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  1. destriero

    Long-scalping equity options against time decay and market drift

    I was injured in S France and was unable to fly home when my mother died of breast cancer. Regrettable.
  2. destriero

    Long-scalping equity options against time decay and market drift

    Here's the terminal payoff leveraged to rates -> rate shift from 0.00 to current RFR of 3.75. Obv a 50beeps rate move in Dec will leverage it further.
  3. destriero

    Long-scalping equity options against time decay and market drift

    Do all adult Italian men live with their mothers?
  4. destriero

    Long-scalping equity options against time decay and market drift

    lol it's not a roll but it has about $19-$20K rho.
  5. destriero

    Long-scalping equity options against time decay and market drift

    Truly my last until I cover the trade. I want to show the time stamp and that there was no other trades placed other than 1 share of NFLX to populate the Monitor page so that I could reset PNL to the system default which apparently is $125K. Here is the time stamp and I will produce an account...
  6. destriero

    Long-scalping equity options against time decay and market drift

    It's a vol-arb. I don't short puts. I don't think that you understand that automating the trading of naked short puts, as you are doing, has nothing to do with trading an edge. I am risking $5200 on a long vol-arb. I honestly don't know what you're afraid of after repeatedly asking me to post...
  7. destriero

    Long-scalping equity options against time decay and market drift

    You goaded me to post it. I don't have a journal and you won't see any further posts from me other than the cover of this trade. You asked me to post it!
  8. destriero

    Long-scalping equity options against time decay and market drift

    He's implying that I am @spy. The Mods can easily vet the IPs to show that we're not using proxies and that I login from one IP in Tahoe. I can assure everyone that I have no other nicks on ET. I only post from @destriero
  9. destriero

    Long-scalping equity options against time decay and market drift

    You asked me to produce my "sim journal" and I promised not to clutter the thread, so all I will produce is the cover of the trade I've shown. Thanks.
  10. destriero

    Long-scalping equity options against time decay and market drift

    Max risk is $5,200. Long vol. Here are the greeks. I won't clutter the thread so next post will be the cover. Apparently futures are delayed, but this is a sim off my IRA account. I will only trade SPX and NDX vol (no futures options).
  11. destriero

    Long-scalping equity options against time decay and market drift

    Yeah, it's TDAmeritrade's TOS front-end. I reset the PNL. I will only use mkt-orders for entry/exit. The position is a complex-order arb and doesn't require a lot of haircut.
  12. destriero

    Long-scalping equity options against time decay and market drift

    Here's my monkey sim-account position, traded with a "COB" market order in SPX in a PM-account. You can adjust MTM PNL from net liq. Looks like $123,881.42 starting net liq.
  13. destriero

    Long-scalping equity options against time decay and market drift

    No update on PNL? Waiting for another uptick?
  14. destriero

    Long-scalping equity options against time decay and market drift

    lol can we get an update on unrealized PNL today on your short nickel puts?
  15. destriero

    Help! How can I outperform a directional view upwards?

    If you're looking for an immediate move... yes.
  16. destriero

    Von Greyerz: In The End The Dollar Goes To Zero & The US Defaults

    The US would run Weimar Republic inflation before defaulting. You cannot default if you control your MS. You von Mises dudes are losers.
  17. destriero

    Long-scalping equity options against time decay and market drift

    Debit boy! tell us more about your un/realized sim-profits!
  18. destriero

    Long-scalping equity options against time decay and market drift

    What purpose do the icons serve when your 15/1 short backspreads go tits-up? A stress of the 15/1 structure goes debit on a 15% ES drop.
  19. destriero

    Another “what’s your edge” thread

    What is this fool's former nick(s)?
  20. destriero

    Another “what’s your edge” thread

    It's a great trade if vols or index skews are high and you structure it as a split-strike asym-fly (say a 132 but split strike). Or if you have deep knowledge of a product and there is an implicit floor or ceiling in the product and it doesn't pay to trade ATM. It's not a always in the mkt...
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