Discussion in 'Journals' started by destriero, May 1, 2019.
WTF. AAPL term structure on the locals.
20 vs. 35s on the vol-line.
Your data is bad. Looks normal on my end.
Long the MAY10 BABA 175/195/205 132C fly from 11.8 (11.7 mid). Short 10 BABA shares per contract.
Vol-position +5 deltas per contract
-10 delta in shares
(5) delta pos.
3% allocation on vol-position (absent share req).
Yeah, it's sticky. Haha, almost got into an accident. Thanks to the lane-nanny!
Trade this via the synthetic. It's seven cents cheaper on microstructure.
Tomorrow has a good chance of being ugly.
Long the MAY17 SPX 2825/2900/3000 231P fly (asym PNL at wings) from 34. 33.7 mid. Synthetic is trading a dime better, so pick 'em.
(23) delta pos marked.
That's it for today. I will build a sheet for these trades and share it here.
7805 here. Holding for 7760 tomorrow (with luck).
Futures are 4% basis initial haircut for an overnight.
F*cking eh. Up 70 on NQ. All trades are currently in the green.
Nice entry. You almost got the top.
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