atticus' "ship it" vol trading journal

Discussion in 'Journals' started by atticus, Sep 5, 2012.

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  1. yea i was thinking about a credit spread outside the implied move on the downside..... i was thinking a broken wing fly on the upside starting at about 645..... so like a 645 685 740
     
    #1011     Oct 25, 2012
  2. Rolled from the Jan13 550-750 into the Jan13 530-730 fly on AAPL into the report (today). Out of 650 fly at 34.40 and into the 530/630/730 from 36.30 risk. All in (95% allocation).

    Performance to date: +21.2% on risk, net of comms.
     
    #1012     Oct 25, 2012
  3. Two hundred wide.....so if it moves more then the price of the straddle will you be red... Or will it take more then that with the iv collapse
     
    #1013     Oct 25, 2012
  4. Complain about the OT posts and they'll be removed. Also the one lot SPY spot trades for losses aren't really relevant to an option thread.
     
    #1014     Oct 25, 2012
  5. jj90

    jj90

    I like, piggybacking here, trying to get filled on the iron @ 63.6.
     
    #1015     Oct 25, 2012
  6. Same.... I'm in the Jan.. and long a few deltas in the weekly
     
    #1016     Oct 25, 2012
  7. 590-600 s'all good. -10 from the close.
     
    #1017     Oct 25, 2012
  8. Yea considering the straddle was like 32.... that's like a third.... the entire rundown into earnings probably is gonna keep it up
     
    #1018     Oct 25, 2012
  9. Opened down 20-25 and now sitting at 605. Winner winner chicken dinner if we hold above 595. And yes, good point.
     
    #1019     Oct 25, 2012
  10. I have the 530/630/730 to... but I have a 640/645/690 weekly for 2.4 that's toast :)
     
    #1020     Oct 25, 2012
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