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tasty trade spread selling criteria
(2015-06-02 21:15:25)
underlinevolume:>severalmillionsharesperday
underlineprice:extremesofeitherweaknessorstrength
size:staysmall
IV:highandhigherthanthemarket
IVrank:>50%andhigherthanthemarket
DTE:45days
POP:65-75%
maximizeROC:>0.4%perday
ROC=maxprofile/requiredmargin
initialcredit:>1/3ofthestrikespread
[*sellingalwayspicksstrikesbothareoutofthemoney(OTM)]
[*buyingalwayspic...[阅读全文]
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ticker tank sell strangle criteria
(2015-06-02 21:08:54)
earning:no
IVpercentile:>70%(high)
daystoexpirationtoenter:between50and65
daystoexpirationtoexit:>7days
profitexit:25to50%ofcreditreceived
strikes:16%ofsuccessfulrate
probabilityofsuccess:>70%
creditrequirement:???
adjustment[阅读全文]
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ticker tank sell put criteria
(2015-06-02 21:00:55)
volume:>500
openinterest:>1000
bid/askspread:<10cent
daystoexpirationtoenter:between50and65
daystoexpirationtoexit:>7days
quickreturnexit:20%gain
IVpercentile:>70%
returnoncapital:(premium/marginwithheld)>0.75%perday
probabilityofsuccess:>75%
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