Dest's Everything Journal

WTF. AAPL term structure on the locals.

20 vs. 35s on the vol-line.

 

Your data is bad. Looks normal on my end.

 

DestThree:

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.

 

DestFour:

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.

5% allocation.

(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.