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

Discussion in 'Journals' started by destriero, Apr 7, 2018.

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  1. SumZero

    SumZero

    Not sure how much delta was the position when you started it but right now is -99.3
    I was wondering what's your rational of shorting another 30D knowing that price is already more than midway between max profit and BE.

    NDX.JPG

    Sorry of this is a silly question. I read a lot of what you post but don't understand a lot of it. Hope you don't mind. Just trying to learn (also in your old threads).
     
    #241     Jul 17, 2018
  2. destriero

    destriero

    I was 90D at inception in NDX.

    GOOGL: I plan on converting the position to a natural & symmetric 231 after the front week goes off: 1010/1050/1090 231P. Right now my mark on that trade would be a $6 to the buy, but I won’t have a true MTM until I get back to the hotel.
     
    Last edited: Jul 17, 2018
    #242     Jul 17, 2018
  3. Doobs789

    Doobs789

    Added same trade:

    NDX Jul20 7250/7350/7550 231 iron fly from 101.50 risk (98.50 cr), 2-lot

    ndxlast.JPG
     
    #243     Jul 17, 2018
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  4. destriero

    destriero

    NDX closed at 107 mid. GOOGL at 16.70. I am less concerned with GOOGL as I had intended, from inception, to trade into a symmetric 231. Ideally done at a credit, but we'll see. I will hold through the closing minutes of LTD this Friday (front week).

    The 1110/1150/1190 231P is MTM at 1.15. My calendar is trading at 16.70, down 1.60. I got it at 18.10, but I marked it for the journal at 18.30. I'll use 18.30.
     
    #244     Jul 17, 2018
  5. destriero

    destriero

    I may trade inside that 1110/1150/1190 (1130/1160/1190 231) if we don't touch 1190 before expiration of the front. I don't want to go into earnings with a 50 lot risk upside risk on a debit.
     
    #245     Jul 17, 2018
  6. Doobs789

    Doobs789

    Why you so obsessed with GOOGL? Slow money brah
     
    #246     Jul 17, 2018
  7. destriero

    destriero


    Your mom says that trading GOOG vol increases sensitivity and sensation. ;) I love to get beat-up by GOOGL. God forbid you try to move something in GOOG options (old series). It simply doesn't trade.
     
    Last edited: Jul 17, 2018
    #247     Jul 17, 2018
  8. Doobs789

    Doobs789

    It's probably best you stay in the shallow end.
     
    #248     Jul 17, 2018
  9. destriero

    destriero


    I am thinking of buying puts in GOOGL and arbitraging them in GOOG. I ask mom.
     
    #249     Jul 17, 2018
  10. Doobs789

    Doobs789

    I think that's how LTCM blew up.
     
    #250     Jul 17, 2018
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