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It's been hanging around the 18 level for a few weeks. Could be elevated due to the election which is in that contract month. The takeaway is that it seems too high, as atticus mentioned realized vol should be lower going into the election.

Yeah, would just stick to the R/R. Benefit from the Nov contract coming in.

Which duration? I don't see any edge there.

0.10 on the mid. Some skew in it.

Liking it. Nov contract should come in. Can get a good price right now.

Yeah it's looking like 630, which is fine by me.

Nice. You playing a potential pin?

Rally to 635?

Filled at 6.20

Haha nice. I like it at 6.00 or so. But the shares are rolling over now, could be a good entry point, but I'd rather wait and see if it can recapture 630.

I'm still holding those 640 calendars so I am neutral to 635, albeit they're showing a slight loss. Also, still in that 640 Dec fly. Going to sit tight for now and see what happens towards the close. I like the 615/635/655 fly if I was initiating a new position.

AAPL fly at 9.25 mid, up 0.50 from entry.

Can you call them and try to negotiate your commissions?

Put on the 05/30/55 AAPL fly for 8.75 Filled in the 100-wide GOOG fly at 42.70 (irons)

Which do you use? What is your rate per contract?

Brainstorming about a GOOG earnings play. How about something like a Dec 660/760/860 fly to hold through the report next week. A way to get short the vol with a somewhat flat gamma profile. Similar to that AAPL Dec fly.

Yeah good idea. Watching the 05/30/55 fly around 8.50. With the 640 cals would get me neutral to 635. But like you said I can see that a touch of 640 by Monday is feasible.

Yeah acting pretty weak here. Didn't do anything yet. Actually thinking of going to 630, paired with those 640 cals, looks sort of favorable

I'm kind of tempted to put on a fly here. Maybe Oct19 15/40/65, but I guess the calendar would work similarly.

Established initial position at 16.50. Just added to it at 16.00.