atticus' single-name delta book

I'll stop out on a touch of $541 or on time if we're trading above 538 at 10am EST on Thursday. Touching 535 in Europe.

 

Opened at 60.00.

 

Out at 6.90 (7.00 mid) and 531.68 on shares. A wash with comms.

 

Looking to work 25% of the account today.

 

5% in the AAPL Jan04 500/530/560 fly from 9.30 risk (9.18 mid). Only looking for a limit fill of 11.00 on Friday close, Monday open.

 

10% in the QCOM Jan 57-67 fly from 2.15 risk (2.11 mid). Feb release so it's outside the qrtly and a nice vola sale.

 

Short the Jan18, ESH3 overwrite in the 1375P. Short 5x1 ratio favoring puts.

S ESH3 from 36.88 avg.
S Jan18 1375P from 8.13 avg.

 

Small hedge in the short Jan/Feb VIX switch from $0.76.

Working an upside fly buy in VIX ops. (Jan 14/19/24)

 

Risking 1.62 (1.58 mid) for the fly, long D to 19 basis Jan futs. 4%.

 

Out of the switch at 0.78. Not understanding the price action here.