Obligatory correlation is not causation Edit: Didn’t realize what sub I was on! Apologies, please continue!

And a partridge in a pear tree

Hindsight is 20/20, but perhaps you could've only sold 5 given your plan to buy back upon the dip that didn't happen...your timing turned out to be unfortunate, since ASTS starting running away around June 6th. Otherwise, you might've sold 15 at a far higher strike, say 50, if that was available at the time. While your premium would've been much less, you would've received $75k upon assignment. That would've eased the sting. But maybe you specifically wanted the big premium to buy those UNH calls. Alternatively, you could've sold the longest term leap then available, probably Jan '27 at that point, at a high strike price, with the extra time boosting the premium back up some amount. Again, ultimately you'd have been paid more upon any assignment. EDIT: since some of these were rolls, then I mean you could've rolled into what I referred to above.

The data they used was readily available online so I decided to attempt a replication of this to prove them wrong, but it seems like there may be some substance to this. I have used OSRS bonds rather than RS3 bonds since there is a kaggle csv available for download. I have used the multi-day log returns using look-behind windows, and computed ACF with equal sample counts per lag. This is with checking through 40 day lag: https://i.imgur.com/yDtATBh.png And this is checking just through 10 days: https://i.imgur.com/i2PI3SO.png And again through 10 days but using a 2 day log return window: https://i.imgur.com/m04HZYB.png I would encourage someone else to also attempt replicating this analysis to ensure no errors have been made. Edit: btw I am using an exogenous ACF methodology

Looks too ridiculous to be real but I dunno, *gestures broadly.* Edit: oh Jesus, looks like they just got sloppy by last page. Yikes.

>sells puts on nvda >gets assigned >sells covered calls on nvda Edit: thought you were the nvda guy. My bad.

That's not how it works Edit: nvm thought these were calls

Thought one brittbong was like tree fiddy dollhairs

Tree-fiddy

Christmas tree sales are up 3% this year Last year it was 7%

What isn’t clear about what I said? Edit: Oh, I see, this dumb fuck needs me to explicitly say, "from this moment on"

when it does the stock will double in a week though. the edging is the point edit: even if it's shit.

rotating USD from your bank to your brokerage and from your brokerage to MM accounts and from there to their mistress accounts to pay for 2025 holiday silence and preserve the family yet another year. shoutout greed and santa for making this happen edit: shoutout dudes named bryce in jersey city watching 7 lines of code cuck regards on 0dtes as well. you a star bryce.

I'm up 118% in 2 days I couldn't care less I didn't even look lmao, I'll check in a second Edit: Between 0,49XXX and 1.0XXX USD per trade (options only) depending on position size

Nice they drew another Christmas tree