atticus' single-name delta book

Agreed. I'm in that AAPL 520 fly as well.

 

I meant Index IV is/was low. It is going up today.

 

Up 8 per on the ES overwrite which was the heat taken on Friday.

 

Out all at 14.00 (22 mid) on the near 10 point inversion.

 

I still have that 1/4/13 500 560 fly.

 

My biggest trade is long VIX puts in Jan and Feb.

 

Cut my VIX Jan puts (20 and 17 lines). Most of the vol premium is gone. There's probably only 2 points left.

 

nice trade, that spike on friday's close was quite nasty.