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MPW Medical Properties Trust concerning float short of 34.96% Medical Properties Trust, a real estate investment trust specializing in acquiring and developing net-leased hospital properties since 2003, currently has a concerning float short of 34.96% as of June 20. This high short interest signals significant bearish sentiment among investors. For the first quarter of FY2024, MPW reported a stark decline in total revenue, dropping to $271.3 million from $350.2 million in the previous year. The company also faced a staggering net loss of $736 million, or $1.23 per share. This substantial loss was primarily due to $693 million in impairments related to the Steward Health Care System. Adding to the company's woes, Prospect Medical Holdings, one of MPW's largest and struggling tenants, revealed it had received a subpoena last year from the Justice Department. This development further underscores the potential risks and challenges facing Medical Properties Trust. I'm looking at purchasing the $3 strike price puts expiring on January 17, 2025, currently priced at $0.40.
NYSE:MPWShort
by TopgOptions
Options Blueprint Series: All-Time High Christmas Tree SpreadIntroduction As Nasdaq futures continue to show bullish momentum, traders are eyeing the potential for a new all-time high. With market conditions favoring upward movements, leveraging options strategies that maximize upside potential becomes crucial. One such strategy is the Christmas Tree Spread, traditionally used to limit risk while maintaining profit potential. However, in this article, we will explore a modified version where all strikes are Out-Of-The-Money (OTM), creating a setup that profit to the upside no matter how high Nasdaq goes. This approach aligns perfectly with the optimistic outlook for Nasdaq futures and sets the stage for potential gains. Strategy Overview The Christmas Tree Spread is a versatile options strategy that can be tailored to suit various market conditions. Traditionally, when using calls, it involves buying one call at a lower strike price and selling three calls at higher strike prices and buying two more calls at even higher strike prices, creating a balanced risk-reward profile. In this modified version, we adjust the strikes to all be Out-Of-The-Money (OTM), enhancing the bullish nature of the strategy. For this setup, while Nasdaq Futures are trading at 19,982.75, we select the following strike prices for Nasdaq futures options with an expiration date of September 2024: Buy one 20000 call Sell three 21500 calls Buy two 21750 calls By choosing these strikes, we position ourselves to benefit from any substantial upward movement in Nasdaq futures. All strikes being OTM ensures that the breakeven point is set above the current price, effectively betting on a new all-time high for Nasdaq. This configuration guarantees profit to the upside, regardless of how high Nasdaq futures rise. Strategy Rationale The rationale behind selecting an all OTM strike setup for the Christmas Tree Spread lies in the current bullish outlook for Nasdaq futures. As markets exhibit strong upward trends, the potential for Nasdaq to achieve new all-time highs becomes increasingly plausible. This strategy aims to capitalize on such a possible bullish scenario. Why OTM Strikes? Lower Cost: OTM options are generally cheaper, reducing the initial cost of setting up the spread. Increased Profit Potential: Since all strikes are set above the current market price, the profit potential is maximized for any substantial upward movement. Risk Mitigation: The structure of the spread inherently limits risk, as losses are capped while allowing for upside gains. Breakeven Point: The breakeven point for this modified Christmas Tree Spread is calculated based on the premiums paid and received for the options. Given the strikes selected (20000, 21500, and 21750), the breakeven point is above the current E-mini Nasdaq-100 futures price (20,465.62), aligning with the expectation of a new all-time high. Detailed Setup and Example Trade Setup Details: Buy one 20000: This is the lower strike option, purchased to gain exposure to significant upside potential. Sell three 21500 calls: These are the middle strike options, sold to offset the cost of the purchased call and to create a spread. Buy two 21750 calls: These are the higher strike options, purchased to cap the potential loss from the sold calls and complete the spread. Premiums Involved: Assuming the following hypothetical premiums: 20000 call: 683.38 points 