atticus' single-name delta book

I thought you might be getting rid of it. Good exit.

 

Short ES from 55.75. 3% basis overnight req. Looking for a touch of 49 to offset half.

 

In the AAPL 500/530/560 call fly from 11.50 (35 mid). 15%.

 

Out 59.50.

 

Long the GOOG Jan18 520/35/50 put fly from 3.90 (70 mid). 5%.

 

Is this an apple fly? or did you mean 7 instead of 5? or do you think goog is going to crash?

 

Which mat? Jan04 looks like its going to pin. I cut too early.

 

GOOG is a 7xx handle. Can't edit.

AAPL is a Jan18.

Long 13% in the AAPL Jan18/25 530 put calendar from 8.40.

 

Upped this to 15% at 8.45 average. Wish I could be larger, but I am hesitant to carry the size I have at 27% allocation to AAPL.

 

I have some 1-day implied straddle numbers on all of the SN I trade. 36 was the uncle point.