My option trades

Discussion in 'Options' started by ryanpatrick, Nov 21, 2011.

  1. Hey atticus, did you mean Curve as in the skew flattening?
     
    #1621     Apr 19, 2012
  2. On duration.
     
    #1622     Apr 19, 2012
  3. This fly is still a buy (short gamma) at 9.20.
     
    #1623     Apr 19, 2012
  4. atticus - Natural vs Iron flies?

    Other than order entry .. which, when and why? :(

    I've tend to think in terms of iron .. mainly because I "like" verticals.

    Edit - Not an options guy. Just thinking outside of comfort zone here.
     
    #1624     Apr 19, 2012
  5. If shallow-ITM (bull or bear, directional) I almost always choose a natural. If neutral it's a pick-em, but often the ITM leg on the natural makes it a tough fill on the exit.

    I can build irons with a generic spreader in IB and other clearers, but it's mostly personal preference. IB's TWS is idiosyncratic with their condors; they apply a haircut > the debit on the natural condor, so they essentially force you to trade the iron.

    If XYZ is at 100 I would choose the natural if bullish in the 95/105/115 call fly. If I am neutral it's whichever mkt is tightest on NBBO. Generally it's best to avoid any deep ITM leg, but it's always possible to offset a fly with its synthetic (iron offset against a natural) if the need arises.

    Either way, you're still trading two verts with the natural.
     
    #1625     Apr 19, 2012
  6. You're still that confident it's going to drop, and why didn't you create a stop loss when it was in the $0.70's?
     
    #1626     Apr 19, 2012
  7. I guess so, back to break even at least.
     
    #1627     Apr 19, 2012
  8. Entered new trade from older system:
    SPY May 140 calls
    Buy 1: 1.30 (filled)
    Sell Limit: 1.70 but if tanks before rising then
    Buy 2: 1.00 and new
    Sell Limit: 1.45
    Stop: .90


    R/R:
    .45 + .15 = +.60
    -.40 + -.10 = -.50
     
    #1628     Apr 19, 2012


  9. Added 20 more contracts @ $0.39. 40 contracts total, average $0.45 each. Big day tomorrow. This trade is like shooting fish in a barrel.

    Once the trade is completed I will give details about my strategy, I do not want to show my cards yet.



    :)
     
    #1629     Apr 19, 2012
  10. Jeff

    Was just going to mention, the ATR and VIX are rising. So time to trade long options again. Then I see you already entered. I´m still waiting here for a better entry signal. Probably tomorrow as only ten minutes left here.
     
    #1630     Apr 19, 2012