VIX fly / spread journal

Discussion in 'Journals' started by Jgills, Oct 22, 2012.

  1. Jgills

    Jgills

    today was a little wild for me. went into the morning a bit tired and confused.. sold this one at 17.05, but knew i wanted more.. i lifted again at 17.00 and later in the day at 16.85 on the conviction that we were going to have a bigger move, then the market sat still for hours.. sold it back out at 16.95 because i didn't really feel comfortable sitting with that many contracts (4) outright and us not moving (figuring if it stayed like that it (the nov contract) would go much lower into the close).

    we then had our move later in the day and i sold one of the three left at 17.65

    +.025 pnl in AM on the 17.05 sale
    +.075 pnl in AM on the 16.85 to 16.95
    +.635 pnl in afternoon on the 17.00 to 17.65

    net pnl today +0.735 vol today.
    + previous pnl of 0.76 vol

    total pnl to date on journal = +1.495 vol

    current position = 2 nov with cost basis of 17.185
     
    #51     Nov 14, 2012
  2. Jgills

    Jgills


    hit the bid @ 17.75 on one of the two. not sure if it was the right move... we find out soon.

    pnl on that is +0.565

    net pnl to date on journal = +2.06 vollies
     
    #52     Nov 15, 2012
  3. Jgills

    Jgills


    sold this at 18.45. net pnl on this trade is +1.23 vol.

    i currently have no position and will post when something changes.

    pnl to date on journal is +3.29 vol.
     
    #53     Nov 15, 2012
  4. Jgills

    Jgills

    got a fill on the long feb/mar/apr fly at -.06
     
    #54     Nov 16, 2012
  5. Jgills

    Jgills

    i lifted a dec/jan switch at 1.69. i plan for this to be a very short term trade.
     
    #55     Nov 20, 2012
  6. Jgills

    Jgills

    i closed this today at 1.75.

    +.06 vol pnl in big contracts ($1000x multiplier)



    pnl to date with 100x multiplier (i trade both mini's and big contracts, so i need to standardize it to 100x or 1000x, i choose 100x) = +3.89 vol
     
    #56     Nov 21, 2012
  7. Jgills

    Jgills

    not much going on for me at the moment.. still just hangin onto the FMA fly.

    does anyone happen to have a list put together of all the VIX ETF's and their size outstanding? it would be helpful to look at and i don't have it put together
     
    #57     Nov 26, 2012
  8. nice job so far!!
     
    #58     Nov 26, 2012
  9. Jgills

    Jgills

    i lifted the apr/may switch @ 0.75.. experimental. we'll see how it goes
     
    #59     Dec 6, 2012
  10. Jgills

    Jgills

    sold this at .80
     
    #60     Dec 11, 2012