re: rembrandt .eto help please ... argustuft2 Hi Argustuft2 ...
Let's have a look at this ... 10 w/days ago RIO had a H/VOL of 19.13% and RIOLM an I/Vol of 23.6% ... about average FAIR VALUE for an Option series.
Over the last 10 w/days the H/VOL for RIO has dropped to 15.92% today (bit over 3 points) and the I/VOL of RIOLM has remained nearly steady at 22.65% (bit over 1 point) over that period.
To my way of thinking RIOLM is still trading within the limits of FAIR VALUE over the last 10 w/days albeit at a slight premium.
If the Underlying moves favourable for our Option position then generally the I/Vol will tend to rise towards Expiry.
Options deep OTM (such as Arthur's RIOLB) need a strong favourable movement towards Expiry to maintain I/Vol which cannot be guaranteed .. hence my suggestion RIOLM offering a better risk/reward balance.
Cheers ... tight stops.
This is only my view ... read the red stuff.
rembrandt .eto help please, page-6
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