Post your vol-trade here

MED puts have huge b/a so cannot accurately price current cal at the moment.... but stock has slipped to 212...

 

Vols came in hard to 65%/69% and stock is @ $34.95.

Calendar is now $1.50 x $1.90.

EDIT: My cost/fill was $1.47

 

Stock at $78.50 and vols came in to 23%/21%
Calendar at $0.55/$0.95 right now, need stock to slip below $77....
EDIT: My cost/fill was $0.78

 

VOL crush is easy for me to predict and model...it is strike selection for post earnings move that is always tricky .

 

MACYS next up....looking at the $37 Cal using weeklies in August.... Aug17/Aug24 with vols at 63%/50% ish....

 

Bought 50 SEP/AUG $37 Put Calendars @ $0.13.

Skew was 70%/48% with earnings in a few days.
Stock @ $38.48.

 

I am short NDX in the short-term (5-10 days) from 7466 basis cash.

 

Do you have a stop or did you hedge this?

 

Could not resist I loaded up more M Calenders in my other account at higher strike(Aug17/Aug24 weeklies):

+ BOT 40 M Aug/Aug24 39 Calendar Put 0.138 SMART 10:09:35

 

A bunch of single name and index. I don't have a stop on NDX as it was a placeholder.