Ovo su dva tradea koja ću pratiti:
Options “backwardation” could make for great trades during the 1st week of January. Confused? Jon Najarian explains.
I’m seeing “backwardation” in option premiums for two names, Echelon Corporation (ELON) and Hang Seng (HSI), Najarian says. Typically this phenomenon, (which is essentially higher prices for puts and calls for the front month contract) leads to sharp rise in the underlying stock.
Echelon Corp
ELON
20.64 UNCH 0%
Implied Volatility
94 84 81
Jan. Feb. Mar.
Hang Seng
Home Sec Intl
HSI
0.12 UNCH 900%
Implied Volatility
41 36
Jan. Mar.
This data suggests to me both stocks will move to the upside in early ’08, concludes Najarian.
Ne ulazim u ove pozicije, ali bit će interesantno vidjeti rezultat.
Post je objavljen 02.01.2008. u 09:08 sati.