atticus' "ship it" vol trading journal

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

Thread Status:
Not open for further replies.
  1. MA reports in the Nov cycle. I would be short vol and deltas in MA in Oct. The 400/450/500 Oct fly is a buy at 30.00 (0.35 over mid). I would play this very large. I own the iron (short g) but not for the journal.
     
    #231     Sep 17, 2012
  2. Seems like most of the time you've been doing irons over puts/calls. Is that a preference or just where pricing has been lining up best recently?
     
    #232     Sep 17, 2012
  3. My automation fills the wings and then works the body. I'd rather do the call or put, but don't want to get stuck in the COB with no market visible. It's more a preference than concern.
     
    #233     Sep 17, 2012
  4. Ah, makes sense. Thanks.
     
    #234     Sep 17, 2012
  5. In the put at 29.50 (which was mid at the time...slightly lower now). Was filled instantly - others may be able to do better.
     
    #235     Sep 17, 2012
  6. Yeah, I paid 70 but the body dropped a bit after the wings were bought. I think this is worth a gain of seven in the next two weeks. I don't have any size on yet as it's a journal trade.
     
    #236     Sep 17, 2012
  7. Doobs789

    Doobs789

    In the MA Fly (iron) @ 29.40

    Closed the AAPL 685 Fly @ 17.30. I guess we should've waited as it's now at 18.25.

    Closed the GOOG 700 Fly @ 15.80. Now at 16.25.

    Not having good luck with fills today.

    Currently looking at an SPX Fly neutral to 1450.
     
    #237     Sep 17, 2012
  8. Cool. Please use the risk figure when quoting a fly so we stick to a pricing convention.
     
    #238     Sep 17, 2012
  9. +SLD 1 AAPL OCT 19 '12 + 665 - (2)620 + 710 Put Butterfly 12.35 USD SMART 14:31:07 2.22 null


    bought it for 13.07 taking a loss..
    wouldn't fill at the mid kept bringing it down till it filled.. no reason to hold on to losers
     
    #239     Sep 17, 2012
  10. Doobs789

    Doobs789

    Will do. Just edited the post.
     
    #240     Sep 17, 2012
Thread Status:
Not open for further replies.