atticus' "ship it" vol trading journal

Status
Not open for further replies.
Quote from kinggyppo:

expected move from 30-35 so take that from 615 gives you 580, I like selling put spreads defined risk. like the selling the oct weekly 570/580 put spread, vol is around 100%, tomorrow should trade 30%-40%.
yea i was thinking about a credit spread outside the implied move on the downside..... i was thinking a broken wing fly on the upside starting at about 645..... so like a 645 685 740
 
Rolled from the Jan13 550-750 into the Jan13 530-730 fly on AAPL into the report (today). Out of 650 fly at 34.40 and into the 530/630/730 from 36.30 risk. All in (95% allocation).

Performance to date: +21.2% on risk, net of comms.
 
Quote from atticus:

Rolled from the Jan13 550-750 into the Jan13 530-730 fly on AAPL into the report (today). Out of 650 fly at 34.40 and into the 530/630/730 from 36.30 risk. All in (95% allocation).

Performance to date: +21.2% on risk, net of comms.

Two hundred wide.....so if it moves more then the price of the straddle will you be red... Or will it take more then that with the iv collapse
 
Complain about the OT posts and they'll be removed. Also the one lot SPY spot trades for losses aren't really relevant to an option thread.
 
Quote from atticus:

[B Out of 650 fly at 34.40 and into the 530/630/730 from 36.30 risk. All in (95% allocation).
[/B]

I like, piggybacking here, trying to get filled on the iron @ 63.6.
 
Quote from cdcaveman:

Yea considering the straddle was like 32.... that's like a third.... the entire rundown into earnings probably is gonna keep it up

Opened down 20-25 and now sitting at 605. Winner winner chicken dinner if we hold above 595. And yes, good point.
 
Status
Not open for further replies.
Back
Top