Dest's Everything Journal

Discussion in 'Journals' started by destriero, May 1, 2019.

  1. destriero

    destriero

    WTF. AAPL term structure on the locals.

    20 vs. 35s on the vol-line.

    2019-05-01_1147.png
     
    #21     May 1, 2019
  2. Doobs789

    Doobs789

    Your data is bad. Looks normal on my end.
     
    #22     May 1, 2019
  3. destriero

    destriero

    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).
     
    #23     May 1, 2019
  4. destriero

    destriero


    Yeah, it's sticky. Haha, almost got into an accident. Thanks to the lane-nanny!
     
    #24     May 1, 2019
  5. destriero

    destriero

    Trade this via the synthetic. It's seven cents cheaper on microstructure.
     
    #25     May 1, 2019
  6. destriero

    destriero

    Tomorrow has a good chance of being ugly.
     
    #26     May 1, 2019
  7. destriero

    destriero

    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.
     
    #27     May 1, 2019
    birdman likes this.
  8. destriero

    destriero


    7805 here. Holding for 7760 tomorrow (with luck).
     
    #28     May 1, 2019
    glazier and NQurious like this.
  9. destriero

    destriero

    Futures are 4% basis initial haircut for an overnight.

    F*cking eh. Up 70 on NQ. All trades are currently in the green.
     
    #29     May 1, 2019
    vanzandt, srinir and NQurious like this.
  10. Arnie

    Arnie

    Nice entry. You almost got the top.
     
    #30     May 1, 2019
    destriero likes this.