atticus' "ship it" vol trading journal

Could buy the straddle at the open and close it a few hours later, prob do the next weeks expiry though

 

Looking for 1453-ish on the ES

GOOG won't break, thought we'd see 705

 

no way.. on opex day...i trade the expiring.... so much gamma its stupid.... use exactly the amount you can completely lose!

 

still in one 620/665/710 fly..... mid point right now is 12.85 i'm in this one at 13.07 i go back and forth about wanting out or not... i feel like its on the upper threshold of fucking me.. if we get another good day or two of jumps up.. it will hurt me pretty good.. I need more positions!..

 

Damn, it caught a bid. Covered ES at 1459, -2

 

Looking to short (?) the VIX switch here. Long OCT, short NOV. Going for around 1.3. Or will look to go long SEPT VIX outright.

 

flipping those switchs.... term structuring it..

 

Well if u did oct nov short from 130 and exited on the close.....good trade.

 

In a USO 32/37/42 Fly. Vol is way bid.

 

Yeah, no kidding.