Asset
Sibylle's Ass
| Greek | Value | Impact |
|---|---|---|
| Δ Delta | 0.69 | Nice — responds well to directional moves |
| Γ Gamma | High | Curvature increases under pressure. Volatile in the right conditions |
| Θ Theta | 0.00 | Does not decay with age. Gets better actually |
| ν Vega | Elevated | Sensitive to implied volatility. Performs best in high-V environments |
| ρ Rho | — | Interest rate changes do not affect this asset |
| Metric | Rating |
|---|---|
| Bid/Ask Spread | Tight |
| Open Interest | Substantial |
| Volume | Consistent daily flow |
| Fill Quality | Excellent — no slippage concerns |
| Source | Finding |
|---|---|
| Graphlab Trading | No signal — not a listed security |
| TIB Sentiment | Undeniably bullish |
| News | No negative press. Clean reputation |
| Earnings | Consistent performer, no surprises |
| Options Chain | IV at comfortable levels. Premium justified |
| Category | Score |
|---|---|
| Thesis quality | 20/20 |
| Risk/reward | 20/20 |
| Liquidity | 15/15 |
| Expiration choice | 15/15 |
| Strike selection | 10/10 |
| Volatility setup | 10/10 |
| Position sizing | 10/10 |
| Total | 100/100 |