atticus' single-name delta book

I'm in just over 26 cents. I think it's1:1 payout on a better than 50/50 odds.

 

any thoughts on GS long calendar ? Reporting tom before open

 

I would be long gamma. But it's not that compelling in my opinion.

 

i change my mind on this. i am out of 75% of my position in Feb.
and instead am in the Mays.

This could get resolved in the next 1 week so being short a lot of front month gamma is probably not prudent. I was betting on deal potential extending for some time.

 

200-300bp puts/calls in the AAPL jan18 70/10 R/R vola. Might be time to go long spot, but I'll wait for a touch of 93 on shares.

 

+$5,552 realized. I won't show unrealized (up on day) as it fluctuates a ton from the NYSE close to when AH quotes stop. I'll show a daily realized, regardless of whether anything was booked.

 

You wanted to trade thru the report? That's unusual for you. You usually want to trade the ramp when the prior front rolls off.

 

+$1,636 realized.

 

I am done for the day and am flat in this account, save for some locks and dispersion out to Mar. Going skiing.

I'll update the journal account when I add positions and close GS and AMZN tomorrow.

+5,892 realized on the day; +$13,080 realized on the week. +$12k unrealized.

 

looking good Mr Kotter! thoughts on aapl vol, quite elevated into earnings.