atticus' single-name delta book

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

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  1. baggerlord

    baggerlord

    On the GC fly, you are betting on both direction and a decrease in IV, correct?
     
    #831     Apr 30, 2013
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  2. atticus

    atticus

    Out 17.00 (17.50 mid) on the touch of neutrality for a gain of 35% on debit.
     
    #832     May 7, 2013
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  3. atticus

    atticus

    Delta as I assumed I'd lose a bit on the IV-line on the body-touch. You trade the curvature to g/t (expressed by d).
     
    #833     May 7, 2013
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