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Scanning for New Opportunities
This is the result of my usual scan for low implied volatility:
The following charts show the price and standard deviation of the first 20 of the list over the past year of trading:
Many of them are not interesting. Besides the buy outs and acquisitions of last week, SBL is being acquired by Motorola.
The following charts focus on the past two months of the most attractive opportunities:
Categories: stock options, volatility, delta neutral
Technorati Tags: stock options, volatility, delta neutral
The following charts show the price and standard deviation of the first 20 of the list over the past year of trading:
Many of them are not interesting. Besides the buy outs and acquisitions of last week, SBL is being acquired by Motorola.
The following charts focus on the past two months of the most attractive opportunities:
Categories: stock options, volatility, delta neutral
Technorati Tags: stock options, volatility, delta neutral
posted by Benz at 08:17 
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