SteadyOptions is an options trading forum where you can find solutions from top options traders. Join Us!

We’ve all been there… researching options strategies and unable to find the answers we’re looking for. SteadyOptions has your solution.

Recommended Posts

Posted

Just a quick question for the more experienced members. I have noticed that the overall official trade profile is pretty heavy on the calendar side currently--7 out of 9 trades. I realize this likely waxes and wanes as the trading opportunities present themselves, but in general is there usually more of a 50-50 balance between the earnings calendars and straddles. Thanks.

Posted

@porgie. Have a look at the performance page since the start of the year. Of the latest 22 trades nine were Hedged Straddles, nine were calendars and four were straddles. So it is approx 50% Calendars and 50% of various straddles.

  • Upvote 1
Posted

Thanks. That is what I thought. It seems like the calendars have been so cheap on the RV side lately we have cycled into a higher proportion of them which makes sense.

Posted
8 minutes ago, porgie said:

Thanks. That is what I thought. It seems like the calendars have been so cheap on the RV side lately we have cycled into a higher proportion of them which makes sense.

Also....

  • Many of those calendars are still at half allocation sizing.
  • We closed a few straddles for gains at the end of last week, and given that VIX spiked so did a lot of stock's straddle RV.   Entering straddles right after RV spikes typically does turn out so great as RV levels tend to fall over subsequent days and hurt the straddle price (certainly with some exceptions but more times that not RV falls to some degree).  XLNX was opened, but its RV level stayed relatively flat on Friday afternoon and its only going to be open for one or two days.
  • Upvote 1

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

Loading...
  • Recently Browsing   0 members

    • No registered users viewing this page.