atticus' "ship it" vol trading journal

SatMir · Sep 13, 2012

Quote from jack hershey:

I agree.

Also, SCT had a S to L reversal one bar before the announcement.

December futures or September?

Doobs789 · Sep 14, 2012

Might need to kill the fly. Don't want to fight the tape here

atticus · Sep 14, 2012

Quote from atticus:

Long the Oct 625/675/725 from 16.25 risk. Also to the limit of port. High prob of hitting neutrality by Monday's close. Looking for at 19.00 on the offset.

Ugh out at 15.75 (85 mid) for a loss of 0.50. Will wait to see how spot looks to close.

atticus · Sep 14, 2012

Performance to date: +11.7% after comms.

Going wide to replicate the straddle with another 50-wide. It's difficult when trading a single name to 100% allocation.

635/685/735 at 16.95 bot (16.75 mid), 694.4x spot. Basically an SPX call as I don't believe we'll hold these gains.

Doobs789 · Sep 14, 2012

Quote from atticus:

Ugh out at 15.75 (85 mid) for a loss of 0.50. Will wait to see how spot looks to close.

Closed it @ 15.95. Of course it's higher now.

Also, long ES @ 1459.50. EUR looking strong.

atticus · Sep 14, 2012

Quote from Doobs789:

Closed it @ 15.95. Of course it's higher now.

Also, long ES @ 1459.50. EUR looking strong.

Sorry about that. It's at our entry now, but thetas dropped to half and for this experiment I cannot buy any underlying to hedge. Needed to get within 10 of neutral.

Doobs789 · Sep 14, 2012

Quote from atticus:

Sorry about that. It's at our entry now, but thetas dropped to half and for this experiment I cannot buy any underlying to hedge. Needed to get within 10 of neutral.

No worries. Your record speaks for itself. I'm not so sure about the pullback though.

atticus · Sep 14, 2012

Quote from Doobs789:

No worries. Your record speaks for itself. I'm not so sure about the pullback though.

690 is all I am looking for in VWAP for the next five days. If we get that we'll see at least $3 in the new fly.

jtrader33 · Sep 14, 2012

Quote from atticus:

635/685/735 at 16.95 bot (16.75 mid), 694.4x spot. Basically an SPX call as I don't believe we'll hold these gains.

Piggybacking a 3 lot in IRA account. Filled @ 16.95.

Doobs789 · Sep 14, 2012

Quote from atticus:

690 is all I am looking for in VWAP for the next five days. If we get that we'll see at least $3 in the new fly.

Fair enough.

Out of ES @ 1464, +4.5