atticus' single-name delta book

Discussion in 'Journals' started by atticus, Nov 8, 2012.

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  1. will it touch 850 this week, I say no.
     
    #681     Mar 5, 2013
  2. The GOOG Apr5/May long put spread looks excellent here at <$17. Buying reporting vol for 500 over the front and 23-line outright.

    [​IMG]
     
    #682     Mar 5, 2013
  3. I'll be at the airport so I am waiting to see how we look near the close.
     
    #683     Mar 5, 2013
  4. 840 intraday on Goog wow!
     
    #684     Mar 5, 2013
  5. I went with the Apr5/19 long 830 PS from 11.90 (65 mid) for 10% of the journal account. I'll go larger across the board today and tomorrow in the same spread (non journal acct).
     
    #685     Mar 5, 2013
  6. This (quoted above) won't be a journal trade due to date-risk on the report. I am also buying the APR19/MAY 830 put spread (5.05 mid) at 5/2 favoring the APR5/19 as a hedge in lieu of reducing the size on the APR5/19 due to date-risk.

    If the report comes in APR I lose ~$1.50 per in the APR/MAY ordinary, but gain $5 in the APR5/19. Hence the 5/2 ratio.

    I'll update but won't be marking this to the journal PNL, regardless of outcome. I have immunized against term-risk, but don't want it in the journal account.

    And yeah, I should've simply bot APR5/MAY but didn't want to roll-out at loss of edge.
     
    #686     Mar 5, 2013
  7. Out AH at 432.20 avg. +10.09 on the position.
     
    #687     Mar 5, 2013
  8. any thoughts on LNKD seems like a moonshot up here?
     
    #688     Mar 6, 2013
  9. I've been traveling this week and off my game. Hey Zeus!
     
    #689     Mar 6, 2013
  10. Short ESM3 47.50.
     
    #690     Mar 11, 2013
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