/biz/ - Business & Finance

Anonymous Mon Aug 5 13:36:49 2019 No.15123618 [View]
File: 19 KB, 200x200, shortstrangle_riskgraph.jpg [View same] [iqdb] [saucenao] [google]

Selling SPY strangles today
(It's been a long wait)

Shorting premium for 3.75 credit at the 16 delta strikes of 300/262 for SEP expiry at 46 days to expiry.

relative IV is attractive with IV almost 1.38x the realized volatility over the past year.
VIX is at 92 percentile range of the past trading year.
IV ranked over 50%

Anonymous Fri Aug 2 10:47:56 2019 No.15081289 [View]
File: 19 KB, 200x200, shortstrangle_riskgraph.jpg [View same] [iqdb] [saucenao] [google]

Some strangle candidates we're looking at:
junior miners GDXJ with IVR at 95%
GLD at 70% IVR (we just a winner one and may put one back on again)
TLT at 55% IVR

More coming if the selling continues and vol rises

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