atticus' "ship it" vol trading journal

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

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  1. i was in at 10.60.....
    +SLD 1 AAPL - SEP 21 '12 + OCT 19 '12 675 Put Calendar Spread 11.00 USD SMART 13:52:32 1.41 null

    i was in at 12.75 ...
    +SLD 1 AAPL OCT 19 '12 + 665 - (2)620 + 710 Put Butterfly 13.10 USD SMART 13:53:01 2.23 null
     
    #191     Sep 14, 2012
  2. Doobs789

    Doobs789

    Yeah I'd place better odds on Oct 23 than the 15th for AAPL earnings, based on previous dates. GOOG is within Oct, which slipped my mind today. That AAPL 685 fly is now 18.20 on the mid now. Losing on my short ES, but I still think we come in.
     
    #192     Sep 14, 2012
  3. It's definitely a risk, but the vol is 400bp Nov/Oct. I can't recall a time that AAPL reported before GOOG, but IDK. It's not something I want to get married to here, but the way the fly is trading it seems to be moving pretty fluidly and not reverting. Getting good deltas out of the Oct.
     
    #193     Sep 14, 2012
  4. I am going for a run, but I'll be out of half if we trade to 77 today.
     
    #194     Sep 14, 2012
  5. Doobs789

    Doobs789

    77?
     
    #195     Sep 14, 2012
  6. i have this don't trust aapl feeling when it starts ripping up... nothing neutral about it...ive seen it open 20 dollars less the next day after a sharp run up.. i still like the idea of posting my positions that i'm ok with getting out of up for more then they should go for and if they get picked off great..
    i've got another 620/665/610 up for sale at 13.10 and it literally shows that at the ask..
     
    #196     Sep 14, 2012
  7. i filled only one TBT fly 14/15/16 at .31 cents bonds are falling off the tbt is at 17 now.. glad i only had 30 bucks out... need to look for more positions... i literally have almost nothing on..
     
    #197     Sep 14, 2012
  8. Doobs789

    Doobs789

    You mean TLT? TBT is the ultra-short.
     
    #198     Sep 14, 2012
  9. no.. i was actuallly talking ultra short... i sold a few puts on the TBT.. then got put shards.. then sold calls.. got called away... buy and hold would have been better for sure.. freaking TBT is a cheap way to get long interest rates.. i imagine the tlt might be a little better way to spread because of strike spacing.. but i haven't looked at the liquidity of the options.. tbt options aren't get
     
    #199     Sep 14, 2012
  10. looking at on @opex weekly strangle trade on appl... been watching it float down to 1 dollar .. looking for a move at the close... its been moving on opens and closes enough to make sense of a trade like this..

    <a target='_blank' title='ImageShack - Image And Video Hosting' href='http://imageshack.us/photo/my-images/3/aaplstrangleweekly914.png/'><img src='http://imageshack.us/a/img3/5967/aaplstrangleweekly914.png' border='0'/></a><br>Uploaded with <a target='_blank' href='http://imageshack.us'>ImageShack.us</a>
     
    #200     Sep 14, 2012
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