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Re: Took a light long position today..... I very seldom go out that far.....the Jan 10 strikes would seem to be OK for me.....so right between the spread 1.50 to 2.10 carry a pretty high IV.....and a delta of .63 (each $1 move up translates into .63 cents)..I would guess the ASH data will have an impact. My work points to a reasonable upside of 13 with caution around 12.16 (50 day)..premiums would be pretty nice at those levels and maybe you'd get close to 2.50 to 3.00 for them. |
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Msg # | Subject | Author | Recs | Date Posted |
68472 | Re: Jan strikes etc | MineMan | 1 | 10/21/2014 4:21:22 PM |