atticus' "ship it" vol trading journal

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

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  1. Doobs789

    Doobs789

    Still holding half my position in AAPL. I concur with you on SPX, but it doesn't want to cooperate. I have some 1450 flies on, up slightly, but giving it back now.
     
    #291     Sep 19, 2012
  2. I am comforted by the fact that I am short those diaoptions calls on AAPL. WIll make as much on those as I did on the fly. Thanks for the fade.
     
    #292     Sep 19, 2012
  3. Doobs789

    Doobs789

    Haha yeah those look solid. There goes 700. Still have a 5-lot on.

    I'm looking at a VIX/SPY trade currently. But vol still looks like a sale.
     
    #293     Sep 19, 2012

  4. +1 ...... I always like to help. I'm looking at some more promising trades and will post when I finish crunching the numbers.

    :)
     
    #294     Sep 19, 2012
  5. lol awesome, TIA.
     
    #295     Sep 19, 2012
  6. I am neutral vol (flies, calendars) in SPX. SHort deltas to 1450 cash. $1300 thetas in SPX.

    edit: MA so wants to pin. Vol is up simply due to time elapsed as realized vol is lower. I don't know who's supporting vol but it's zero at exp.
     
    #296     Sep 19, 2012
  7. Doobs789

    Doobs789

    Out of the AAPL Fly entirely at 6.30. I got in at 5.20. Performance on your journal portfolio should be good.
     
    #297     Sep 19, 2012
  8. 6.25 mid in the AAPL is a gimme here at 602 and change. I think you've got to take it unless you're strongly opinionated on a bearish outlook. I am, but would rather reduce gamma by trading in index.

    6.17b, take it!
     
    #298     Sep 19, 2012
  9. haha, awesome. Disregard my last.
     
    #299     Sep 19, 2012
  10. Doobs789

    Doobs789

    yeah got rid of it below 702 in the shares. I'm also bearish, we might have left some money on the table, but as you said; hit singles.

    What's the SPX play? A journal trade, or are you committed in MA?

    I had a SEP28 20/50/80 Fly on which I sold into the nascent rally. 1450 might be a little aggressive here.
     
    #300     Sep 19, 2012
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