atticus' single-name delta book

Discussion in 'Journals' started by atticus, Nov 8, 2012.

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  1. He means up and otm skew. Obviously both puts and calls will be skewed at that strike.
     
    #111     Nov 15, 2012
  2. newwurldmn

    newwurldmn

    Yup.

    Call means upside and put means downside as you generally try to trade the otm options.
     
    #112     Nov 15, 2012
  3. Doobs789

    Doobs789

    At the risk of sounding redundant; I bought the AAPL Nov23 510/530/550 put fly for 6.50

    I'll probably have to kill it at the open, before it's typical mid-morning sell-off. But the thing has to go up at some point.
     
    #113     Nov 15, 2012
  4. Unreal. 3.30 out for -0.50.
     
    #114     Nov 16, 2012
  5. Time to take some deltas and duration in AAPL. Long the Jan 490/535/580 fly from 11.30 risk. (edited as fill price averaged lower, 11.20 mid).
     
    #115     Nov 16, 2012
  6. Doobs789

    Doobs789

    Call me clairvoyant
     
    #116     Nov 16, 2012
  7. Out at -0.60. Flat into the wknd save for WMT and MA.
     
    #117     Nov 16, 2012
  8. Doobs789

    Doobs789

    You're a better man than I. I think I am done trying to short vol in this name for now.

    EDIT: Never mind I see that you're out. Maybe we should start buying straddles instead.
     
    #118     Nov 16, 2012
  9. The selloff is just ridiculous. When is it going to stop? Just based on fundamental analysis, Apple to me appears undervalued. What P/E ratio would you give apple with 0% growth next year? I would give it a 10. So even with 0% growth, IMO, apple is still worth 500. They also pay a nice 2% dividend. Now, I do expect apple to grow more than 0% next year. I'm just saying that the selloff is ridiculous.
     
    #119     Nov 16, 2012
  10. The shares will be at 530 within a week. The problem is withstanding the weekly var. I want to keep the gains I've got over the last 7 sessions so I will wait for the close. If we're over 515 I will re-enter.
     
    #120     Nov 16, 2012
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