atticus' "ship it" vol trading journal

December futures or September?

 

Might need to kill the fly. Don't want to fight the tape here

 

Ugh out at 15.75 (85 mid) for a loss of 0.50. Will wait to see how spot looks to close.

 

Performance to date: +11.7% after comms.

Going wide to replicate the straddle with another 50-wide. It's difficult when trading a single name to 100% allocation.

635/685/735 at 16.95 bot (16.75 mid), 694.4x spot. Basically an SPX call as I don't believe we'll hold these gains.

 

Closed it @ 15.95. Of course it's higher now.

Also, long ES @ 1459.50. EUR looking strong.

 

Sorry about that. It's at our entry now, but thetas dropped to half and for this experiment I cannot buy any underlying to hedge. Needed to get within 10 of neutral.

 

No worries. Your record speaks for itself. I'm not so sure about the pullback though.

 

690 is all I am looking for in VWAP for the next five days. If we get that we'll see at least $3 in the new fly.

 

Piggybacking a 3 lot in IRA account. Filled @ 16.95.

 

Fair enough.

Out of ES @ 1464, +4.5