Ice_

Message Follow Following Unfollow
About me Derivatives specialist. I trade mainly volatility through vanilla and exotic options.
Last visit Joined 2 years ago Tokyo
Against the VIX
Markets Allocation
53 % forex 21 % stocks 5 % indices 21 % other
Top Mentioned Symbols
USDJPY 14% | 25 EURUSD 13% | 23 JPN 8% | 14 AUDUSD 6% | 12
Ice_ Ice_ FXY, D, Short , 2 months ago
FXY: Credit spread on USDJPY
24 0 2
FXY, D Short
Credit spread on USDJPY
Through $FXY options
Ice_ Ice_ JPN225, D, Short , 3 months ago
JPN225: Testing an important resistance
45 0 2
JPN225, D Short
Testing an important resistance
Both are long term oriented, but one has a higher R/R since it expects a direct rejection of that level, I will be making very small positions since the QE has just began tho.
Ice_ Ice_ C, D, Short , 4 months ago
C: Bear credit spread
35 0 0
C, D Short
Bear credit spread
Being cheap doesn't make it good First call strike (shorting) @ 49, September 16 expiration.
Ice_ Ice_ USDJPY, D, Long , 4 months ago
USDJPY: Buying BoJ intervention
59 1 1
USDJPY, D Long
Buying BoJ intervention
Source
Ice_ Ice_ SRPT, D, 5 months ago
SRPT: Vega is the candy
25 0 2
SRPT, D
Vega is the candy
IV at 303% when historical volatility barely makes it to 200% makes this trade a pretty easy one imo. There's a very minimal chance that a gap would find higher values of $40 - or less than $4. Anyway, I'm not holding this options once the theta fat is gone. Sarepta Therapeutics: Patience Will Not Be ...
Ice_ Ice_ NFLX, D, 5 months ago
NFLX: Iron Condor on Netflix
54 0 4
NFLX, D
Iron Condor on Netflix
Iron Condor Explained
Ice_ Ice_ VIX, W, Long , 5 months ago
VIX: Cyclical VIX
76 0 4
VIX, W Long
Cyclical VIX
Main chart to watch VIX for the next 6 months
Ice_ Ice_ SPX500, D, Short , 5 months ago
SPX500: Credit call spread on SPY
134 0 7
SPX500, D Short
Credit call spread on SPY
Info on the chart
Ice_ Ice_ PETR4, 15, 6 months ago
PETR4: Strangle study at PETR4
95 2 2
PETR4, 15
Strangle study at PETR4
All data is in the chart. Selling vol.
Ice_ Ice_ K, 240, 6 months ago
K:  Short straddle
26 0 1
K, 240
Short straddle
IV rank is around 93~, which means opening a short traddle seems pretty safe - Plus, Kellogs is known for it's low historical volatility anyway Closing at 50% profit
Ice_ Ice_ BBRY, 60, 6 months ago
BBRY: Long straddle BBRY
41 0 2
BBRY, 60
Long straddle BBRY
Closing at 50% profit
Ice_ Ice_ ITSA4, 60, Long , 7 months ago
ITSA4: Long straddle on Itausa
37 0 2
ITSA4, 60 Long
Long straddle on Itausa
Each leg is worth (both put and call) $0.22, which means the whole op costs me roughly $0.44 for 1 stock. I'll be also gamma scalping to reduce costs (since it's -$440 for every 1000 stocks, I'll try to get that to 0.) IV: 31% HV: 37%
Ice_ Ice_ PETR4, D, 8 months ago
PETR4: Volatility is my friend, friend.
69 1 5
PETR4, D
Volatility is my friend, friend.
Data extracted from here.
Ice_ Ice_ SPX500, D, Short , 8 months ago
SPX500: Buying puts
134 0 4
SPX500, D Short
Buying puts
Small position, still.. (0.6%)
Ice_ Ice_ EURUSD, D, Short , 8 months ago
EURUSD: Hedging the bear
98 0 2
EURUSD, D Short
Hedging the bear
Let's say I'm buying volatility. All the positons are in the chart.
