EARNINGS:
You can literally count the number of announcements next week on one had, and they aren't in options liquid underlyings.
EXCHANGE-TRADED FUNDS:
GLD (36/12)
SLV (30/19)
GDX (30/25)
TLT (29/11)
GDXJ (28/29)
EWZ (25/26)
First Expiry in Which At-The-Money Short Straddle Pays Greater than 10% of Share Price:
GLD: January '21
SLV: July
GDX: March
TLT: January '22
GDXJ: May
EWZ: June
Pictured here is an EWZ short strangle in the June expiry paying 1.43 (.71 at 50% max) with break evens wide of one standard deviation for that expiry and delta/theta of .05/1.16.
Of shorter duration, the GDX March 20th 26/33 short strangle is paying .78 (.39 at 50% max; not very compelling) with the shorts camped out around the 18's; the 29 short straddle, 3.00 (.75 at 25% max).
BROAD MARKET:
EEM (24/16)
IWM (11/16)
QQQ (10/16)
SPY (3/13)
First Expiry in Which At-The-Money Short Straddle Pays Greater than 10% of Share Price:
EEM: September
IWM: August
QQQ: September
SPY: September
The EEM September 18th 39/51 short strangle is paying 1.48 at the mid (.74 at 50% max). As before, I'm somewhat reluctant to go that far out in time to get paid, but have been putting on some longer-dated setups and managing them somewhat short of 50% max as I wait for shorter duration expiries to be more productive.
FUTURES:
/NG (43/48)
/GC (36/11)
/SI (30/25)
/6C (28/6)
/6B (25/8)
Natural gas remains frisky due to seasonality, but I was hoping for more of a seasonal bounce to pull on the short end of the stick; Mother Nature hasn't cooperated on that end of things, unfortunately.
You can literally count the number of announcements next week on one had, and they aren't in options liquid underlyings.
EXCHANGE-TRADED FUNDS:
GLD (36/12)
SLV (30/19)
GDX (30/25)
TLT (29/11)
GDXJ (28/29)
EWZ (25/26)
First Expiry in Which At-The-Money Short Straddle Pays Greater than 10% of Share Price:
GLD: January '21
SLV: July
GDX: March
TLT: January '22
GDXJ: May
EWZ: June
Pictured here is an EWZ short strangle in the June expiry paying 1.43 (.71 at 50% max) with break evens wide of one standard deviation for that expiry and delta/theta of .05/1.16.
Of shorter duration, the GDX March 20th 26/33 short strangle is paying .78 (.39 at 50% max; not very compelling) with the shorts camped out around the 18's; the 29 short straddle, 3.00 (.75 at 25% max).
BROAD MARKET:
EEM (24/16)
IWM (11/16)
QQQ (10/16)
SPY (3/13)
First Expiry in Which At-The-Money Short Straddle Pays Greater than 10% of Share Price:
EEM: September
IWM: August
QQQ: September
SPY: September
The EEM September 18th 39/51 short strangle is paying 1.48 at the mid (.74 at 50% max). As before, I'm somewhat reluctant to go that far out in time to get paid, but have been putting on some longer-dated setups and managing them somewhat short of 50% max as I wait for shorter duration expiries to be more productive.
FUTURES:
/NG (43/48)
/GC (36/11)
/SI (30/25)
/6C (28/6)
/6B (25/8)
Natural gas remains frisky due to seasonality, but I was hoping for more of a seasonal bounce to pull on the short end of the stick; Mother Nature hasn't cooperated on that end of things, unfortunately.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.