atticus' "ship it" vol trading journal

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

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  1. looking at this one... Oct 19 680/700/730 for around 2.50 kinda a ratio with protection... max risk 1400... thinking market is'nt going to fall off completely yet.. and aapl will probably get back up to 700

    <a target='_blank' title='ImageShack - Image And Video Hosting' href='http://imageshack.us/photo/my-images/594/aaploct19280700730.png/'><img src='http://imageshack.us/a/img594/7365/aaploct19280700730.png' border='0'/></a><br>Uploaded with <a target='_blank' href='http://imageshack.us'>ImageShack.us</a>
     
    #551     Oct 1, 2012
  2. Yeah, I like it. It's cheap because it's otm. You'll actually do well if vol pops, but can't see an Oct date for earnings. Still no news so it's becoming more likely of a Nov date. Nice gains this week to 680. You should see 4.00 by EOW at 680.
     
    #552     Oct 1, 2012
  3. yeah.. my figuring if it goes on a hard run up.. that gives me plenty of time to exit .. and if it falls out of the sky..i can only lose 2.40 its this or just buying some outright otm calls.. i like this better..
     
    #553     Oct 1, 2012
  4. +BOT 1 AAPL OCT 19 '12 + (1) 680 + (1) 730 - (2) 700 Call Combo 2.40 USD SMART 12:50:32 OptTrader 2.18 null
     
    #554     Oct 1, 2012
  5. +SLD 1 AAPL OCT 05 '12 - 645 + 650 Put Bear Spread 0.82 USD SMART 13:32:59 OptTrader 1.39 null

    +SLD 1 AAPL OCT 05 '12 - 630 + 635 Put Bear Spread 0.33 USD SMART 13:40:13 OptTrader 1.38 null
     
    #555     Oct 1, 2012
  6. looking at this....
    shitbox etf vixy trade... undervalued puts.. buy calender on spike..
    VIXY - OCT 19 '12 + NOV 16 '12 17 Put Calendar Spread

    figuring won't make it to 17 by oct expiration.. but will by nov... no matter what happens roll cost fucks everyone in this trade.. until things go backwards.. no big deal.. this has a max risk.. ..
    i'm looking for it at .50 cents.. if i don't get it no big deal.

    ps got another
    + BOT 1 AAPL OCT 19 '12 + (1) 680 + (1) 730 - (2) 700 Call Combo 2.30 USD SMART 14:05:34 OptTrader 2.18 null

    in different account.
     
    #556     Oct 1, 2012
  7. atticus, do you recommend butterflies or broken butterflies? I've always done normal flies, but today I ran some calculations and found broken flies would be more profitable (I added the upside and downside possibilities, and found broken flies to be more profitable).

    :confused:
     
    #557     Oct 1, 2012
  8. Generally the BWB will involve going otm to avoid the short backspread exposure. I tend to stick to classic positions and make them directional.
     
    #558     Oct 1, 2012
  9. i like to think about it as a way to ratio with protection myself... like the otm 680/700/730 fly... its basically a ratio 680/700 to me with protection... thats the way i think about it... gives me a way to get deltas in a super risk defined way.. i've got .05 delta going on my fly.. if my calculations are right thats the equvalent of 3300 dollars worth of stock (5 shares).. for a little over 200 bucks..

    i have a sort of risk reversal going on.. i've got credit spreads.. 650/645 & 635/630.. those have a total of -10 deltas.. borrowing from peter to pay paul :) its like a werid synthetic risk reversal.. i've got about 2500 at risk total in all the trades..

    the 650/680 risk reversal cost 12,000 + in margin to put on..
     
    #559     Oct 1, 2012
  10. thought a little about trading out of the 650/645 credit spread... but i'm just tired of being a pussy.. theres some resistance in the six fifties.. if i lose i deserve a punch in the face anyway.. haha jk
     
    #560     Oct 1, 2012
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