the BLKVAG variable would be the stake of Blackrock / Vanguard in any given stock. the higher it is, the most likely it is to raise long-term – whereas the lower it gets, the more probable the stock gets depreciated long-term.
I've seen some really promising calls (cheap premium, not so OTM, low IV, 300+ DTE) from some big companies (100B+ cap) .. and they had in common this : 15% ish percent was owned by the overlooking giants .. whereas other stocks are usually owned at 7-8% by the two.
what you think? xD happy evening
apart from the Greeks, should there be another variable, like BLKVAG?
byu/Shao_Ling inoptions
Posted by Shao_Ling
2 Comments
I prefer the MSGARCH, but on low liquidity options I always use the BAKARCH
I’d stay away from BLACKVAG. You just don’t know with could be good but probably not and will haunt you for the rest of your life if you slipped up and let one go in.