atticus' single-name delta book

Performance to date of +10.6 with the ES loss.

I am running 4x the PTTDD, so I am happy thus far, but would like to be in more SN. I simply can't find a lot of SN that are liquid enough to trade during the Holidays.

I'll increase freq and names next week.

 

typo: 30% allocation to AAPL (15% in cal, 15% in fly). Both are up better than 10% on debit.

 

Yeah I'm in both of those as well. Looking good.

 

Index hedge. Short 3% (initial req, overnight) in NQH3 from 2708.00 (hit the bid). Fully expect this to be a loser, but the AAPL allocation makes in necessary now that I am accumulating deltas.

 

Out at 16

 

Rally tomorrow. SPX touches 64.80-65.80. AAPL should reach 31 again. GOOG will under-perform but touch 38.

 

Hit 64, but both AAPL and GOOG lower.

 

Out of AAPL calendar from 9.90 (10.05 mid) and fly from 13.20 (28 mid). 30% freed.

Performance to date: 15.2% gain from inception of journal, two months to the day. I am going to post weekly blotters going forward. Here, or on the PNL thread.

Up better than 5x my PTT risk.

 

Closed AAPL as I am waiting for a closing trend (end of day). May be in something similar if vols hold-up.

 

Made it to within a dime of the call at 64.70. GOOG touched 38.18h (33 now).