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-Closed the POT call spread @ 0.85 for a loss, so much for punting. -Will exit the AMZN straddle before market close, currently looking for any favorable earnings plays. -Holding onto the NDX and RUT flies (may add to them if the market weakens), being short index vol is favorable right...

I've decided to start a journal tracking my current trades. I am short vol for the most part. With flies/cals being my bread and butter (short gamma). But I will include the occasional one-off trade. From 7/13: Long NDX AUG 2500/2600/2700 Fly @ 30.00 And today, 7/25: Long RUT AUG...

This. Short time spread usually works.

Long @ 1334, SL 1330

No need to shadow trade, his edge is just that, his. It's not sustainable to blindly follow anyone. But it is a great learning opportunity to see how a pro actually trades, and what set-ups he looks for.

I assume you mean 1.21xx?

If it is I would watch it carefully.

http://www.historicaloptiondata.com/ probably the least expensive that I have seen. Live vol also offers various packages

Closed it @ 9.45 earlier this morning

Was looking at a long 28/26 P back spread, didn't execute it though

Ratio Spreads?

Anyone playing FB or AMZN?

Just about 110 on the mid now (Call fly that is)

+1 Good call.

JULY4 or AUG?

I use Hoadley's tools. They are very helpful and well designed. The excel finance add-in provides convenient functions when building your own stuff. Fairly inexpensive as well.

It's a 205/225/245 Fly that I have has on for a few weeks now. It was showing some good profits before the latest market dip. Should have closed it out earlier. Still bullish on the stock though.

I have a fly to 225 that is long too many deltas currently, but it's in July expiry. I haven't seen any earnings plays that stick out to me yet. Perhaps a short calendar, but I haven't researched it yet. I am overall bullish on the longer term prospects of the stock though.

As always, it's anybody's guess on direction. I'd rather play earnings (vol) through individual names.

Buy a 1300 strike Calendar. Vols should rise if the you're right and the ES falls there.