{"id":216124,"date":"2012-10-18T14:30:23","date_gmt":"2012-10-18T09:00:23","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=216124"},"modified":"2012-10-18T14:30:24","modified_gmt":"2012-10-18T09:00:24","slug":"volatility-surface-reliance","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2012\/10\/18\/volatility-surface-reliance\/","title":{"rendered":"Volatility Surface: RELIANCE"},"content":{"rendered":"<p><a title=\"Volatility Surface - RELIANCE\" href=\"http:\/\/stockviz.biz\/StockDive.aspx?TICKER=RELIANCE\"><img loading=\"lazy\" decoding=\"async\" style=\"border-right-width: 0px;margin: 10px;padding-left: 0px;padding-right: 0px;border-top-width: 0px;border-bottom-width: 0px;border-left-width: 0px;padding-top: 0px\" border=\"0\" alt=\"image\" src=\"http:\/\/stockviz.biz\/wp-content\/uploads\/2012\/10\/image27.png\" width=\"911\" height=\"661\"><\/a><\/p>\n<p>Volatility surfaces is an important trading tool for option traders. Here\u2019s a vol chart of RELIANCE OCT25 options. Note the spike in IV around earnings announcement, the fall-off in IV above and below the ATM strike (800), the spike in vol and the dramatic drop in <a href=\"http:\/\/stockviz.biz\/index.php\/option-greeks\/\">lambda<\/a> due the \u201cfat finger\u201d trade on the 5th. [stockquote]RELIANCE[\/stockquote]<\/p>\n<p>Our option strategy model, however, is not flashing any profitable trades in this scrip right now, owing to the uncertainty around the trend of the underlying and the high IV around earnings season.<\/p>\n<div class=\"zemanta-related\">\n<h6 style=\"font-size: 1em\" class=\"zemanta-related-title\">Related articles<\/h6>\n<ul class=\"zemanta-article-ul\">\n<li class=\"zemanta-article-ul-li\"><a href=\"http:\/\/stockviz.biz\/index.php\/2012\/09\/24\/options-strategies-making-you-oprah-rich\/\">Options Strategies &#8211; Making you &#8220;Oprah rich&#8221;<\/a> (stockviz.biz)<\/li>\n<\/ul>\n<\/div>\n<div style=\"margin-top: 10px;height: 15px\" class=\"zemanta-pixie\"><a class=\"zemanta-pixie-a\" title=\"Enhanced by Zemanta\" href=\"http:\/\/www.zemanta.com\/?px\"><img decoding=\"async\" style=\"border-bottom-style: none;border-left-style: none;border-top-style: none;float: right;border-right-style: none\" class=\"zemanta-pixie-img\" alt=\"Enhanced by Zemanta\" src=\"http:\/\/img.zemanta.com\/zemified_g.png?x-id=d0795644-f91e-4922-b982-3b35fe6b5c46\"><\/a><\/div>\n","protected":false},"excerpt":{"rendered":"<p>Volatility surfaces is an important trading tool for option traders. Here\u2019s a vol chart of RELIANCE OCT25 options. Note the spike in IV around earnings announcement, the fall-off in IV above and below the ATM strike (800), the spike in vol and the dramatic drop in lambda due the \u201cfat finger\u201d trade on the 5th. &hellip; <\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[1200,580],"class_list":["post-216124","post","type-post","status-publish","format-standard","hentry","category-your-money","tag-options","tag-relaince","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/216124","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=216124"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/216124\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=216124"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=216124"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=216124"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}