鹰眼无限
:
Option priced for 10% swing with 68% probability and you bet for 20%? Even with 20% you will lose everything. I will be surprised if your calls don't expire worthless. Good luck though. You never know.
fphatt4life
:
i did a quick research and found exactly what you wrote. so the move is expected +or- 32. anything below 215 and above 279 is unlikely to happen. with 68% probability.
what about put to call ratio and OI, do you think it matters? everything is on the call side. how do you figure out if it's buy or sell calls?
74177906 : Strong
Annie Kim : That's really bold
鹰眼无限 : Option priced for 10% swing with 68% probability and you bet for 20%? Even with 20% you will lose everything. I will be surprised if your calls don't expire worthless. Good luck though. You never know.
fphatt4life 鹰眼无限 : good analysis. quick question, how do you estimate the stock is up for move +or-10% ? IV is 125%
鹰眼无限 fphatt4life : IV is an annulized number. If you use sqrt(4/365)*IV, it will give you roughly 13% as of today.
fphatt4life : i did a quick research and found exactly what you wrote. so the move is expected +or- 32. anything below 215 and above 279 is unlikely to happen. with 68% probability.
what about put to call ratio and OI, do you think it matters? everything is on the call side. how do you figure out if it's buy or sell calls?
OptionMasters : rip