Monday, October 26, 2009

Option Plays For The Top Stock Movers in The S&P500

Based on the top movers in the S&P500, below are straddles and strangles for November. These stocks sit currently at the top as most overbought or most oversold in the entire index. I will be tracking these to see what happens at the end do options expiry period.

The strocks are Sun, Microsoft, Amazon, and T. Rowe.

The table above shows the maximum move required for the position to become profitable. With still 25 days to expiration, it is possible that only smaller moves will be necessary. These are computed with StraddlesCalc tool.

This is not financial advice. Options are extremely dangerous and may cause 100% loss. Please do your own due dilligence.

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