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  1. D

    atticus' single-name delta book

    You're a better man than I. I think I am done trying to short vol in this name for now. EDIT: Never mind I see that you're out. Maybe we should start buying straddles instead.
  2. D

    atticus' single-name delta book

    Call me clairvoyant
  3. D

    atticus' single-name delta book

    At the risk of sounding redundant; I bought the AAPL Nov23 510/530/550 put fly for 6.50 I'll probably have to kill it at the open, before it's typical mid-morning sell-off. But the thing has to go up at some point.
  4. D

    atticus' single-name delta book

    Hey quit copying me
  5. D

    atticus' single-name delta book

    Out of the 555 fly at 5.00 (+0.00) Out of the 550 fly at 9.00 (+1.40) Bought the 530/545/560 put fly yesterday for 5.80. But I'll probably get rid of it on a break of 540.
  6. D

    atticus' single-name delta book

    Going to get into a 540/555/570 fly for 5.00. I want to stay long delta.
  7. D

    atticus' single-name delta book

    Agreed. I am still in 530/550/570, which is up about a buck since I put back on yesterday. I think 550 could be in the cards today.
  8. D

    atticus' single-name delta book

    Nice. AAPL position is a big winner.
  9. D

    atticus' single-name delta book

    Getting back into the AAPL 530/550/570 fly @ 7.60
  10. D

    atticus' single-name delta book

    I like 545 still. Your fly is up like 0.60.
  11. D

    atticus' single-name delta book

    Also out at 6.75. Still in a 535/545/555.
  12. D

    atticus' "ship it" vol trading journal

    Some serious upside skew in those Nov options. What strikes are you in for the calendar?
  13. D

    atticus' single-name delta book

    Decided strike width based on approximate straddle price in Nov. It's about 15-16 currently, so went with 20 wide.
  14. D

    atticus' single-name delta book

    Going to go with the GOOG Nov16 645/665/685 for 8.00
  15. D

    atticus' single-name delta book

    I'm still in that GOOG 675 fly from the other journal. About back to even now, but that's probably all I'll get out of it.
  16. D

    atticus' single-name delta book

    Do you use kelly criterion to size your bets?
  17. D

    atticus' single-name delta book

    Hedging the short deltas from the fly?
  18. D

    atticus' single-name delta book

    Subscribed. I look forward to following along.
  19. D

    atticus' "ship it" vol trading journal

    Yeah, sucks. You still in the Dec fly in the other account? Looks like I was dead wrong on the SPX trade.
  20. D

    atticus' "ship it" vol trading journal

    Hey, 40% in two months, I'll take that. Nice trading sir.
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