TVC:VIX   Indeks Ketaktentuan S&P 500
Dilihat 47 kali
47 2
With the beginning of the next earnings season two weeks out (at least before we see something decent), I'm looking to put on some basic exchange-traded fund premium selling plays to bide my time until then. Even there, however, the premium selling opportunities aren't fantastic:

KRE (Regional Banks): I haven't played this one before, but its background implied volatility is at 25%, putting it slightly above its mid-range over the past six months (it's in the 54% percentile or so). I generally like to see exchange-traded funds at >70% implied volatility percentile over the past six months and implied volatility at 35% or more, but if I abide by those metrics, I'd be totally sidelined here. (The May 19th 49/54/55/60 "nearly an" iron fly pays 2.53 at the mid with a buying power effect of 2.47; preliminary/off hours quotes).

EWZ (Brazil): In spite of the fact that its implied volatility has been a good deal higher over the past six months (background implied is at 32% -- in the 28th percentile over the past six months), it still has some decent premium to be offered if you're willing to short straddle or iron fly. (The May 19th 33/37/38/42 iron fly pays 2.12 at the mid with a buying power effect of 1.88; preliminary/off hours quotes).

GDXJ (Junior Gold Miners): This is one I was actually looking to play directionally off of support, but waited too long to put on the play, so now it's "nondirectional" for me or nothing. (The May 19th 30/33/40/43 iron condor pays 1.21 at the mid with a buying power effect of 1.79; preliminary/off hours quotes).

VIX: With VIX , my eyeballs are always peeled for a "Term Structure" play if there isn't a pop to be had. Unfortunately, neither a pop nor a Term Structure play are to be had currently. VIX spot is at 12.4, and the first /VX futures front month that currently is >16 is September -- way too far out in time for me to put on a play (I currently still have June 17/20, and July 16/19 short call verticals on).
.. Does not sound too excited ;-)
@gigixiv, Maybe something will pop. Of course, I've been saying that for weeks ... .
MS Bahasa Melayu
EN English
EN English (UK)
EN English (IN)
DE Deutsch
FR Français
ES Español
IT Italiano
PL Polski
SV Svenska
TR Türkçe
RU Русский
PT Português
ID Bahasa Indonesia
TH ภาษาไทย
VI Tiếng Việt
JA 日本語
KO 한국어
ZH 简体中文
ZH 繁體中文
AR العربية
HE עברית
Laman Utama Penyaring Saham Penyaring Forex Penyaring Kripto Kalendar Ekonomi Bagaimana ia berfungsi Ciri-ciri Carta Peraturan Dalaman Moderator Laman web dan Penyelesaian Broker Widget Perpustakaan Carta Stok Permintaan Ciri Blog & Berita Soalan Lazim Bantuan & Wiki Twitter
Profil Tetapan Profil Akaun dan Pengebilan Tiket Sokongan Saya Hubungi Sokongan Idea-idea yang diterbitkan Pengikut Mengikut Mesej Peribadi Sembang Daftar Keluar