atticus' "ship it" vol trading journal

[atticus]

Quote from cdcaveman:

Your out?

Out of half at 41.00 (41.22 mid)

 

[cdcaveman]

I am 41.10. puts me up a good bit even with the directional 640/665/690 fly i bought

 

[atticus]

Quote from atticus:

Out of half at 41.00 (41.22 mid)

Out the remainder at 41.10 (41.30 mid) at 611+. I think it trades to 42 today, but want to roll into other positions.

 

[atticus]

Quote from atticus:

Out the remainder at 41.10 (41.30 mid) at 611+. I think it trades to 42 today, but want to roll into other positions.

Performance to date: +35.0%

 

[jj90]

Thank you atty! In the iron for 62.6 out at 58.7. +3.9, made up for my botched handling of AMZN. Was short realized vol there in the OCT ATMs but the no brainer hedge short atfermkt @ 220.7 killed the trade PNL.

 

[atticus]

Quote from atticus:

Can't say with a day to go. Nov to 26 or so tomorrow.

Nov vol at 26-27.

 

[atticus]

Quote from jj90:

Thank you atty! In the iron for 62.6 out at 58.7. +3.9, made up for my botched handling of AMZN. Was short realized vol there in the OCT ATMs but the no brainer hedge short atfermkt @ 220.7 killed the trade PNL.

YW!

 

[Doobs789]

Quote from atticus:

Out the remainder at 41.10 (41.30 mid) at 611+. I think it trades to 42 today, but want to roll into other positions.

Good play sir. I'll probably keep it around. It should continue to work, albeit slowly.

On to the next one.

 

[atticus]

I think there is more in Jan13 so I went long a 1/2 position in the 510/610/710 from 42.80 risk.

 

[atticus]

Quote from atticus:

I think there is more in Jan13 so I went long a 1/2 position in the 510/610/710 from 42.80 risk.

Bad fill, currently 42.90 offered.