21500 calls: 145.42 each (436.26 total for three) 21750 calls: 109.25 each (218.5 total for two) Net Cost: Total cost of buying calls: 683.38 (20000 call) + 218.5 (21750 calls) = 901.88 Total premium received from selling calls: 436.26 (21500 calls) Net cost: 901.88 – 436.26 = 465.62 Risk Profile and Reward-to-Risk Ratio: Maximum Risk: The maximum risk is limited to the net cost of the trade, which is 465.62 points. Maximum Reward: The maximum reward would take place at 21500 on expiration and is 1034.39 points. The structure ensures 534.39 points of profit as the index potentially climbs higher. Breakeven Point: The breakeven point is the initial cost added to the lower strike price, which is 20000 + 465.62= 20,465.62. Trade Scenario: To illustrate, let's consider the potential outcomes at expiration in September 2024: If Nasdaq is below 20000: All options expire worthless, and the net loss is the initial cost: 465.61 points. If Nasdaq is at 21500: The 20000 call gains 1500, the 21500 calls expire worthless, and the 21750 calls expire worthless. Net gain = 1500 - initial cost = 1034.39 points. If Nasdaq is at or above 21750: The 20000 call gains 1500, two of the 21500 calls each lose 250, and the 21750 calls expire worthless. Net gain = $1500 - 750 (total loss from sold calls) – 465.61 (initial cost) = 534.39 points. Risk Management Risk management is a crucial aspect of any trading strategy, especially when dealing with options. For the modified Christmas Tree Spread strategy on E-mini Nasdaq-100 futures options, several risk management techniques can be employed to ensure that potential losses are minimized and profits are protected. Use of Stop-Loss Orders: Stop-Loss: Implementing stop-loss orders can help limit losses if the market does not move as expected. Setting a stop-loss at a certain percentage below the purchase price can automatically exit the position, reducing the risk of holding losing trades. Hedging Techniques: Protective Puts: Purchasing protective puts can provide additional downside protection if the market moves significantly against the position. This can be considered if there are signs of a strong bearish reversal. Spreading Risk: Diversifying the strike prices or expiration dates can spread the risk and reduce the impact of a single adverse market movement. However, this needs to be balanced with the strategy's intent and market conditions. Avoiding Undefined Risk Exposure: Capped Risk: The strategy inherently caps risk by buying the 21750 calls, which limits the maximum loss from the sold 21500 calls. Ensuring that all components of the strategy are correctly implemented and monitored helps avoid unexpected risks. Regular Monitoring: Regularly reviewing the position and market conditions ensures that the strategy remains aligned with the trader’s expectations and risk tolerance. Adjustments can be made as necessary to manage exposure. By incorporating these risk management techniques, traders can enhance the robustness of the modified Christmas Tree Spread strategy, ensuring that potential losses are minimized while maximizing the chances of achieving the desired profit. Application with Micro E-mini Nasdaq Options The modified Christmas Tree Spread strategy can also be effectively applied to Micro E-mini Nasdaq futures options. Micro E-mini options offer the same strategic benefits but with smaller contract sizes (10 times less), making them more accessible for traders with smaller accounts or those looking to manage risk more precisely. Advantages of Using Micro E-mini Options: Lower Capital Requirement: The smaller contract size of Micro E-mini options means a lower initial cost, making it easier for more traders to participate. Fine-Tuned Risk Management: Smaller positions allow for more precise control over risk, as traders can scale in and out of positions more easily. Similar Profit Potential: While the absolute profit may be smaller compared to standard E-mini options, the percentage returns can be similar, providing an effective way to capture upside movements in E-mini Nasdaq-100 futures. Comparison of Standard E-mini vs. Micro E-mini Options: Standard E-mini options have larger contract sizes and are typically used by traders with more significant capital to invest. In contrast, Micro E-mini options offer smaller contract sizes, making them ideal for traders with smaller accounts or those who prefer to manage risk more precisely. Both options provide the same strategic advantages but cater to different levels of investment and risk management needs. Using