one/off

Thanks Bob.

Been traveling for the holidays and haven't been doing much. Funded a sub-account at IB on Friday to MTM going forward. Small SPX trade which I will update next week with IB perf stats.

Currently running this EURUSD bull no touch. $10k/$13k in not touched by next Monday at 7:15 CST:

 

NT expired.

Running another EURUSD NT at 1.2465 expiring 1/23 at 7:15 Eastern.

 

Largest position is the VIX Feb 20-30 fly from 1.20 risk. Just closed a SPY 129 ratio calendar for Jan/Feb. Will update perf on Monday's close.

 

Long the IBM Feb 70/80/90 fly from 3.50 risk. Intended on buying some additional wings (strangles), but will risk the report. Also short the July 75 straddle from 23- on a long-term quant vol and bear play.

 

Scratched. A miss and they rally $5.

 

I'm long the VIX Feb 23 20 putspread as trade on the term structure. Up small on it right now. Thinking of cutting it but haven't decided.

 

Forgot to post the close, not much better than today's mid, but out at $1.00.

 

Nice trade. I am looking to get long deltas and short gamma. Can't lose on both here. ha.

 

Building a position in the Feb 17/29 fly (short gamma). Looks to be a 2.00 risk if filled.

Edit, partial fill at a 2.00 risk.

 

nice trade. if we hold vix around here (+- 19's) it should start making more next week.