atticus' "ship it" vol trading journal

Haha damn, didn't figure that in.

 

Not much vol to sell in Sept.

 

$4-5 extrinsic on that 705 strike, hence it's small and a delta bet.

 

1465.50 SPX currently. Good chance of going negative on the day. Entering outright shorts here in single name and index.

 

Nice call on SPX 1472.

Short ES 1457.

 

New fly is up 0.60 at mid.

 

Looking real good, perhaps 690 is in the cards today

 

We touch 690 today, but I won't close the fly. Fly just touched 17.90 mid for a second.

Edit: Fly up 1.30 mid at 18.20.

 

still sitting in my 675 calender... i dont' get it.. i'm in a little profit... i keep hearing earnings are going to be in november expiration... not in oct... making this calender not the way want.. i want pre earnings and earnings month spread...
my 620/665/610 is selling what i bought it for almost exactly...
being as it this is losing range i might try to exit..

 

I would dump both here. Get neutral in Oct, short vol, to the 685 handle.