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  1. destriero

    dest's overwrite journal

    There are no FOs for VX (VIX futures).
  2. destriero

    dest's overwrite journal

    I am LONG 50 VX AUG (implicitly short SPX delts).
  3. destriero

    dest's overwrite journal

    I called a couple of dealers and they suggest a quiet opening.
  4. destriero

    How do I determine odds in a credit spread?

    Kelly works well in digitals (AON payoff) but not when laying stupit odds. This may not be the best career choice for you at this time.
  5. destriero

    How do I determine odds in a credit spread?

    A put credit spread is a call debit spread. It doesn't work that way. Price the opposing side (2D put) as a digital. You're fucked beyond reason on a touch so what does it matter what the odds are?
  6. destriero

    Trader P/L 2021

    lol it's human nature. You did it on your old thread (posted daily).
  7. destriero

    Trader P/L 2021

    It doesn't work bc ppl only post their wins. A couple would diligently post 5x/week, but tiny PNL.
  8. destriero

    Now DiceAreCast is stalking others(destriero)-I warned you all

    Salty and Dice to start a new fund, Lion's Share Capital. Their edge is in trading odd lots and long Yen into massive bull runs in US equities. We wish them well.
  9. destriero

    Cheaper financing than IB's margin rates?

    I had a liquidation from IBKR in a Box, but not due to rho. I had plenty of overhead. Think incompetence.
  10. destriero

    dest's overwrite journal

    lol I am stating that the 50 futs are already allocated to those SPX calls. Obv an imperfect hedge but I nailed the SPX entry.
  11. destriero

    dest's overwrite journal

    I remain short 50 VX for Aug, but that’s allocated to my short vol in skew and against a large index bull call with a large marked gain. Basically way too much shit. I realize this has nothing to do with overwrites but I am reconciled to posting only to my own threads and in the vol-forum. I...
  12. destriero

    dest's overwrite journal

    All filled in the last two hours but I don’t have my screens up. I am fine with the price, but at 3475… not 3425. It was a mistake to leave open orders like that but I didn’t expect to be filled and am operating on the assumption that the stat-vol would be muted into Prime Day. Shares really...
  13. destriero

    dest's overwrite journal

    Have you read anything that I’ve written here? I was not marketable on the bull vol-orders working in AMZN when I left the office. The $20-$30 drop was enough to make my shit marketable… not neutral. I am never neutral deltas. Well, nobody is, but I was explicitly long D at inception. I had my...
  14. destriero

    dest's overwrite journal

    The dude is nuts. Back to business on Blue Star. I have to extricate myself from this AMZN situation and I’ll be back to the theme of the thread.
  15. destriero

    dest's overwrite journal

    Happy Father's Day
  16. destriero

    dest's overwrite journal

    Dude blocks me, logs out to read, and then repeatedly takes a shit in the thread. I made a promise not to post outside of my wheelhouse, but the mods will continue to allow this BS. GL guys. My email is on my profile, but I am done here.
  17. destriero

    dest's overwrite journal

    I missed my hedge. The trade was not to exist without the hedge which was dependent on the shape of the close. Further, I was not marketable on the AMZN vol but the drop apparently was enough to fill. It took 108 fills to fill the order in various exps.
  18. destriero

    dest's overwrite journal

    The drop to high 80s, low 90s (AMZN) made my position marketable. I was unable most of the day.
  19. destriero

    dest's overwrite journal

    Because I missed the last two hours of trading as I lost track of time. I logged on at 4:20 Eastern.
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