Micro E-mini Nasdaq futures options provides traders with the same strategic advantage of capturing significant upside potential while managing risk effectively, aligning well with the bullish market outlook for E-mini Nasdaq-100 futures. Conclusion The modified Christmas Tree Spread strategy offers a robust and flexible approach to capitalizing on the bullish momentum of E-mini Nasdaq-100 futures. By strategically placing all strikes Out-Of-The-Money and targeting a new all-time high, this setup ensures profit potential to the upside, no matter how high Nasdaq climbs. With proper risk management and precise execution, traders can maximize their gains while minimizing risks. Whether using standard E-mini options or Micro E-mini options, this strategy provides a powerful tool for navigating the current market conditions and positioning for future growth. When charting futures, the data provided could be delayed. Traders working with the ticker symbols discussed in this idea may prefer to use CME Group real-time data plan on TradingView: www.tradingview.com This consideration is particularly important for shorter-term traders, whereas it may be less critical for those focused on longer-term trading strategies. General Disclaimer: The trade ideas presented herein are solely for illustrative purposes forming a part of a case study intended to demonstrate key principles in risk management within the context of the specific market scenarios discussed. These ideas are not to be interpreted as investment recommendations or financial advice. They do not endorse or promote any specific trading strategies, financial products, or services. The information provided is based on data believed to be reliable; however, its accuracy or completeness cannot be guaranteed. Trading in financial markets involves risks, including the potential loss of principal. Each individual should conduct their own research and consult with professional financial advisors before making any investment decisions. The author or publisher of this content bears no responsibility for any actions taken based on the information provided or for any resultant financial or other losses.
CME_MINI:NQU2024Education
by traddictiv
Options Blueprint Series: Swap Strategies for High VolatilityIntroduction CME Group Gold Futures have always been a cornerstone in the commodities market, offering investors and traders a way to hedge against economic uncertainties and inflation. With the current market environment exhibiting heightened volatility, traders are looking for strategies to capitalize on these fluctuations. One such strategy is the Straddle Swap, which is particularly effective in high volatility scenarios. By utilizing the Straddle Swap strategy on Gold Futures, traders can potentially benefit from price swings driven by news events, economic data releases, and other market-moving occurrences. Strategy Explanation The Straddle Swap strategy is designed to capitalize on high volatility by leveraging options with different expirations. Here’s a detailed breakdown of how this strategy works: Components of the Straddle Swap: 1. Buy one call option (longer expiration) This long call option benefits from upward price movements in Gold Futures. 2. Sell one call option (shorter expiration) This short call option generates premium income, which offsets the cost of the long call option. As it has a shorter expiration, it benefits from faster time decay. 3. Buy one put option (longer expiration) This long put option benefits from downward price movements in Gold Futures. 4. Sell one put option (shorter expiration) This short put option generates premium income, which offsets the cost of the long put option. It also benefits from faster time decay due to its shorter expiration. Rationale for Different Expirations: Longer Expirations: The options with more days to expiration provide a longer timeframe to capture significant price movements, whether upward or downward. Shorter Expirations: The options with less days to expiration decay more quickly, providing premium income that reduces the overall cost of the strategy. This helps mitigate the effects of time decay on the longer-dated options. Market Analysis Using TradingView Charts: To effectively implement the Straddle Swap strategy, it’s crucial to analyze the current market conditions of Gold Futures using TradingView charts. This analysis will help identify optimal entry and exit points based on volatility and price trends. The current price action of Gold Futures along with key volatility