI1!, D
SI - VSLV has risen, so Strangle at 14,75 and 21,25

Sine VSLV has risen, I openend a strangle at 14,75 and 21,25 for a runtime of 70 days (October 2017). Both ends end up being delta 5 with premium of 230 $ each.

E61!: Neutral trade on the Euro  (Skewed Strangle)
14 0 9
E61!, D
Neutral trade on the Euro (Skewed Strangle)

The Euro have been on a tear and is due a correction. However I think it will be slowly and gradually start a new range, giving us time to take profit of a volatility contraction. With 50 days to go I am selling a strangle of the DEC17 Euro Future Symbol /6EZ7. I am giving me some more space to the downside skewing the Strangle a little bit down to around the ...

DiegoDA DiegoDA ASM, 30,
ASM: long short position on ASM
13 0 2
ASM, 30
long short position on ASM

ASM The stock ASM has been going through some cyclical change. Due to underperformance on the balance sheet side, the company broke its cyclical turn. I believe that there is still room to short. The best instrument to use would be put options with the strike price closest to the actual price, and the expiration at the earliest date given. If you go along the put ...

Benji Benji PRO MSFT, D, Long ,
MSFT: Short Put MSFT
98 0 7
MSFT, D Long
Short Put MSFT

This one is for a longer term approach. MSFT currently has a 2.10% divvy, according to FINVIZ. Selling the $70 put in September yielded $0.77 in credit, which is almost 1/2 of the yearly dividend that MFST gives out to start with. I will take this stock if the put expires in the money, giving me a basis of $69.23, which is about 5.5% below current price. If put ...

AlexanderGotay AlexanderGotay PRO COST, D, Long ,
COST: 86% probability trade on Costco (Ratio Spread)
210 4 15
COST, D Long
86% probability trade on Costco (Ratio Spread)

After last earnings Costco had a 14% down move. If we take into consideration last year, we have a CVPOC at around $150 Price, and in the shorter term the VPOC is around $167 (2017). That means that those prices are the ones that have traded the most and considered fair for the stock. With an IV Rank at 67 we can sell some premium, so given the down move I ...

AlexanderGotay AlexanderGotay PRO QQQ, 240,
QQQ: 30 Delta Strangle on QQQ
92 0 10
QQQ, 240
30 Delta Strangle on QQQ

With IVR of 45 the Q's have the highest Implied volatility out of the index trinity. I sold the 50 days to expiration 142/133 Strangle for $3.39 per contract and will look to close it at 50% of the credit received, for a 72% probability of profit.

AlfonsoMoreno AlfonsoMoreno PRO ORCL, W, Long ,
ORCL: Oracle ORCL American Stock long bias at weekly demand zone 45.50
39 0 3
ORCL, W Long
Oracle ORCL American Stock long bias at weekly demand zone 45.50

Oracle ORCL American Stock long bias at weekly demand zone 45.50. Waiting for a retracement at weekly demand level in order to go long on this american stock

Turbo_Tech Turbo_Tech IWM, D,
IWM: IWM 3 wide Iron Condor
20 0 4
IWM, D
IWM 3 wide Iron Condor

Sold an Oct IRON condor on IWM today after taking profits on my Sept IWM IC for 35% max profit. 3 point wide on the wings here with hopefully enough cushion to make Jenifer Lopez jealous. 1.18 in credit for the option.

dime dime OIH, D,
OIH: CLOSED:  OIH Aug credit spread
7 0 3
OIH, D
CLOSED: OIH Aug credit spread

The bear call credit spread strategy gives a decent probability of profit, defined risk, and expresses a bearish opinion that the underlying will move lower. The IVR on OIH reached above 70% and July 12 with a bearish opinion I sold the 25/26 call spread, 2 contracts @ 36 credit ea. The $25.36 break even was quickly tested the following days, but ...

DiegoDA DiegoDA TOWN, 120,
TOWN: long / short TOWN
18 0 3
TOWN, 120
long / short TOWN

TOWN Looking at the cyclical life of TOWN, it looks like the stock may have some room to grow. I would say advise buying short-term call options at close to price strike price. The company does not perform as well on the balance sheet side. I would advise executing the right to buy stock when the option contract expires, only to minimize the risk of the option by ...

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