atticus' single-name delta book

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

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  1. Doobs789

    Doobs789

    So I take it you don't like the trade. How do you come up with that figure?

    (FWIW I also bought the 555 calendar for 4.50, so I am flat vega)
     
    #161     Nov 19, 2012
  2. No, I like it fine. I would use the price as a SL figure, but I don't think that >$570 is in the cards. The ATM 15-wide was 2.70 bid last Friday at the open, if memory serves.
     
    #162     Nov 19, 2012
  3. Out of AAPL shares at 566.50 for a gain of 7.39. Out of fly at 2.70.
     
    #163     Nov 19, 2012
  4. Doobs789

    Doobs789

    Out of both fly and cal on this rally. Rolled into the 550/565/580 for 4.30
     
    #164     Nov 19, 2012
  5. Performance to date: +4.5% on settled positions.
     
    #165     Nov 19, 2012
  6. see you guys have been at it..
    i've been looking at a dec MA 450/480/510 iron... i'm staying away from weeklys, i think jan might even be better.. these front month/week expiring flys are to much for me to manage.. i need to personally get a little better understanding of where on the term structure might be a better placement considering my lack of ability to forecast.. i had a general idea that this downtrend would break at least temporarily. the action in apple looks unmanageable to me. sharply trending down , and jumps..
     
    #166     Nov 19, 2012
  7. <a target='_blank' title='ImageShack - Image And Video Hosting' href='http://imageshack.us/photo/my-images/805/mafly.png/'><img src='http://img805.imageshack.us/img805/3933/mafly.png' border='0'/></a><br>Uploaded with <a target='_blank' href='http://imageshack.us'>ImageShack.us</a>
     
    #167     Nov 19, 2012
  8. kapw7

    kapw7

    Hey cd, from looking at your Hoadley screenshot, you need to change the risk free rate and the pricing model (to binomial American)
     
    #168     Nov 20, 2012
  9. rockn

    rockn

    Well, I closed out yesterday the aapl, as two verticles, since I thought I would keep part of spread as a verticle and also closed out the /cl in parts since it was going against me as price was rising to 89. Still long 1 /cl 92.5 call. lost >3000 on the cl

    tAndroid BOT +1 3/4 BACKRATIO /CLF3 1/1000 JAN 13 /LOF3 82.5/86.5 CALL @-4.68
    tAndroid BOT +2 VERTICAL /CLF3 1/1000 JAN 13 /LOF3 86.5/92.5 CALL @2.95
    tAndroid SOLD -10 VERTICAL AAPL 100 DEC 12 520/530 CALL @6.28 CBOE
    tAndroid SOLD -5 VERTICAL FB 100 DEC 12 20/23 CALL @2.34 PHLX
    tAndroid SOLD -3 VERTICAL GLD 100 DEC 12 160/165 CALL @4.00 PHLX
    tAndroid BOT +10 VERTICAL AAPL 100 DEC 12 530/540 CALL @6.93 CBOE
    tAndroid BOT +2 VERTICAL /CLF3 1/1000 JAN 13 /LOF3 86.5/92.5 CALL @2.95


     
    #169     Nov 20, 2012
  10. rockn

    rockn

    Well, I closed out yesterday the aapl, as two verticles, since I thought I would keep part of spread as a verticle and also closed out the /cl in parts since it was going against me as price was rising to 89. Still long 1 /cl 92.5 call. lost >3000 on the cl. frustrating since cl was such a nice up move yesterday and should have been an easy long trade.

    tAndroid BOT +1 3/4 BACKRATIO /CLF3 1/1000 JAN 13 /LOF3 82.5/86.5 CALL @-4.68
    tAndroid BOT +2 VERTICAL /CLF3 1/1000 JAN 13 /LOF3 86.5/92.5 CALL @2.95
    tAndroid SOLD -10 VERTICAL AAPL 100 DEC 12 520/530 CALL @6.28 CBOE
    tAndroid SOLD -5 VERTICAL FB 100 DEC 12 20/23 CALL @2.34 PHLX
    tAndroid SOLD -3 VERTICAL GLD 100 DEC 12 160/165 CALL @4.00 PHLX
    tAndroid BOT +10 VERTICAL AAPL 100 DEC 12 530/540 CALL @6.93 CBOE
    tAndroid BOT +2 VERTICAL /CLF3 1/1000 JAN 13 /LOF3 86.5/92.5 CALL @2.95


     
    #170     Nov 20, 2012
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