Strategies in a Highly Volatile Market - amechine/finance GitHub Wiki

Analysis

Indexes

See FRED Indexes

Pitfalls

Do not trade options whose durations have big events, such as earnings.

Options

Downturn (Bear)

Overbought or topping stocks

  • Criteria: 1) recent insider direct selling 2) RSI > 80 & MACD bearish trend 3) high volatility 4) high premium
  • Approach: Sell covered call to open (striking price > purchased price)

Oversold or bottoming stocks

  • Criteria: 1) recent insider direct buying 2) RSI < 20 & MACD bullish trend 3) low premium
  • Approach: Buy call to open

Upturn (Bull)

Oversold or bottoming stocks

  • Criteria: 1) recent insider direct buying 2) RSI < 20 & MACD bullish trend 3) high volatility 4) high premium
  • Approach: Sell cash secured put to open (string price = willing-to-buy price)

Overbought or topping stocks

  • Criteria: 1) recent insider direct selling 2) RSI > 80 & MACD bearish trend 3) low premium
  • Approach: Buy put to open

References