Morning Smash

Over the next days and months, I plan to bring to you some
insights on opportunities we see in listed options trading. Our traders use a
number of tools with which, over time, I will help you become familiar. Of the
two options-trading operations I am involved with, one is solely floor-based and
the other is a hybrid, integrating both upstairs and floor activities. Each type
of interaction with order flow gives the market practitioner a different
perspective.

I will be giving you my take on what we see in the first hour or so of
trading each morning, a commentary on the “paper” that quite often
sets the tone for the rest of the trading day. My comments will be flavored with
my philosophy too, which is “Staying Spread is Staying Alive.” My
opinion is that a great percentage of private traders would be using these
current market prices to their advantage, had they “spread off” their
risk to a greater degree over the past year. The order flow we see has changed
its makeup to where there are a larger number of smaller-sized orders. That
tells us that there has been a bit of the “head-for-the-hills”
approach to trading. It seems that there has been a lot of repair work, some
triage going on, far from the optimistic, “two-fisted” grabbing we were seeing
in the first quarter.

In each morning in this column, we’ll point out to you what we see as the top
risk/reward spreads for various directional “plays.” Using our search engine,
we’re able to filter for the best upside, downside and sideways spread
strategies available in the market. We’ll stick to the more liquid issues at
first, and as we define our parameters for the searches, we’ll get into smaller
opportunities.

Once you become familiar with our metrics and spreading techniques, you will
be in a great position to take command of the opportunities that the options
markets present and trade safely and profitably. This is the way I have learned
to trade, and by reading this daily column, it is my expectation that you will
as well.

This Morning’s Action

The opening is showing a significant trend by customers to selling
premium. As we are at the highest levels in implied volatility for the past 12
months in many stocks, it is not surprising. After the recent moves and seeming
digestion, call sellers outnumbered buyers 3 to 1 and put sellers outnumbered
buyers 3 to 1.
(
GE |
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Chart |
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PowerRating)
,
(
MSFT |
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,
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INTC |
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,
(
CSCO |
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and
(
NSM |
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News |
PowerRating)
make up the top five names, by
volume, GE and NSM exceeding their 30-day average for first hour volume.

Please e-mail me your questions, I will try to answer as many of them as I
can, personally. Let me know what topics or areas are of most interest to you
and what levels of experience we are dealing with for the most part.

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