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AAPL Intraday Updates (Archive)
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... IMPLIED JUNE OPTIONS VOLATILITY 37.75
June 250 call @ 8,891 today. OI 24,322, was 27,016, $13.58
June 260 call @ 7,603 today. OI 28,490, was 28,291, $7.75 ...Cool, IV finally drops to a level that Deagol wants. Now get ready for completion of wave e to catch the parabolic 1.v.(5).
Btw, Jun 270 call has increased from 25,165 to 29,646, still less than OI (Jun calls) $290 of 34,139.
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Stay Hungry. Stay Foolish. - Steve Jobs
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... IMPLIED JUNE OPTIONS VOLATILITY 37.75
June 250 call @ 8,891 today. OI 24,322, was 27,016, $13.58
June 260 call @ 7,603 today. OI 28,490, was 28,291, $7.75 ...Cool, IV finally drops to a level that Deagol wants. Now get ready for completion of wave e to catch the parabolic 1.v.(5).
Btw, Jun 270 call has increased from 25,165 to 29,646, still less than OI (Jun calls) $290 of 34,139.
very bullish.
I like those numbers
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AAPL tops the list on ‘Selling on Strength’. It has been absent from the ‘Buying on Weakness’ list for many days. Didn’t they listen to Cramer?
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I haven’t made any changes to my option account since Wed, when I bought a few more calls. The account only owns AAPL calls, in and out of the money. Yesterday, on a 9 point gain in the share price (during option trading hours) that account made a gain which would have been equivalent to owning 200 shares outright. Today, same account with no changes, on a 3.5 point +/- gain in the share price, made a gain equivalent to owning 1400 shares. Needless to say, my disposition has improved. I need to understand what market force or sentiment can cause premium to erode or gain this fast and how to predict it.
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Current conditions: 10:36 AM Eastern Biggest volume puts and calls
AAPL @257.94 with 7,522,964 shares traded. PUT/CALL RATIO .454
IMPLIED JUNE OPTIONS VOLATILITY 37.75
June 250 call @ 8,891 today. OI 24,322, was 27,016, $13.58
June 260 call @ 7,603 today. OI 28,490, was 28,291, $7.75
June 240 Put @ 4,678 today. OI 17,540, was 16,451, $3.04
June 250 Put @ 4,686 today. OI 17,717, was 16,809, $5.45Current conditions: 1:00 PM Eastern Biggest volume puts and calls
AAPL @255.06 with 16,886,713 shares traded. PUT/CALL RATIO .485
IMPLIED JUNE OPTIONS VOLATILITY 39.80
June 250 call @ 14,768 today. OI 24,322, was 27,016, $11.80
June 260 call @ 17,966 today. OI 28,490, was 28,291, $6.60
June 240 Put @ 8,442 today. OI 17,540, was 16,451, $3.95
June 250 Put @ 9,707 today. OI 17,717, was 16,809, $6.95Current conditions: 4:00 PM Eastern Biggest volume puts and calls
AAPL @256.88 with 28,872,624 shares traded. PUT/CALL RATIO .537
IMPLIED JUNE OPTIONS VOLATILITY 38.61
June 250 call @ 20,822 today. OI 24,322, was 27,016, $12.90
June 260 call @ 29,512 today. OI 28,490, was 28,291, $7.30
June 240 Put @ 14,191 today. OI 17,540, was 16,451, $3.30
June 250 Put @ 16,546 today. OI 17,717, was 16,809, $5.81Noted that share price and put/call ratio are correlated. Are they in sync or there is lag (one would lead the other)?
Signature
Stay Hungry. Stay Foolish. - Steve Jobs
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I haven’t made any changes to my option account since Wed, when I bought a few more calls. The account only owns AAPL calls, in and out of the money. Yesterday, on a 9 point gain in the share price (during option trading hours) that account made a gain which would have been equivalent to owning 200 shares outright. Today, same account with no changes, on a 3.5 point +/- gain in the share price, made a gain equivalent to owning 1400 shares. Needless to say, my disposition has improved. I need to understand what market force or sentiment can cause premium to erode or gain this fast and how to predict it.
Refer to the book “Option Volatility & Pricing” by Sheldon Natenberg. Usually IV rises with uncertainties, towards an event like earnings annoucement/WWDC, and sudden changes in share price.
Signature
Stay Hungry. Stay Foolish. - Steve Jobs

