imzeeshan

imzeeshan

BMY 17-May-19 IV30:41.7, IVR:99 (Elevated), IV30 MA20: 35.4 Bear Call Spread +0.19D Long 1 Call: 57.5 Strike @ $0.80 -0.28D Short 1 Call: 55 Strike @ $1.29 -0.09D Credit: $0.49

imzeeshan Updated 

LULU 18-Apr-19 IV30: 52.2, IVR: 92% (Elevated) Bear Call Spread / Call Credit Spread +0.24D Long 1 Call: 160 Strike @ $2.81 -0.32D Short 1 Call: 155 Strike @ $4.13 -0.08D Credit: $1.32 PCR: 53:47

imzeeshan Updated 

BA 17-May-19 IV30: 31.4, IVR: 74% (elevated) Bear Call Spread/Call Credit Spread +0.29D Long 1 Call: 430 Strike @ $7.95 -0.33D Short 1 Call: 425 Strike @ $9.55 -0.04D Credit: $1.60 PCR: 50:50

imzeeshan

BSX 18-Apr-19 IV30: 30.6, IVR: 76% (Elevated) Bear Call Spread / Call Credit Spread +0.26D Long 1 Call: 42 Strike @ $0.50 -0.36D Short 1 Call: 41 Strike @ $0.77 -0.10D Credit: $0.27 Highest OI at 45 Strike

imzeeshan

CELG 18-Apr-19 IV30: 48.2, IVR: 98% Short Iron Condor +0.05D Long 1 Call: 100 Strike @ $0.15 -0.19D Short 1 Call: 95 Strike @ $1.00 -0.07D Long 1 Put: 65 Strike @ $0.62 +0.15D Short 1 Put: 70 Strike @ $1.40 -0.06D Credit: $1.63 PCR: 41:59 --------------------------------------------- CELG 18-Apr-19 IV30: 48.2, IVR: 98% Short Iron Butterfly +0.53D Long 1 Call: 85...

imzeeshan

COUP 18-Apr-19 IV30: 84.2, IVR: 100% Call Credit Spread +0.14D Long 1 Call: 115 Strike @ $1.15 -0.19D Short 1 Call: 110 Strike @ $1.75 -0.05D Credit: $0.60 PCR=84:16

imzeeshan

Apr-18 BMY IV30:38.8, IVR:98 (Elevated) +0.21D Long 1 Call: 60 Strike @ $0.88 -0.42D Short 1 Call: 55 Strike @ $2.09 -0.02D Long 1 Put: 40 Strike @ $0.06 +0.10D Short 1 Put: 45 Strike @ $0.37 -0.13D Credit: $1.52 PCR=26:74

imzeeshan

ROST 15-Mar-19 IV:45.2, IVR: 100% (Elevated) +0.20D Long 1 Call: 100 Strike @ $0.83 -0.32D Short 1 Call: 97.5 Strike @ $1.53 -0.06D Long 1 Put: 80 Strike @ $0.28 +0.10D Short 1 Put: 82.5 Strike @ $0.45 -0.08D Credit: $0.88 PCR: 45:55 Highest Call OI @ 100, 97.5 and 95 indicating high volume of naked calls or bear call spreads.

imzeeshan

MLNX 18-Apr-19 IV30: 52.1, IVR: 95% +0.11D Long 1 Call: 130 Strike @ $0.78 -0.20D Short 1 Call: 125 Strike @ $1.60 -0.09D Credit: $0.83 Highest OI for 125

imzeeshan

AMZN 18-Apr-19 IV30: 23.2, IVR: 19% (Subdued) +0.11D Long 1 Call: 1830 Strike @ $6.83 -0.12D Short 1 Call: 1820 Strike @ $7.78 -0.11D Long 1 Put: 1460 Strike @ $8.85 +0.12D Short 1 Put: 1470 Strike @ $9.85 0.00D Credit: $1.95 PCR: 43:57

imzeeshan

CROX 15-Mar-19 IV: 74.9, IVR: 100% (Elevated) +0.07D Long 1 Call: 36 Strike @ $0.13 -0.09D Short 1 Call: 35 Strike @ $0.18 -0.14D Long 1 Put: 24 Strike @ $0.38 +0.20D Short 1 Put: 25 Strike @ $0.58 0.04D Credit: $0.25 PCR: 76:24

imzeeshan

MSFT 18-Apr-19 IV30: 17.8, IVR: 19% (Subdued) Short Iron Condor +0.05D Long 1 Call: 125 Strike @ $0.16 -0.17D Short 1 Call: 120 Strike @ $0.64 -0.09D Long 1 Put: 100 Strike @ $0.42 +0.18D Short 1 Put: 105 Strike @ $0.91 -0.03D Credit: $0.97 PCR: 41:59

imzeeshan

NLSN 17-May-19 Short Iron Condor IV30: 52.10%, IVR: 99% +0.07D Long 1 Call: 32 Strike @ $0.15 -0.13D Short 1 Call: 31 Strike @ $0.28 -0.10D Long 1 Put: 19 Strike @ $0.35 +0.14D Short 1 Put: 20 Strike @ $0.50 -0.02D Credit: $0.28 PCR:35:65

imzeeshan Updated 

Mar 15 - WMT IV30: 25.6%, IVR: 82 (Elevated) DTE: 18 Short Iron Condor +0.05D Long 1 Call: 110 Strike @ $0.14 -0.22D Short 1 Call: 105 Strike @ $0.77 -0.04D Long 1 Put: 85 Strike @ $0.19 +0.11D Short 1 Put: 90 Strike @ $0.46 -0.10D Credit: $0.91 PCR=32:68

imzeeshan

Volatility FTW! SPY rolling down Regression Trend boundaries and bouncing off Fibonacci levels. Bear hug time!

imzeeshan

As we all know SPY is trading in a range of 260-280 since mid-October 2018. It is likely to continue trade in this range till Wall St. hotshots return from holidays (probably 1st week of Jan 2019). Based on option chain, in my opinion, SPY will rally to 270 where it will catch its breath/retest 263 and then proceed to sprint to 280 by year end for a ginormous...

imzeeshan

SPY Date: 11/30/2018 Range of option contracts with highest volumes: 11/30: 270P - 271.5C 12/03: 272P - 274C 12/05: 272P - 272C 12/07: 265P - 280C 12/10: 269P - 280C 12/12: 261P - 275C 12/14: 258P - 280C 12/17: 277P - 295C 12/19: 272P - 273C 12/21: 235P - 280C 12/24: 275P - 220C 12/26: 275P - 282C 12/28: 272P - 272.5C 12/31: 254P - 290C

imzeeshan

Rule #1 of Head & Shoulder pattern, entry should be only after the pattern has been established. The SPDR trapped a lot of bulls in October. Is is getting ready to trap more or is the web too heavy? Everyone is excited about the Inverse Head & Shoulders pattern that is forming and they are waiting for the SPY to climax above 280. But all other indicators are...