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NaughtyPines NaughtyPines UVXY, D, Short ,
UVXY: THINKING AHEAD TO (YET ANOTHER) UVXY REVERSE SPLIT
137 3 5
UVXY, D Short
THINKING AHEAD TO (YET ANOTHER) UVXY REVERSE SPLIT

As I thumb twiddle a bit here waiting for another VXX weekly expiry to open up and for a UVXY reverse split, I'm pondering potential long-dated plays in UVXY I can put on immediately post-split that are basically "set and forget" plays. I have seen evidence in both open interest and volume of people playing both ends of the stick at split when the price of the ...

NaughtyPines NaughtyPines VXX, D, Short ,
VXX: OPENING: VXX MARCH 2ND 26/29 LONG PUT VERTICAL
48 0 5
VXX, D Short
OPENING: VXX MARCH 2ND 26/29 LONG PUT VERTICAL

... for a 2.18/contract debit. Metrics: Max Profit: $82/contract Max Loss: $218/contract Break Even: 26.82 Notes: Adding some on this little VIX bump we have today. I don't think there's a new weekly opening up this week (monthly expiry), so adding a smidge here in the expiry nearest 45 DTE. As always, staying small, keeping powder dry to add on pops ... .

NaughtyPines NaughtyPines IBM, D,
IBM: THE WEEK AHEAD: IBM, SLB, KMI EARNINGS; XLU, SMH, IYR, EWW, VXX
84 1 6
IBM, D
THE WEEK AHEAD: IBM, SLB, KMI EARNINGS; XLU, SMH, IYR, EWW, VXX

EARNINGS The earnings on tap aren't looking very enticing to me, as I generally look at getting in on these where the implied volatility rank is >70% and the background implied volatility is >50%. However, they might be worth watching running into earnings to see if implied ramps up. KMI (implied volatility rank 79/implied volatility 30) announces earnings on ...

NaughtyPines NaughtyPines VXX, D, Short ,
VXX: OPENING: VXX MARCH 2ND 25.5/28.5 LONG PUT VERTICAL
33 2 5
VXX, D Short
OPENING: VXX MARCH 2ND 25.5/28.5 LONG PUT VERTICAL

... for a 2.23/contract debit. Max Profit: $77/contract Max Loss: $223/contract Break Even: 26.27 Notes: My standard Thursday or Friday weekly expiry play. You can probably still get a fill in the neighborhood of 2.25 (or .75 credit for a short call vert) if it doesn't move much come Friday open. Will look to take it off for >15% of what I put it on for ... .

NaughtyPines NaughtyPines VXX, 240, Short ,
VXX: OPENING: VXX FEB 23RD 25.5/28.5 LONG PUT VERTICAL
22 0 3
VXX, 240 Short
OPENING: VXX FEB 23RD 25.5/28.5 LONG PUT VERTICAL

... for a 2.20/contract debit. Max Profit: $80/contract Max Loss: $220/contract Break Even: 26.30 Notes: This filled immediately at open, so I wasn't able to adjust the price (to be honest, wasn't expecting it to fill right off the bat). You may still be able to get a fill for slightly better than I did or shoot for the 26/29's for less than 2.25/contract ... .

NaughtyPines NaughtyPines VIX, D, Short ,
VIX: THE WEEK, MONTHS AHEAD: VIX, VXX, UVXY, SVXY
55 3 2
VIX, D Short
THE WEEK, MONTHS AHEAD: VIX, VXX, UVXY, SVXY

As 2017 comes to a close as one of -- if not the -- lowest volatility years ever on record for the S&P and Nasdaq, I'm not hopeful that this low volatility won't continue for some time to come. To be honest, though, no one really has any way of knowing or predicting volatility going forward, except in the most obtuse of ways, such as forecasting market ...

NaughtyPines NaughtyPines VXX, D, Short ,
VXX: OPENING: VXX MARCH 16TH 27/30 LONG PUT VERTICAL
37 0 5
VXX, D Short
OPENING: VXX MARCH 16TH 27/30 LONG PUT VERTICAL

... for a 2.24/contract debit. Snuck 'er in on that a.m. weakness ... . Max Profit: $76/contract Max Loss: $224/contract Break Even: 27.76

NaughtyPines NaughtyPines VXX, D, Short ,
VXX: OPENING: VXX MARCH 16TH 26/29 LONG PUT VERTICAL
25 0 5
VXX, D Short
OPENING: VXX MARCH 16TH 26/29 LONG PUT VERTICAL

... for a 2.20/contract debit at the close on this little bump up in price here. Max Profit: $80/contract Max Loss: $220/contract Break Even: 26.80 Notes: Going out a little farther than I'd like, but it's a bit crowded in February with the setups I currently have on.

AtoHoward AtoHoward COP, D, Short ,
COP: COP - Feb.'18 Exp. Put Vertical Debit Spread
20 0 1
COP, D Short
COP - Feb.'18 Exp. Put Vertical Debit Spread

Trade details: 57.5/50 Put Vertical Debit Spread @ $3.01 Prob. of Max Profit = 10.86% Prob. of Max Loss = 34.02% Break-even @ $54.49 50 D.T.E. Trade plan: Entry by overbought status + indication of correction/mean reversion analysis. Expecting pullback to moving average (VWMA) before earnings report in Feb.'18 for profit on weakening uptrend as seen in ...