Ice_ Ice_ RADL3, 240, Short , 8 months ago
RADL3: Are you clearly against the trend?
31 0 4
RADL3, 240 Short
Are you clearly against the trend?
Worth the shot after earnings, RR equals to 5
Ice_ Ice_ USDOLLAR, D, Short , 9 months ago
USDOLLAR: Are you buying or selling? I'm selling, for now.
37 0 1
USDOLLAR, D Short
Are you buying or selling? I'm selling, for now.
But for sure there’s a little of na accumulation process on it’s way on the US Dollar, which seems to reason with the actual fundamentals.
Ice_ Ice_ VALE5, D, Short , 9 months ago
VALE5: Trailing low risk short on VALE
60 0 3
VALE5, D Short
Trailing low risk short on VALE
RR 3.5
123456... Show More Ideas
Last visitUnited Kingdom
5100
402
37391
Message Follow Following Unfollow
Last visitUSA
10
0
50
Message Follow Following Unfollow
Last visit
865
45
4171
Message Follow Following Unfollow
Last visit
22
3
122
Message Follow Following Unfollow
Last visit
6
0
28
Message Follow Following Unfollow
Last visit
3
0
11
Message Follow Following Unfollow
Last visit
8
4
31
Message Follow Following Unfollow
Last visit
2
0
8
Message Follow Following Unfollow
Last visit
11
6
46
Message Follow Following Unfollow
Last visitKorea
61
262
646
Message Follow Following Unfollow
Last visit
4
0
20
Message Follow Following Unfollow
Last visitCanada
506
257
4664
Message Follow Following Unfollow
Last visit
8
0
38
Message Follow Following Unfollow
Last visit
8
0
34
Message Follow Following Unfollow
Last visit
3
0
15
Message Follow Following Unfollow
Last visit
3
9
23
Message Follow Following Unfollow
Last visitUnited Kingdom
4
0
18
Message Follow Following Unfollow
Last visit
8
13
82
Message Follow Following Unfollow
Last visitNederland
21
0
98
Message Follow Following Unfollow
Last visit
35
0
135
Message Follow Following Unfollow
Last visitUnited States, CT
8653
1067
41878
Message Follow Following Unfollow
Last visit Toronto, Canada
1784
421
8318
Message Follow Following Unfollow
Last visit
82
12
260
Message Follow Following Unfollow
Last visitFrance
198
47
818
Message Follow Following Unfollow
Last visitAdd location...
173
0
566
Message Follow Following Unfollow
Last visitUSA
4541
9663
20729
Message Follow Following Unfollow
OnlineUK
5538
178
21680
Message Follow Following Unfollow
Last visitSweden
510
352
2525
Message Follow Following Unfollow
Last visitUK
81
48
410
Message Follow Following Unfollow
Last visitromelocus@hotmail.com
2127
1233
15142
Message Follow Following Unfollow
Last visitSeychelles
193
66
924
Message Follow Following Unfollow
Last visit
916
364
5477
Message Follow Following Unfollow
Last visit
29
8
105
Message Follow Following Unfollow
Last visit
92
47
877
Message Follow Following Unfollow
Last visitUnited States
4373
4276
34712
Message Follow Following Unfollow
Last visitDurango, Colorado - USA
4753
619
23385
Message Follow Following Unfollow
Last visitJordan
15806
787
67160
Message Follow Following Unfollow
Last visit
527
353
3299
Message Follow Following Unfollow
Last visitCanada
685
419
3805
Message Follow Following Unfollow
Last visitSINGAPORE
16852
1395
98579
Message Follow Following Unfollow
User has no following symbols
Market
Interval
Browse
Time
Type
Browse
Time
Ideas Scripts Chart
United States
United Kingdom
India
España
Italia
Brasil
Россия
Türkiye
日本
한국
Home Stock Screener Economic Calendar How It Works Chart Features House Rules Moderators For the WEB Widgets Stock Charting Library Priority Support Feature Request Blog & News FAQ Help & Wiki Twitter
Private Messages Chat Ideas Published Followers Following Priority Support Public Profile Profile Settings Billing Sign Out