What do you mean by arbitrary? They're based off VX futures. You can replicate the historical prices of VXX/UVXY from the front 2 months of VX....
This is really the only sticking point with these earnings trades. The liquidity is terrible at the open, the stock swings around like crazy, and...
I closed out at 6. It's down to 4.5 right now. Whatever edge I have is cancelled due to my shit trading lol.
Looks like AAPL could be a 2x winner if it stays here. Interesting setup. Great risk/reward on a 50/50 punt.
Great! Only one trade for me today: TNDM 48.5/62/75.5 @ 6.92 Cr. Won't be around for close so I entered early.
Out of all trades. LLY @ 3.5, GLW @ 2.6 and COP @ 2. Down for the day and basically back to where I was before CVX.
Several companies that report pre-market have their conference calls after open, but they gap anyway.
Also got filled on GLW 30/33.5/37 @ 1.73 Cr and COP 57/62.5/68 @ 2.36 Cr.
I got filled on LLY 114/120/126 @ 2.9 Cr. Also looking at GLW, COP & HCA.
Covered CVX @ 1.5.
Not from me, I'm only short vol on earnings, for now at least.
I'm trying to get filled on the CVX 112/118/124 fly. No other trades for me today. Edit: Just got filled at 2.68Cr.
Unfortunate, both of those were looking great yesterday.
Back to near breakeven (including commissions) on this earnings season. No thanks to the aerospace companies - LMT, RTN, GD, NOC. The last two...
Closed IP (1.1), MO (2.5), RTN (6.3). Down overall today.
Nope, I'm in IP (1.62), MO (1.66), RTN (5.3). All report pre-market.
You short vol on NOW? Barely moved in the end, after the initial scare.
I use data since 2012. Might be the reason for the difference. MO, for instance, had larger moves recently, but much smaller in the past, so it...
Screen for today: 'SCCO', 'MO', 'ESS', 'AEP', 'IP', 'RTN', 'WM', 'XRX', 'UPS', 'NEM', 'HES' Some of these are very illiquid or too cheap to be...
I closed GD for 8. With NOC, I didn't get filled while it was at 288 (I offered 7 when the spread was worth less than 5). Finally got filled for...
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