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OptionWorkshop

Jason Alexander

Joined Oct 27, 2011

http://www.optionworkshop.com/

We focus on vertical spreads and risk equivalent structured positions - specializing in trade construction and risk management based on technical analysis, volatility surface and order flow.

  1. OptionWorkshop
    2 days with both $SPX and $VIX cash and futures up. If that is not a clue to hedge or buy straddles, then I admit to being clueless.
  2. OptionWorkshop
    For those academically inclined: Implied Volatility Spreads and Expected Market Returns http://stks.co/2HX8 $SPX $VIX
  3. OptionWorkshop
    Since everyone I know is straddle crazy these days: some quick, though by no means comprehensive thoughts: http://stks.co/2CHH
  4. OptionWorkshop
    Interesting fact: $NFLX intraday (open to close) realized vol is 139.56%. The March ATM options are 66% implied vol. Feb weeklies 70% IV.
  5. OptionWorkshop
    $AMZN pre-earnings straddles & strangles bought yesterday mid-day on the weeklies are up 10% today. It's done. Thanks earnings vol.
  6. OptionWorkshop
    There must be a good reason that $VXZ is a ghost town. I SO want to trade those options but nobody wants to party with me...
  7. OptionWorkshop
    Someone said I disappeared. Would you believe I forgot twitter? A little more visible on FB. $AAPL backspread trade: http://stks.co/29qD
  8. OptionWorkshop
    ...and that makes me like the idea of tentatively selling some of that high IV.
  9. OptionWorkshop
    Let me know if I'm crazy, but that $SWN Jan/ Feb roll has me thinking the trader is not anticipating a move before Jan expiration.
  10. OptionWorkshop
    Old news to some: $SWN Feb 34 calls being bought up last few days. Looks like a roll from the Jan 34's. Feb & Mar IV up big. Jan not so much
  11. OptionWorkshop
    Delta hedging for vertical credit spreads: http://stks.co/1bgE $SPY $AAPL $VIX
  12. OptionWorkshop
    Put spreads doing well in this climate (especially $VXX). Straddles not so much.
  13. OptionWorkshop
    Tug of war between $SPX breaking the 20 SMA/ 50% fib line and the holiday seasonality of IV tapering off...
  14. OptionWorkshop
    adding to $VXX shorts here.

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