The next new position in our Paid-to-Play portfolio is: [Read more…]
[Options P2P] New Position: XHB
The next new position in our Paid-to-Play portfolio is: [Read more…]
[Options P2P] The 3 Philosophies Of Paid To Play
To access JC and Sean’s P2P options strategies, you must be a premium member of All Star Options P2P. Please login below.
Our Paid To Play options strategy has 3 core fundamental principles:
- Selling Volatility
- Sticking To Sector ETFs
- Managing Risk
Together, these philosophies guide every single one of our trades. Because of that, we thought it’d be useful to explain the philosophy behind each principle. So we put together 3 short videos that do just that. Enjoy!
Why We Sell Volatility
Why We Trade Sector ETFs
How We Manage Risk
If you have any questions, please send them here.
You can view all trades and cash flow for this P2P account on our cash flow tracker found here.
[Options P2P] Adjustment to GDXJ Position
We’ve adjusted a position in the Paid-to-Play portfolio today: [Read more…]
[Options P2P] New Position: ITB
The next new position in our Paid-to-Play portfolio is: [Read more…]
[Options P2P] Trade Alert: Exited EEM Position
We had a resting GTC order filled at our profit target in the Paid-to-Play portfolio today:
For access to JC and Sean’s P2P options strategies, you must be a premium member of All Star Options P2P. Please login below.
[Options P2P] Trade Alert: Exited SLV for a Profit
We had a resting GTC order filled at our profit target in the Paid-to-Play portfolio today: [Read more…]
Relatively Speaking
In recent weeks, I’ve gotten several questions from subscribers to our Paid-to-Play income generating strategy wondering about discrepancies in my ETF implied volatility values vs. what they may have seen from whatever data source they personally use.
In many cases, what people see in my recorded videos simply represents a snapshot of when the video was recorded. Implied volatility values for options are dynamically updating throughout the day as stocks and options prices change. They are constantly in motion.
The other more common issue is that different platforms use different (often proprietary) calculations in their version of options implied volatility.
This may be frustrating for anyone who is looking for specific values in order to cue trades to happen. Thankfully, I am not.
I preach this all the time – I’m not at all concerned about the actual volatility score of an instrument. I don’t care how it’s measured. I only care about relative values.
In the case of measuring whether volatility is “high” or “low” for a particular instrument, I’m only focused on where the volatility in the instrument is today, compared to where it’s been over the past 6-12 months – in whichever method is used to calculate the actual value. This is a practice of being present in the now.
In the case of selecting a high-volatility instrument to initiate a delta-neutral credit spread, I like to choose one with higher volatility than its peers. Again, I don’t care about the actual value. I only care about whether it’s higher or lower than its friends. Easy peasy.
If you get trade ideas from me and you see a different IV score than what I’m seeing, don’t overthink it. Think instead in relative terms.
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