straddle

AAPL Options Implied Volatility in the Toilet

Posted by msebastian on Mon, 01/30/2012 - 4:13pm
It is somewhat common knowledge that I continue to be a seller of option premiums right now.  However, that doesn’t mean that traders should be selling all option premiums.  There are a few tech names where the implied volatilities have been crushed to levels that we have not seen in some time.  Take AAPL for instance:  30 day option implied volatility is at two year lows: LiveVol (R) www.livevol.com

WAG Setting Up for a Break Out

Posted by msebastian on Thu, 12/15/2011 - 5:52pm
While I usually stick to large themes like VIX and SPX today I wanted to point toward something interesting going on in Walgreens options.

Happy Anniversary to my Amazing Wife...Here's a VIX play

Posted by msebastian on Tue, 10/11/2011 - 8:03pm
First things first, Happy Anniversary Lauren, thank you for being the kindest,  best, most supportive woman on the planet as I dragged you through this start up.

AM Pit Report 7/11-New Link

Date: 
Monday, July 11, 2011 - 10:00am
We look at the SPY straddle and talk about AAPL straddle

AM Pit Report 7/7

Date: 
Thursday, July 7, 2011 - 10:00am
We look at a SPY straddle and AVSPY

Am Pit Report 7-5-11

Date: 
Tuesday, July 5, 2011 - 10:00am
 SPY straddle, and a discussion on VIX calculation 

SPX Skew Flatter, OEX-SPX 1-5 straddle swap looking inviting.

Posted by msebastian on Fri, 08/27/2010 - 3:39pm
I was working with an option mentoring student today when we realized that SPX skew is at the flattest on the put side it has been in weeks.  The calls are also relatively cheap.