indicators. Recent data shows that the 1-month, 2-month, and 3-month Historical Volatilities have all been on the rise, confirming a high volatility scenario. Application to Gold Futures Let’s apply the Straddle Swap strategy to Gold Futures given the current market conditions. Identifying Optimal Entry Points: Call Options: Buy one call option with a 100-day expiration (Sep-25 2024) at a strike price of 2370 @ 64.5. Sell one call option with a 71-day expiration (Aug-27 2024) at the same strike price of 2370 @ 53.4. Put Options: Buy one put option with a 100-day expiration (Sep-25 2024) at a strike price of 2350 @ 63.4. Sell one put option with a 71-day expiration (Aug-27 2024) at the same strike price of $2350 @ 52.5. Target Prices: Based on the relevant UFO support and resistance levels, set target prices for potential profit scenarios: Upper side, target price: 2455. For put options, target price: 2260. Potential Profit and Loss Scenarios: Scenario 1: Significant Upward Movement If Gold Futures rise sharply above 2370 within 100 days, the long call option will generate a potentially substantial profit. The short call option will expire in 71 days, limiting potential losses. Scenario 2: Significant Downward Movement If Gold Futures fall sharply below 2350 within 100 days, the long put option will generate a potentially substantial profit. The short put option will expire in 71 days, limiting potential losses. Scenario 3: Minimal Movement If Gold Futures remain relatively stable, the premiums collected from the short options (71-day expiration) will offset some of the cost of the long options (100-day expiration), minimizing overall losses. Further options could be sold against the long 2350 call and long 2350 put once the shorter expiration options have expired. Specific Action Plan: 1. Initiate the Straddle Swap Strategy: Enter the positions as outlined above following your trading plan, ensuring to buy and sell the options at the desired strike prices and expirations. 2. Monitor Market Conditions: Continuously monitor Gold Futures prices and volatility indicators. Adjust or close the strategy if necessary based on significant market changes. 3. Manage Positions: Use stop-loss orders to limit potential losses. If the market moves favorably, consider exiting the positions at the target prices to lock in profits. 4. Reevaluate Periodically: Periodically reevaluate the positions as the options approach their expiration dates. Make any necessary adjustments to the strategy based on updated market conditions and volatility. By following this type of trade plan, traders can effectively implement the Straddle Swap strategy, taking advantage of high volatility in Gold Futures while managing risk through careful monitoring and the use of stop-loss orders. Risk Management Effective risk management is crucial for success in options trading, particularly when employing strategies like the Straddle Swap. Here, we will discuss the importance of risk management, key techniques, and best practices to ensure that traders can mitigate potential losses and protect their capital. Importance of Risk Management: Minimizing Losses: Trading inherently involves risk. Effective risk management helps minimize potential losses, ensuring that a single adverse move does not significantly impact the trader’s overall portfolio. Preserving Capital: By managing risk, traders can preserve their capital, allowing them to stay in the market longer and capitalize on future opportunities. Enhancing Profitability: Proper risk management allows traders to optimize their strategies, potentially increasing profitability by avoiding unnecessary losses. Key Risk Management Techniques: 1. Stop-Loss Orders: Implementing stop-loss orders helps limit potential losses by automatically closing a position if the market moves against it. For the Straddle Swap strategy, set stop-loss orders for the long call and put options to exit positions if prices reach predetermined levels where losses would exceed the desired trade risk set by the trader. 2. Hedging: Use hedging techniques to protect positions from adverse market movements. This can involve purchasing protective options or futures contracts. Hedging provides an additional layer of security, ensuring that losses in one position are offset by gains in another. 3. Avoiding Undefined Risk Exposure: Ensure that all positions have defined risk parameters. Avoid strategies that can result in unlimited losses. The Straddle Swap strategy inherently has limited risk due to the offsetting nature of the long and short options. 