tastylive: The Skinny On Options Data Science 6wqv

Jermal and Mike discuss the earnings report for Costco (COST) amid a volatile market, highlighting uncertainty surrounding inflation and tariffs.

Last Call

Live From the Trade Desk

Daily Dose

In this session, special guest hosts, Liz and Jenny addressed viewer questions about trading strategies, including the condor and iron condor options strategies. They clarified the mechanics of these strategies, highlighting the preference for iron condors due to better liquidity. They also discussed the timing of rolling options and the importance of managing theta. Additionally, they tackled hedging strategies for long deltas and the relevance of gamma in options trading, noting that it often goes overlooked.

Liz and Jenny execute live trades using Tom's mega , tackling 10 viewer-submitted trade ideas from across the globe including Singapore! Watch them navigate a HIMS short strangle for $400, debate zero-day SPX iron condors, and roll a Palantir position for an extra $476 in credit. The action heats up when they face Tesla's risky zero-day strangle requiring $14,000 in capital. Witness real money decisions on 8 out of 10 hot tickers - executing trades on HIMS, SPX, PLTR, AAPL, ENPH, LYB, and 6E while ing on illiquid BDX due to impossibly wide markets and skipping FDX due to earnings timing. From aggressive zero-day iron condors to dividend-capture put selling strategies, this episode showcases fast-paced options trading with Tom's real money on the line!

Live From the Trade Desk

Tom Sosnoff and Tony Batista present research on zero-day-to-expiration trading strategies, focusing on consecutive losing streaks. The analysis revealed that 20-delta strangles, the "sweet spot" for traders, showed less than a 1% chance of experiencing two consecutive losing days when taking profits at 25% of maximum gain.

From Skew to Success Exploring Jade Lizards

In this episode, Mike and Katie present trade ideas centered on earnings and the futures market. They focus on Costco (COST), discussing a calendar spread strategy due to a low expected move following earnings. Conversely, they examine Southwest Airlines (LUV), where Katie employs a put ZEBRA setup anticipating a downturn. The conversation includes insights into futures trading, with notes on live cattle, natural gas, and cryptocurrencies, highlighting market movements and volatility. The hosts also engage with viewer questions and provide updates on their own positions.

In today's episode, Liz and Jenny discussed their recent trading activities, particularly focused on NVIDIA (NVDA) and CoreWeave (CRWV). They discussed their NVDA earnings trade, which yielded a 55% return. They looked at various SPX trades. The duo examined the implications of volatility in options, especially regarding CRWV, emphasizing the high risk and reward of recent trades, while tossing around strategies for June trades.

Todays Assignment

Tom Sosnoff, Tony and the Research team discussed various trading strategies in today's segment. Sahil (Baby Shark) presented a covered call on Enphase Energy (ENPH), highlighting the stock's recent downturn. Gad introduced a short position on a tough-to-trade stock using APP, emphasizing the importance of price discovery. The discussion then shifted to a diagonal spread trade targeting the SPDR S&P 500 ETF Trust (SPY). Finally, Dr Data mentioned a short strangle on British American Tobacco (BTI), citing its high implied volatility. The team also stressed risk management throughout their strategies.

Tom and Tony execute explosive live trades from their Chicago studio, responding to viewer calls from Cyprus to Tehran! Watch a CRWV prediction crash the stock $9 right after the viewer's call, while they pull off a lightning-fast SPY/TLT scalp for quick profits. Witness real money moves across 8 hot tickers - trading HIMS, GME, EA, NVDA, PLTR, NKE, ORCL, and CRM while dramatically ing on META due to dangerously low volatility and skipping CRWV due to wide markets. From rapid-fire decisions to explosive market reactions, this episode showcases pure options trading theater with split-second timing and real consequences!

In the latest edition of the Liz and Jenny Show, the hosts discuss their trading experiences and recent strategies involving zero days to expiration (0 DTE) iron condors, with a focus on the SPX (S&P 500 Index) and XSP (mini S&P 500 Index) options. They highlight the significance of managing consecutive losses and emphasize the importance of selecting trades with high probabilities of profit. Additionally, they explore earnings trades for stocks like NVIDIA (NVDA) and analyze the volatility impacts on option pricing. Overall, the conversation centers around tactical options trading, risk management, and market insights.

Stock markets are cheering but Federal Reserve officials sound worried. What gives? FOMC meeting minutes may have the answer. tastylive's Head of Global Macro Ilya Spivak previews the release of minutes from May's policy meeting and considers whether a defensive tone from central bank officials can put the brakes on surging stocks.

In today's segment, the market displayed muted activity, with the E-mini S&P (ES) ultimately down 16 points and volatility rising slightly. Key earnings reports included NVIDIA (NVDA), which saw significant movement in option ahead of its announcement. The discussion centered around rolling positions, particularly in UnitedHealth Group (UNH), with high implied volatility noted. Tom Sosnoff and his co-hosts discussed their strategies in trading NVIDIA, considering potential post-earnings volatility. The emphasis was on monitoring market sentiment and staying aware of crowded trades, particularly in crypto and bonds

In today's session, hosts Nick Battista and Mikey Butler discussed earnings for NVIDIA (NVDA) and Salesforce (CRM), analyzing potential trade strategies. Both expressed a bullish sentiment on NVIDIA, considering a diagonal spread or a put ratio spread for earnings. They examined volatility in relation to other stocks like Costco (COST) and emphasized the importance of managing risk in high-volatility environments. Additionally, they provided trade ideas for HIMS (HIMS) and offered insights on effective option strategies while engaging with viewer questions throughout the show.

In today's market recap, the E-mini S&P 500 (ES) surged by approximately 112 handles, leading to a strong day for short sellers. All major indices closed higher, with notable moves from tech stocks like Netflix (NFLX) and Tesla (TSLA). Volatility remained low, contributing to a favorable trading environment for short strategies. The discussion also covered market dynamics around predicting recessions, the implications of low implied volatility in earnings plays like NVIDIA (NVDA), and the importance of adjusting trade positions during significant market moves.

In today's discussion, Jacob and Tom dive into the Black-Scholes model, emphasizing its limitations and practical applications. Despite its assumption of constant volatility, they explain how traders can utilize it to forecast future prices by analyzing implied volatilities and probabilities between adjacent strikes. This method allows for more accurate predictions of price movements, enhancing trading strategies. The conversation reinforces the importance of understanding market dynamics while utilizing the platform's tools for individualized trading insights.