Destriero's single-name vola journal (riskarb; atticus; et al)

Mine shows 62, but I was referring to the NDX, not the SPX, mea culpa. NDX up 5%.

 

267.20 equivalent via synthetic. I am going to be out of town so going flat all positions.

 

Out 65 equiv via synth.

 

Only prudent. Too bad, as they are good trades. Sent you email.

 

Yeah, sucks. I had a flight in two hours. I think we touch SPX 2770 before 2820. I'm holding BA for the time being.

 

I closed SPX fly for 19.00 risk (31.00 cr). Current marks below. I'd rather hold the NDX here.

 

Added SPX Jul20/Jul27 2775 put calendar for 5.00

 

Good chance of a touch on that. I gotta run.

 

NDX fly +25% on debit

 

5.00 or less is too cheap for that IMO