Tuesday, December 30, 2014

Tuesday's Finalists

Of late I've been looking for a specific sort of trade: High implied volatility, liquid front-month options with narrower bid/ask spreads, the sort of specifications suitable for short options spreads sold for a credit: bull put spreads or bear call spreads.

TIF alone among the symbols that gave trading signals during Monday's session (see "Monday's Prospects") met all of those criteria. And it failed confirmation by moving back within its 20-day price channel. Sometimes, I feel, the markets are laughing at us.

Another symbol, UGI, confirmed the signal but was moving countertrend, disqualifhing it from further consideration.

That left six finalists, all of whom failed to receive a passing grade.

RL and XRT had relatively low implied volatility.

SCI had open interest that marked its options as too illiquid for trading.

LOCK, TEN and AN had overly wide bid/ask spreads.

I won't be opening any positions based on Monday's trading signals.

-- Tim Bovee, Portland, Oregon, Dec. 30, 2014

References

My shorter-term trading rules can be read here. My longer-term trading rules can be read here. And the classic Turtle Trading rules on which my rules are based can be read here. My volatility trading rules can be read here.



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Disclaimer
Tim Bovee, Private Trader tracks the analysis and trades of a private trader for his own accounts. Nothing in this blog constitutes a recommendation to buy or sell stocks, options or any other financial instrument. The only purpose of this blog is to provide education and entertainment.
No trader is ever 100 percent successful in his or her trades. Trading in the stock and option markets is risky and uncertain. Each trader must make trading decisions for his or her own account, and take responsibility for the consequences.
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All content on Tim Bovee, Private Trader by Timothy K. Bovee is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

Based on a work at www.timbovee.com.

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