4. Precision in Entries and Exits: Timing is crucial in options trading. Ensure precise entry and exit points to maximize potential gains and minimize losses. Use technical analysis key price levels such as UFO support and resistance prices, and volatility indicators to identify optimal entry and exit points. 5. Regular Monitoring and Adjustment: Continuously monitor market conditions and the performance of open positions. Be prepared to adjust the strategy based on changing market dynamics, such as shifts in volatility or unexpected news events. Additional Risk Management Practices: Diversification: Spread risk across multiple positions and asset classes to reduce the impact of any single trade. Other liquid options markets could be WTI Crude Oil Futures; Agricultural products such as Wheat Futures, Corn Futures, or Soybean Futures; Index Futures such as the E-mini S&P 500 Futures; and even Bond and Treasury Futures such as the 10-Year Note or the 30-Year Bond Futures. Position Sizing: Carefully determine the size of each position based on the trader’s overall portfolio and risk tolerance. Education and Research: Stay informed about market conditions, economic indicators, and trading strategies to make well-informed decisions. By incorporating these risk management techniques, traders can effectively navigate the complexities of options trading and protect their investments. Ensuring more precision with entries and exits, using stop-loss orders, and implementing hedging strategies are essential practices that contribute to long-term trading success. When charting futures, the data provided could be delayed. Traders working with the ticker symbols discussed in this idea may prefer to use CME Group real-time data plan on TradingView: www.tradingview.com This consideration is particularly important for shorter-term traders, whereas it may be less critical for those focused on longer-term trading strategies. General Disclaimer: The trade ideas presented herein are solely for illustrative purposes forming a part of a case study intended to demonstrate key principles in risk management within the context of the specific market scenarios discussed. These ideas are not to be interpreted as investment recommendations or financial advice. They do not endorse or promote any specific trading strategies, financial products, or services. The information provided is based on data believed to be reliable; however, its accuracy or completeness cannot be guaranteed. Trading in financial markets involves risks, including the potential loss of principal. Each individual should conduct their own research and consult with professional financial advisors before making any investment decisions. The author or publisher of this content bears no responsibility for any actions taken based on the information provided or for any resultant financial or other losses.
COMEX:GCV2024Education
by traddictiv
10
Just a quick note on the outlook for Chinese yuan futures...Exploring the "Condor" : A Look at the Chinese Yuan Futures In the realm of option trading, the term "Condor" refers not to a bird of prey, but to an intricate options strategy known for its non-directional nature. This strategy, aptly named after the wide-winged condor, involves positioning four options at once, aiming to profit from low volatility in the underlying asset. The essence of the Condor strategy lies in its ability to limit both gains and losses, creating a balanced risk-reward scenario for traders who anticipate movement and price consolidation before expiration date in certain market range. Recently, a significant portfolio was recorded on the CME exchange, with an expiration date set for October 4, 2024. This portfolio is noteworthy not only for its size but also for the expectations of its owner. The belief is that the price of the Chinese yuan futures will hover between 7.25 and 7.45, a range. The implications of this portfolio are manifold. For one, it reflects a sentiment that could influence other traders' strategies and market expectations. Additionally, it highlights the importance of understanding options strategies like the Condor, which can be pivotal in navigating the Forex market, especially when dealing with currencies like the Chinese yuan. As we look ahead, we will undoubtedly keep a close eye on this portfolio, analyzing its performance from the yuan's impact. Forex Traders might (better say "should") consider this a bellwether for future movements, making it a focal point for those looking to gauge market sentiment.
