atticus' "ship it" vol trading journal

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Quote from atticus:

Unlikely to reach 674.60, so I risked 12.00 on the fly (11.52 mid). Attempted fills 10-20 off mid were unable on the iron.
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11.58 mid, 12.20 offered.
 
Quote from Doobs789:

Filled at 12.00
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Good man. More of a stop on time than price. Would like to see 668 as I expect the fly to see demand at that print (straddle drop/slight vol drop). A tough one into the IP5 release.
 
I also like the GOOG 665/690/715 weekly (calls here) fly from 11.00 (10.60 mid). I'd go with calls as the microstructure will benefit the call fly slightly <690. I own it as the iron but would probably go with the calls. Obviously preference.
 
Quote from atticus:

I also like the GOOG 665/690/715 weekly (calls here) fly from 11.00 (10.60 mid). I'd go with calls as the microstructure will benefit the call fly slightly <690. I own it as the iron but would probably go with the calls. Obviously preference.
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Nice, I was just looking at a similar goog fly as you posted
 
AAPL SEP 14 '12 + 660 - (2)675 + 690 Call Butterfly filled at 3.32

i totally noob3ed it on the fill! ...

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Not to derail your thread but I'm guessing 10.95 11.58 12.20 is the bid/mid/offer for all three components of the fly. How do you post an offer of 12.00 when you are trading different contracts? Or does it just cross the market on all three when you can get 12.00?
 
Quote from jb514:

Not to derail your thread but I'm guessing 10.95 11.58 12.20 is the bid/mid/offer for all three components of the fly. How do you post an offer of 12.00 when you are trading different contracts? Or does it just cross the market on all three when you can get 12.00?
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Those quotes are for the whole package
 
Quote from jb514:

Not to derail your thread but I'm guessing 10.95 11.58 12.20 is the bid/mid/offer for all three components of the fly. How do you post an offer of 12.00 when you are trading different contracts? Or does it just cross the market on all three when you can get 12.00?
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No, it's the fly NBBO.
 
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