atticus' single-name delta book

I hit a 7% gain on marks today (first week of trading). PTT draw <1%.

 

Out 5.90 (6.04 mid) for 0.33 on the break of 540. I'll wait for the new weekly series tomorrow.

 

Long 12 units in the MA Dec 35/65/95 fly from 11.20 (11.05 mid).

 

I bought the 70 fly a few hrs ago for 11.05. Showing a slight loss.

 

Bought the DEC GOOG 600/650/700 fly at 22.20 risk (21.95 mid), 15 units.

 

Out at 8.10 (15 mid) for 2.05 gain. +34% on debit and 1.7% on book.

 

Another short I like. I have the dec jan with some short call skew on.
But unlike Nflx, this one hasn't been profitable. Hopefully things will change now (though you seem to do more for vega and i do more for theta)

 

Long the AAPL Nov23 20/35/50 fly from 3.80 risk (3.72 mid) at 10 units.

 

Yeah, the slight deltas will invert with a drop in vola when we hit 655.

 

I don't get what it means to be "short call skew"