Спекуляция Деривативами - Trade Ideas !!!

[venumpro]

I think that Mexico (EWW), Real Estate (IYR) and Euro (FXE and /6E) are the best trades on the board today. Have pretty big positions in all three but will be buying every downtick in either one of them.

Buy means selling 30 delta puts

[John Smith]

I think that Mexico (EWW), Real Estate (IYR) and Euro (FXE and /6E) are the best trades on the board today. Have pretty big positions in all three but will be buying every downtick in either one of them.

Buy means selling 30 delta puts

а что означает "selling 30 delta puts" ?

[venumpro]

Here is EWW Dec chain. I circled options that are approximately 30 delta.

20161116_183548.png

42 and 43 puts in EWW qualify as 30 delta puts. If I sell both puts, the evarage would somewhere close to 30 delta

[ie]

I think that Mexico (EWW), Real Estate (IYR) and Euro (FXE and /6E) are the best trades on the board today. Have pretty big positions in all three but will be buying every downtick in either one of them.

Buy means selling 30 delta puts

а что означает "selling 30 delta puts" ?

в двух словах, шерлок продает (за деньги) лотерейные билеты у которых вероятность выигрыша 30%.

[worldCitizen]

Прогнал через калькулятор IYR December iron condor, 4 points spread between put strikes, 4 points between call strikes. Самый лучший возможный результат через неделю $0. Если ждать дольше, то результат улучшается, теоретически. Примерно то же самое with a short strangle.

Я понимаю что калькулятор несовершенный, но все таки...Спасибо, не хочу.
Пока ищу возможности with earnings trades.

[ie]

Спасибо, не хочу.

в смысле? слишком дорого/дешево? долго ждать? P/L not good?

[venumpro]

Iron condors - it takes forever to see profit, especially in cheap stocks. Minimum 25-30 days.

With puts, it's 7 days, strangles - 14 days.

[venumpro]

Iron condors don't fit my trading style. I prefer selling naked options. Here how my reasoning works:

Yesterday, I sold Dec 72 puts in IYR @ .98. Today, 72 puts are 21 cents cheater. Basically, in one day I making 1.5%/day return on invested funds. It this number today reaches 2%, I am taking the entire trade off

Yesterday, I also sold Dec 103 puts in FXE @ .87. Today, same puts are one penny cheaper. Will take this trade off on the earlier of (i) it reaches 50% of max profit, or (ii) daily return on investment reaches 2% a day. Is stock does down, will sell lower strike put and 30 delta call simultaneously. Will keep doing it until I see profit.

48 hours ago, sold Dec EWZ 36/30 strangle @ 1.06. Today, it is trading for 20 cents cheaper, which gives me 2.5% daily return. the goal is reached and now I am working closing order. Once it is closed, the capital will be immediately redeployed. Most likely in FXE, if this stock goes down.

48 hours ago, sold Dec 127/117 Strangle in TLT @1.47. Today, it is trading for 1.05, which is 42 cents cheaper. This is 1.1% daily return. The goal is not reached, so I am keeping it for now.

I don't even know what the above stocks are doing today. For me trading is nothing more that a math model with a little of knowhow. I am doing it not for fun but to make good money. I also care less if stocks go up or down. My goal is to constantly look for the pockets of high volatility and keep selling it. I have to always redeploy my capital to make a significant return by the end of the year.

[worldCitizen]

Спасибо, не хочу.

в смысле? слишком дорого/дешево? долго ждать? P/L not good?

долго ждать. Да, я тоже ищу возможности with high implied volatility.

[venumpro]

Sold Dec 88/85 put spread in FXY @.90. Purely contrarian play

Sold Dec 102 puts in FXE @ .69. Bottom fishing

Shorted Russel. Sold IWM 130/140 call spread @ 2.91

[venumpro]

Euro is in freefall
I think I should sell more puts tomorrow, if it keeps going down

[venumpro]

Just read the following summary:

Russell 2000 Biggest 2 week gain since July 2009
Dow Biggest 2 week gain since Dec 2011
S&P Biggest 2 week gain since Oct 2014
EURUSD Longest win streak since Lehman (Oct 2008)
Dollar Index Biggest 2 week gain since Lehman (Oct 2008)
US Treasury Bond Biggest 2 week loss since Jan 2009
Global Bonds Biggest 2 week loss EVER
Gold Biggest 2 week loss since June 2013

I guess it is no-brainer. You have to be short Russell, long Euro, long bonds and gold

[worldCitizen]

Just read the following summary:

Russell 2000 Biggest 2 week gain since July 2009
Dow Biggest 2 week gain since Dec 2011
S&P Biggest 2 week gain since Oct 2014
EURUSD Longest win streak since Lehman (Oct 2008)
Dollar Index Biggest 2 week gain since Lehman (Oct 2008)
US Treasury Bond Biggest 2 week loss since Jan 2009
Global Bonds Biggest 2 week loss EVER
Gold Biggest 2 week loss since June 2013

I guess it is no-brainer. You have to be short Russell, long Euro, long bonds and gold

Я не уверен. Не надо забывать что мы входим в holiday period, один из лучших, если не самый лучший, для трейдинга. Если сток маркет хорошо поднялся, это не значит что он должен начать падать. Топтание на месте вполне возможно. К тому же фонды чистят портфолио. Прикупают стоки которые хорошо себя вели, продают лузеров.

Исторически день перед Днем Благодарения и день-два после - самые лучшие дни в году.

[metaller]

Исторически день перед Днем Благодарения и день-два после - самые лучшие дни в году.

В каком смысле лучшие ?

[ie]

Исторически день перед Днем Благодарения и день-два после - самые лучшие дни в году.

В каком смысле лучшие ?

уже не жарко и ещё не холодно