Long
by ClashChartsTeam
Options Blueprint Series: Cost Efficient Skip Strike ButterflyUnderstanding Skip Strike Butterfly The Skip Strike Butterfly strategy is a unique and cost-effective options trading strategy that builds upon the traditional butterfly spread. This strategy involves buying and selling options at different strike prices to create a position with limited risk and potential for profit. Unlike the traditional butterfly spread, the Skip Strike Butterfly "skips" a strike price, which reduces the overall cost of the trade while maintaining a similar payoff profile. Benefits: Cost Efficiency: Lower upfront cost compared to traditional butterfly spreads. Limited Risk: The maximum risk is limited to the net premium paid for the strategy. Profit Potential: Potential for significant returns if the underlying asset moves within the expected range. Understanding the mechanics of the Skip Strike Butterfly strategy can provide traders with a versatile tool for navigating market conditions when trading Corn Futures. This strategy allows traders to participate in market movements with a well-defined risk and reward profile, making it an attractive option for those looking to optimize their trading costs. Strategy Setup Setting up the Skip Strike Butterfly strategy for Corn Futures involves selecting the appropriate strike prices and expiration dates. Here, we detail the steps to configure this strategy effectively. Steps to Set Up the Skip Strike Butterfly: 1. Select the Expiration Date: Choose an expiration date that aligns with your market outlook and trading plan. Ensure you select an expiration that provides enough time for the expected price movement to occur. 2. Determine the Strike Prices: Identify the current price of Corn Futures. Typically, use calls for bullish setups and puts for bearish setups. Buy one in-the-money (ITM) option. Sell two at-the-money (OTM) options using a strike located near to where the trade target price is. Skip one or multiple strikes and buy one further out-of-the-money (OTM) option. 3. Calculate the Cost: Calculate the net premium paid for the strategy by considering the premiums of each option involved. The net cost is generally lower due to the skipped strike price. 4. Establish the Payoff Structure: The maximum profit is realized if the price of Corn Futures closes at the middle strike at expiration. The maximum loss is limited to the net premium paid for the strategy. Application to Corn Futures Analyzing the current market conditions for Corn Futures is crucial before implementing the Skip Strike Butterfly strategy. Let's examine the market and set up a trade based on recent data and trends. Market Analysis: Current Price: Corn Futures are trading at 456'6 per contract. Market Trend: The market has shown moderate volatility with a tendency to hover around the 450 level. Technicals: Recently, buy UnFilled Orders (UFOs) have formed around the 450 level, indicating strong buying interest and potential support at this price. On the other hand, sell UFOs are positioned much higher, around the 490 level, suggesting limited selling pressure in the immediate range and opening the door for a directional move with a potentially strong reward-to-risk ratio. Setting Up the Trade: Based on our analysis, we will implement the Skip Strike Butterfly strategy as follows: Current Price of Corn Futures: 456'6 Expiration Date: 74 days from today. Strike Prices and Premiums: Buy 1 ITM Call: Strike Price 450, Premium 27.25 Sell 2 ATM Calls: Strike Price 480, Premium 16 each Buy 1 OTM Call: Strike Price 540, Premium 6 Net Premium Paid: 27.25 (buy) - 32 (sell) + 6 (buy) = 1.25 points = $62.5 (Point Value is $50/point) Source: Options chain available at www.tradingview.com Trade Execution: Entry Price: The trade is entered at 1.25 points, making it highly cost-efficient. Target Price: The optimal scenario is for Corn Futures to close at 480 at expiration, where the maximum profit is realized. Break-Even Points: Calculate the break-even points to ensure clarity on potential losses or gains. For this setup, the break-even points are 451.25 and 508.75. Risk: In the worst-case scenario, this trade could incur a loss of 31.25 points if Corn Futures surpasses the upper break-even point. Conversely, a minor loss of 1.25 points would occur if Corn Futures falls below the lower break-even point. Source: Risk profile graph available at www.tradingview.com Risk Management Risk management is a critical aspect of any trading strategy, and it is especially important when trading options like the Skip Strike Butterfly. Effective risk management helps protect against unexpected market movements and ensures that losses are minimized while maximizing potential gains. Importance of Risk Management: Limit Losses: By setting clear stop-loss levels, traders can limit the amount of capital at risk and prevent large losses. Preserve Capital: Protecting trading capital is essential for long-term success. Effective risk management allows traders to stay in the game even after a series of losing trades. Emotional Control: Having a risk management plan helps traders stick to their strategy and avoid emotional decisions driven by market volatility. Maximize Gains: Proper risk management enables traders to capitalize on profitable opportunities while keeping losses in check. Techniques for Managing Risk with Skip Strike Butterfly: 1. Stop-Loss Orders: Set stop-loss orders at predetermined price levels to automatically exit the trade if the market moves against you. 2. Position Sizing: Only allocate a small percentage of your trading capital to any single trade. This helps to mitigate the impact of any one trade on your overall portfolio. 