tastylive: WDIS: Top Dogs 2

In this segment, TP joins Liz Dierking and Jenny Andrews to analyze whether self-directed investors can outperform Wall Street products. Research comparing 2013-2025 performance shows that selling at-the-money SPY put spreads every 45 days outperformed simply buying S&P 500 index funds by about $1,300 on a $2,000 investment. "If you are simply relying on Wall Street to take care of you, you are missing out," TP explains, emphasizing that Wall Street management fees may seem small but generate significant revenue for firms managing billions in assets. The hosts demonstrate how retail traders can execute this simple strategy with defined risk in their tastytrade platform. They note that while index funds made money during the bull market, option strategies with "a little bit of knowledge and confidence" potentially deliver better returns.

Glenn Freiburger joins Liz and Jenny to explain how to measure volatility in forex markets. Unlike options trading, forex relies more on realized volatility metrics, which provide smoother data due to 24-5 trading with minimal gaps. Glenn demonstrates two key volatility indicators in the TastyFX platform: Average True Range (ATR) and Bollinger Bands. ATR helps traders set realistic profit targets and stop losses by measuring expected price movement in pips, while Bollinger Bands visually represent volatility directly on price charts. The trio executes a long position in the New Zealand dollar (NZD/USD) at the 0.58 handle, setting a 30-pip take-profit target to align with the currency pair's average daily movement. They also discuss previously established trades in natural gas and CoreWeave, taking profits on positions showing significant gains.

In this episode, Liz and Jenny dive into trading strategies ahead of NVIDIA's earnings release, dissecting expected moves and option strategies like ratio spreads and collars. They also explore 0 DTE SPX iron condors with different deltas and share insights on other trades, including Palantir (PLTR) and natural gas. Tune in for practical tips and a lively discussion on navigating the current market landscape!

Dan, the crypto expert from tastylive, joined Liz and Jenny to discuss recent crypto market movements and investment strategies. Bitcoin fell from $120K to around $111K over the weekend after a large seller dumped approximately 24,000 Bitcoin into the market following Jerome Powell's Jackson Hole speech.

Dan Dan the Crypto Man returns to discuss recent crypto market dynamics, noting a pullback following July's strong performance. He attributes this to typical August slowdown rather than fundamental changes, suggesting it presents buying opportunities for undervalued tokens.

In this episode of the Liz and Jenny Show, the hosts discuss various trading strategies, including the "ratchet" method for managing Zebra trades, particularly focusing on Intel (INTC). They explain how to adjust positions to reduce risk while maintaining profit potential. The conversation highlights the importance of individualized trading styles among viewers and incorporates live tweets from event attendees. The hosts emphasize the benefits of combining synthetic stock strategies with options, particularly in the context of a volatile market.

In a lively Tuesday session from the CBOE floor, Liz Dierking and Jenny Andrews analyzed market reactions following CPI data. The S&P 500 (SPX) climbed 46 points while VIX dropped below 15, reflecting decreased market volatility despite August typically being an active trading month. The hosts demonstrated several capital-efficient options strategies to free up buying power in their account. They transformed a DocuSign (DOCU) naked put into a synthetic covered call using a zero extrinsic back ratio (ZEBRA) strategy, cutting required capital by nearly half while maintaining similar profit potential. Similar adjustments were made to positions in HIMS and Intel (INTC), replacing deep in-the-money puts with alternative structures. For Archer Aviation (ACHR), they demonstrated how a combo strategy (buying a call and selling a put) creates a stock-equivalent position with significantly less capital than outright stock ownership. The segment highlighted how understanding synthetic relationships between options positions can dramatically improve capital efficiency while maintaining similar risk profiles.

Dan, head of growth for tastycrypto and an eight-year veteran of the space, joined the show to discuss the surging market. Bitcoin touched $122,000 overnight due to liquidations in the perpetual futures markets, while Ethereum broke above $4,200. Dan explained the typical crypto market cycle where Bitcoin gains lead to rotation into Ethereum and eventually to smaller altcoins. Digital Asset Treasuries (DATs) are providing strong market support, with companies like Bitminer Technologies and SBAT functioning as "MSTRs for ETH." Dan highlighted how ETH ETF volumes have surged since July, with ETHA becoming a popular trading vehicle. For traders looking to capitalize on crypto momentum, Dan suggested holding spot assets while selling premium against them to benefit from high implied volatility (around 80%). He predicted Ethereum could reach $8,000 in the near future and noted growing interest in Solana through treasury companies like UPXI.

Liz and Jenny welcome Glenn for their Thursday FX segment, discussing the importance of monitoring foreign exchange positions and using take-profit levels. They analyze their shekels position, which has nearly returned to break-even after initial losses, and review a trade in the British Pound against the US dollar following a Bank of England rate decision. Glenn highlights upcoming improvements to the TastyFX platform, including integration with the TastyTrade mobile app and alerts for significant market movements. The team discusses the value of setting take-profit levels when trading in 24-hour FX markets rather than only monitoring positions during show hours. The segment demonstrates practical position management as they place a new long position in the GBP/USD pair with appropriate take-profit and stop-loss levels.

In this episode of the Liz and Jenny Show, the hosts discuss Zero DTE Winners and Losers Iron Flies andrecent trading activities and market conditions, including notable stock movements. They highlight Snap (SNAP) declining 20% due to an advertising error and contrast it with Joby (JOBY) and Archer Aviation, celebrating their growth in vertical lift technology. The conversation shifts to trading strategies, emphasizing the importance of risk management, particularly regarding SMCI's 20% drop without corresponding implied volatility rank. They also briefly cover upcoming earnings reports, particularly for DraftKings (DKNG) and Applovin (APP), and engage with viewer questions about strategy.

Liz and Jenny discuss current market conditions, particularly focusing on options trading strategies for earnings reports. They analyze positions in HIMSS (HIMS), SMCI, SNAP, and Rivian, deliberating on potential opportunities and risk management. The discussion covers various trading strategies, including big lizards and spike lizards, while noting that the market is slow due to seasonal factors. The hosts emphasize the importance of trading small and managing buying power effectively.

In this episode of the Liz and Jenny Show, hosts Liz Dierking and Jenny Andrews discuss various trading strategies, focusing on options trading around earnings reports. They analyze positions in Natural Gas (NG), Bitcoin (BTC), and notable trades from viewers, including a SPX call credit spread. The conversation highlights the mechanics of strategies like the Jade Lizard and Spike Lizard, emphasizing risk management and maximizing profit potential. They also touch on upcoming earnings for PLTR and AMD while injecting light banter throughout the session.

In today's segment, Tom Sosnoff discusses the trade-offs between short-term and long-term options trading strategies, particularly focusing on duration risk. He emphasizes that longer-dated options tend to offer wider break-evens and lower daily risk compared to multiple short-term trades. The analysis details how shifting from short to long durations can significantly impact risk exposure, with a comparative study suggesting a reduction of approximately 2.3 times daily risk with longer expirations (i.e 10DTE to 60DTE). The segment concludes with insights on risk scaling over time in options trading.