NaughtyPines NaughtyPines VXX, D, Short ,
VXX: TRADE IDEA: VXX FEB 9TH 27/30 LONG PUT VERTICAL
51 2 6
VXX, D Short
TRADE IDEA: VXX FEB 9TH 27/30 LONG PUT VERTICAL

Another mechanical short volatility trade put on in the weeklies in VXX (while I wait for UVXY to do "the splits"). The February 9th weekly should open tomorrow and with VXX trading slightly below the 28 handle, I'm going to look at filling some 28/31's in that expiry for a 2.25/contract debit. Given the fact that the February 16th 28/31's are trading around ...

NaughtyPines NaughtyPines VXX, 240, Short ,
VXX: OPENING: VXX FEB 16TH 28/31 LONG PUT VERTICAL
23 0 3
VXX, 240 Short
OPENING: VXX FEB 16TH 28/31 LONG PUT VERTICAL

... for a 2.28/contract debit. Frankly, was somewhat surprised that this appeared to have a 2.27 mid at open, since 28 is right at the money, and the market doesn't usually accommodate that kind of fill unless the short put is deeper ... . I was going to wait for the February 9th's to open, but I have a "spot" within the nooks and crannies of my February 16th ...

NaughtyPines NaughtyPines VXX, 240, Short ,
VXX: OPENING: VXX FEB 2ND 27.5/30.5 LONG PUT VERTICAL
70 0 5
VXX, 240 Short
OPENING: VXX FEB 2ND 27.5/30.5 LONG PUT VERTICAL

... for a 2.25/contract debit. Metrics: Max Profit: $75/contract Max Loss: $225/contract ROC%: 33.3% (at max profit) Break Even: 28.25 Notes: I've been sticking these three-wides out there for fills at 2.25, but in any event don't want to pay any more than 2.30 (30% ROC). This one filled at 11 minutes after open, so I didn't have to fiddle. I'll rotate back ...

NaughtyPines NaughtyPines VXX, 240, Short ,
VXX: TRADE IDEA: VXX FEB 19TH 27/29 LONG PUT VERTICAL
46 0 3
VXX, 240 Short
TRADE IDEA: VXX FEB 19TH 27/29 LONG PUT VERTICAL

Since there's no February 2nd weekly available for me to use, I'm going out to the monthly to put on my weekly short volatility product play. Here, I'm going narrower with the spread, but doubling the number of contracts to show how to scale trade size with both width of the spread and the number of contracts. As compared to the 3-wides, which I normally get ...

NaughtyPines NaughtyPines VIX, D,
VIX: THE WEEK AHEAD: BBBY, KRE, VIX
34 0 4
VIX, D
THE WEEK AHEAD: BBBY, KRE, VIX

With the trading year winding down here, I'm not keen to pile into a great number of trades, but there are a few underlyings that may be worth playing here if holiday frivolity just doesn't provide you with enough and/or you're just a hard core trading addict that has to put something on in order to satisfy your need for market engagement ... . BBBY announces ...

NaughtyPines NaughtyPines DBA, W, Long ,
DBA: TRADE IDEA: DBA APRIL 20TH 18/20 LONG CALL VERTICAL
89 4 5
DBA, W Long
TRADE IDEA: DBA APRIL 20TH 18/20 LONG CALL VERTICAL

Metrics: Probability of Profit: 38% Max Profit: $140/contract Max Loss: $60 contract Break Even: 18.60 Notes: With the underlying at all-time lows, going for a small directional shot. Going out to April to attempt to take advantage of potential seasonality. Fills look to be pesky, with the bid/ask on this setup at .55/.65 (mid .60) ... . I would also note ...

NaughtyPines NaughtyPines VIX, D, Short ,
VIX: OPENING: VIX APRIL 18TH 14/17 LONG PUT VERTICAL
48 0 5
VIX, D Short
OPENING: VIX APRIL 18TH 14/17 LONG PUT VERTICAL

... for a 2.24 debit. Metrics: Probability of Profit: 89% Max Profit: $76/contract Max Loss: $224/contract Break Even: 14.76 Metrics: Here's the live trade for the VXMT-guided, medium term volatility trade referenced in the post below. At the time of the trade, VXMT was at 14.46, which is approximately the price at which the April futures contract is trading ...

NaughtyPines NaughtyPines VXX, 240, Short ,
VXX: OPENING: VXX JAN 26TH 30/33 LONG PUT VERTICAL
29 0 4
VXX, 240 Short
OPENING: VXX JAN 26TH 30/33 LONG PUT VERTICAL

... for a 2.22/contract debit. Metrics: Probability of Profit: 64% Max Profit: $78/contract Max Loss: $222/contract Break Even: 30.78 Notes: With UVXY sliding below 12, it's losing a bit of granularity here due to its size, so I'm switching over to VXX for a bit until UVXY reverse splits (which usually occurs around $8-$9) (i.e., it's a bigger move for UVXY to ...

NaughtyPines NaughtyPines VIX, D, Short ,
VIX: TRADE IDEA: VIX MARCH 21ST 15/18 LONG PUT VERTICAL
39 3 3
VIX, D Short
TRADE IDEA: VIX MARCH 21ST 15/18 LONG PUT VERTICAL

Metrics: Probability of Profit: 85% Max Profit: $65/contract at the mid* Max Loss: $235/contract Break Even: 15.65 * -- I usually like to get these filled for 2.25 or less. Notes: A slight variation on a term structure trade, which ordinarily uses the corresponding /VX futures price for guidance as to where to set up your spread. Here, instead of using the ...

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