atticus' single-name delta book

Long the AAPL 520/560/600 Nov30 fly from 18.80 risk (60 mid). 5%.

 

5.20 mid

 

Out 20.65 (80 mid) for a gain of 1.85.

 

could vol be a little oversold going into thanksgiving?

AAPL NOV 23 '12 560 Straddle @ 7.50......7.50 is nothing for apple to move in a day and a half

 

Long the Nov30/Dec07 555 calendar from 4.00 (3.90 mid) at 7% allocation.

 

Performance to date: +5.0% on closed positions. -1.2% PTT DD.

 

staying a little further out..

+BOT 1 MA JAN 18 '13 + 425 - (2)475 + 525 Call Butterfly 24.45 USD SMART 11:45:37 OptTrader 2.24 null

 

Short AAPL spot 562.05 average. 6% cash (3% overnight req). Model short. Already short delta in the calendar, but had to take it. Giving it a wide berth due to holiday, but will be out on a SL if we touch 75.

 

Upped it to 10% allocation, 3.96 average.

 

8.90 mid. I think it might be time to take profits.