atticus' "ship it" vol trading journal

I figured I may hold it for more than a week (possibly) and we roll soon. Don't want to have to go long the switch to roll to Dec, if so.

 

Got it. Thanks.

 

AAPL Sep14/Sep21 Cal Spread? Play on term structure from upcoming announcement. There is like an 11 point vol diff.

 

Partial fill @ 12.50. iPhone 5 being unveiled now.

 

i'm in a 20 wide fly in my TOS account... paid 4.85 640/660/680 its trading at 5.30 thinking of closing.. that would be almost 10 percent

put it up looking for a fill of 5.32

moved it down to 5.20 and i'm out on that one.. that this weeks.. figured all i need is a run up above 670 which could very well happen into the close and it would take my profit away..

 

Attempted to buy 665 Calendar @ 4.20, was not filled

currently at 5.10

 

Yeah, good in hindsight, but not by the numbers. I wouldn't want to buy vol into the conclusion. All on deltas.

 

Yep vol came in as expected. Trying to get a 660/665/670 Weekly Fly @ 0.50.

The 45-wide Oct fly is looking good, wish I was filled on more @12.30

 

Yeah, up almost a buck from today's entry, but my forum-fill was higher.

 

20-wide ATM Fly in GOOG, regular Sept expiry. Thoughts