atticus' "ship it" vol trading journal

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

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  1. ha

    [​IMG]
     
    #761     Oct 12, 2012
  2. Doobs789

    Doobs789

    Haha nice. I like it at 6.00 or so. But the shares are rolling over now, could be a good entry point, but I'd rather wait and see if it can recapture 630.
     
    #762     Oct 12, 2012
  3. Doobs789

    Doobs789

    Filled at 6.20
     
    #763     Oct 12, 2012
  4. aapl.. sell off into the close?
     
    #764     Oct 12, 2012
  5. Doobs789

    Doobs789

    Rally to 635?
     
    #765     Oct 12, 2012
  6. strike pin and otm options to zero? hah
     
    #766     Oct 12, 2012
  7. Doobs789

    Doobs789

    Yeah it's looking like 630, which is fine by me.
     
    #767     Oct 12, 2012
  8. ***** Trade of the month *****

    New segment! Short Nov VIX risk-reversal at a nickel (call/put; even mid). Short the 20C and long the 17P at $0.05 debit. Futures at 17.80 last. Realized vol will be very low into the election and a rally, post. Expecting a touch of 15.50 basis Nov futures prior to exp.
     
    #768     Oct 12, 2012
  9. The VIX R/R is $0.05 x $0.10 now.
     
    #769     Oct 12, 2012
  10. Doobs789

    Doobs789

    Liking it. Nov contract should come in. Can get a good price right now.
     
    #770     Oct 12, 2012
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