3. Diversification: Diversify your trading strategies and instruments to spread risk across different markets and reduce the impact of adverse movements in any one asset. 4. Hedging: Use other options strategies to hedge your positions. For example, buying protective puts can limit downside risk if the market moves significantly against your position. 5. Regular Monitoring: Continuously monitor the market and your positions. Be prepared to adjust your strategy or exit the trade if market conditions change. Conclusion The Skip Strike Butterfly strategy offers a cost-efficient and flexible approach for trading Corn Futures. By strategically setting up options at different strike prices while skipping an intermediate strike, traders can reduce the cost of the trade while maintaining a similar payoff structure to a traditional butterfly spread. This strategy is particularly useful in markets exhibiting limited price movements, making it ideal for the current conditions in Corn Futures. Key Takeaways: Cost Efficiency: The Skip Strike Butterfly reduces the upfront cost of entering a trade, providing a significant advantage over traditional butterfly spreads. Limited Risk: With a well-defined risk profile, this strategy ensures that losses are capped at the net premium paid. Profit Potential: Although the maximum profit is achieved if the underlying asset closes at the middle strike price, the strategy still offers substantial profit opportunities within a specific price range. Risk Management: Implementing robust risk management techniques is essential for success. Utilizing stop-loss orders, managing position sizes, diversifying strategies, and regular market monitoring can help protect trading capital and maximize gains. When trading options and employing strategies like the Skip Strike Butterfly, it is crucial to stay disciplined and adhere to your trading plan. Always ensure that your risk management measures are in place to navigate market uncertainties effectively. When charting futures, the data provided could be delayed. Traders working with the ticker symbols discussed in this idea may prefer to use CME Group real-time data plan on TradingView: www.tradingview.com This consideration is particularly important for shorter-term traders, whereas it may be less critical for those focused on longer-term trading strategies. General Disclaimer: The trade ideas presented herein are solely for illustrative purposes forming a part of a case study intended to demonstrate key principles in risk management within the context of the specific market scenarios discussed. These ideas are not to be interpreted as investment recommendations or financial advice. They do not endorse or promote any specific trading strategies, financial products, or services. The information provided is based on data believed to be reliable; however, its accuracy or completeness cannot be guaranteed. Trading in financial markets involves risks, including the potential loss of principal. Each individual should conduct their own research and consult with professional financial advisors before making any investment decisions. The author or publisher of this content bears no responsibility for any actions taken based on the information provided or for any resultant financial or other losses.
CBOT:ZC2!Education
by traddictiv
CHK Chesapeake Energy Corporation Options Ahead of EarningsIf you haven`t bought CHK before the previous earnings: Then analyzing the options chain and the chart patterns of CHK Chesapeake Energy Corporation prior to the earnings report this week, I would consider purchasing the 92.50usd strike price Calls with an expiration date of 2024-5-17, for a premium of approximately $0.95. If these options prove to be profitable prior to the earnings release, I would sell at least half of them.
CLong
by TopgOptions
WAL Western Alliance Bancorporation Options Ahead of EarningsIf you haven`t bought WAL before the previous earnings: Then analyzing the options chain and the chart patterns of WAL Western Alliance Bancorporation prior to the earnings report this week, I would consider purchasing the 52.50usd strike price in the money Calls with an expiration date of 2024-6-21, for a premium of approximately $6.35. If these options prove to be profitable prior to the earnings release, I would sell at least half of them.
NYSE:WALLong
by TopgOptions
PM Philip Morris International Options Ahead of EarningsIf you haven`t bought the dip on PM: nor sold the top: Then analyzing the options chain and the chart patterns of PM Philip Morris International prior to the earnings report this week, I would consider purchasing the 92.50usd strike price Puts with an expiration date of 2025-1-17, for a premium of approximately $5.80. If these options prove to be profitable prior to the earnings release, I would sell at least half of them.
NYSE:PMShort
by TopgOptions