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Trading > Daily Options Report

Two Apples a Day

Daily Options Report | Tue, 07/21/2009 - 2:08pm |  Add a comment

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OK, so for the first time since forever, bought a little pre-earnings gamma. Sort of. I shorted some August strangles in AAPL and bought a greater quantity of October strangles. Octs were 33 volatility which is actually 10% lower than a normalized 30 day option has traded in at least a year. An
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