In the moment of time we have during execution of market performance – data flowing endlessly from all nodal points perscribed by our algorithms; here is ADOBE (NASDAQ:ADBE) – artistically designed and/or engineered using our CXQ Excel model to be calibrated with Marcoaxis – the Buy or Sell graphics.
Sharpening the data’s focus in this case causes a slight distraction – to the viewer’s inner eye – But the essential kernel of information to which we direct your attention is the Call linear/logistic tracking blue line that rose away from the Put – up above it’s placement, simply implemented by the spreadsheet’s functionality.
The pivotal inputs are Entry Price, Ask and Bid.
We earned about $372 (not including commissions) on the Long Call (OCT Strike 105; Premium Limit Order Entry $2.14. (Put Strike was 94 with a Limit Entry at $1.10.)
Volatility – DTE: Call Delta rose to 0.724; Put -0.036. Prob OTM for the Call dropped to 0.2929 while the Put Prob OTM rose to 0.9573.
Trade date was 9/8/2016.
Next up – COSTCO September 28th.
We have a Limit Order for a Long Call on COST OCT (hoping for more volatility given the drop in price over the past few months. Limit Order Entry $152.80 with a target to $157.34 before the earnings report in six days. (Just within the 7 day cycle.)
As with all our posts they are strictly educational. We are grateful for Macroaxis’ assistance in providing their robust Financial Analytics. (The graph posted on the right.
GRTS PORTFOLIO ANALYSIS 