SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Pastimes : Tidbits
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Dr. Id who wrote (236)6/16/2000 12:10:00 PM
From: PAL  Read Replies (1) of 1115
 
JDB:

Anyone who buys and write options with triple witching expiries (Jan, June, Sep and Dec) should be prepared for extreme volatility during the week of expiry.

QCOM and RMBS are good examples. As Rose Campion posted on QCOM SP 500 thread, QCOM suffered the same volatility during previous triple witching. Now RMBS is caught in a short squeeze, started with the relationship with Toshiba. Today might be a good day to write CC for RMBS. Calmer environment will return next week even though will remain volatile for 2 more weeks due to portfolio repositioning.

Have a good weekend.

Paul
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2026 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News