atticus' "ship it" vol trading journal

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

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  1. Perversely, we'd be huge in the long calendar if it were 7xx over Oct. ;)
     
    #251     Sep 17, 2012
  2. you guys doing any of these ?

    AAPL OCT 19 '12 + 650 - (2)700 + 750 Call Butterfly = 18.90 mid

    i want in on some flys.. what are the ideas right now?
     
    #252     Sep 17, 2012
  3. I wouldn't touch anything in AAPL right now beyond a weekly. I do like the 680/695/710 weekly fly, long from 5.00.

    Edited typo on strikes.
     
    #253     Sep 17, 2012
  4. weridly i have this feeling that with all the different perceptions going around... the things probably staging a move....... i like always hit myself when i get this feeling and just don't out right buy some wings... the fucking OTM's will go from 1 dollar to 15 .. i've seen them start at .50 cents and swing up to like 25 before.. or at least 15 i don't remember.. either way its insane.. the weeklys just don't get priced right when theres tons of action.. must be like selling and hedging vix options.
     
    #254     Sep 17, 2012
  5. It's a solid bet on gamma into stat vol with no "iPad mini" news. I'd still take it with hopes that close-close var is still low into mini-news. I own it from 5.
     
    #255     Sep 17, 2012
  6. last time i flyed in short winged on a weekly it fucked me... its trading at 4.45 right now.. people are crazy bullish on this stock..

    the reason i don't like it is that for some reason i have this idea that tue wed are moving days... maybe its just supersticiion
     
    #256     Sep 17, 2012
  7. Sorry, I typo'd. I am in the 680-710 from 5.00. 4.87 mid currently.
     
    #257     Sep 17, 2012
  8. #258     Sep 17, 2012
  9. #259     Sep 17, 2012
  10. Bot 100 AAPL at 700 as hedge. Less than 1/2 delta req.
     
    #260     Sep 17, 2012
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