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    atticus' "ship it" vol trading journal

    Yeah it's looking good. Glad I added to it yesterday. I think we may have seen the lows for the day in index, but I've been wrong many times before.
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    atticus' "ship it" vol trading journal

    Out of the 650 calendar at 15.95, too much delta. Still holding the 645 fly.
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    atticus' "ship it" vol trading journal

    Looking to get into MA. Either a fly 15-wide for Oct19 neutral to around 465, or 10-wide for Oct12. Perhaps maybe a call condor instead (450/460/470/480).
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    atticus' "ship it" vol trading journal

    I layered on some Oct/Nov 650 calendars (with the 645 fly) at 16.45, as I wanted a few more deltas. UL was around 643 then.
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    atticus' "ship it" vol trading journal

    Good trade. Are you all in on AAPL for the journal now?
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    atticus' "ship it" vol trading journal

    Just trade a fly in Oct as opposed to a short straddle. Nix the ratio spread.
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    atticus' "ship it" vol trading journal

    I like that calendar. Oct fly is good also.
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    atticus' "ship it" vol trading journal

    What's your objective/forecast? I'd rather be short vega into the Oct expiry.
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    atticus' "ship it" vol trading journal

    I should've held on to it as it's up a buck today on the mid.
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    option cones

    Just do them in Excel. For a given underlying; get the OHLC prices for the durations you desire, calc the vol, and then populate a chart with the percentiles and date ranges that you need. If you don't want to do the work, I'm sure there are sheets/templates out there on the net. If you...
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    Has anyone tried running more than 4 monitors from a Laptop ?

    I run 3 22" monitors off of a Thinkpad T420s (optimus card) in a docking station for my temporary setup (vacation home). They are Viewsonic VX2250-wm, $150 each from Amazon. Works nicely for a plug and play system, heat is somewhat of a concern, but a fan control software helps out. Not...
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    Best Anti Virus

    Kaspersky is awesome. I use it on all my machines. No bloat and system runs fast. Plus they are constantly updating. Second choice would be ESET Nod32. Don't bother with the rest.
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    atticus' "ship it" vol trading journal

    Ugh didn't work. Out at 1435.75 (around the close). Flat now, only carrying some deltas in the AAPL position.
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    Where to find 30/60/90 day IV

    Most brokers have this.
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    Gamma scalping:what volatility are you trading?

    "Volatility Trading" is a great resource. If you need a primer, check out Sinclair's "Option Trading," much better than Natenberg. I really enjoy the utility of his work; more directed to the practitioner than the academic.
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    Gamma scalping:what volatility are you trading?

    Yeah filthy (Sinclair) is a sharp guy. I highly recommend his work
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    Livevol Pro - Anyone using this?

    I use them. $250/month isn't that steep if you need accurate vol figures. Info. is well organized and easy to manipulate. It's also good for analyzing skew and earnings/div data. You can always build something yourself in excel, or use something like Hoadley, which is a cheaper, one-time fee.
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    Best Options Broker/Software?

    Send them an email inquiring about commissions. They usually reply in a timely fashion. Comms are based on volume of contracts traded. I am pretty sure they just introduced Reg. T accounts for $35k minimum, clearing through IB. But they offer other setups.
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    Where to find 30/60/90 day IV

    I use livevol pro. In my opinion the best source for vol figues. It costs $250/month though.
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    atticus' "ship it" vol trading journal

    Perhaps you're right, I might regret getting out. I was just carrying to much risk on that GOOG fly relative to the rest of the account. I did add to the Oct AAPL fly near the close.
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