atticus' "ship it" vol trading journal

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MA reports in the Nov cycle. I would be short vol and deltas in MA in Oct. The 400/450/500 Oct fly is a buy at 30.00 (0.35 over mid). I would play this very large. I own the iron (short g) but not for the journal.
 
Quote from atticus:

I own the iron
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Seems like most of the time you've been doing irons over puts/calls. Is that a preference or just where pricing has been lining up best recently?
 
Quote from bs2167:

Seems like most of the time you've been doing irons over puts/calls. Is that a preference or just where pricing has been lining up best recently?
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My automation fills the wings and then works the body. I'd rather do the call or put, but don't want to get stuck in the COB with no market visible. It's more a preference than concern.
 
Quote from atticus:

My automation fills the wings and then works the body. I'd rather do the call or put, but don't want to get stuck in the COB with no market visible. It's more a preference than concern.
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Ah, makes sense. Thanks.
 
Quote from atticus:

MA reports in the Nov cycle. I would be short vol and deltas in MA in Oct. The 400/450/500 Oct fly is a buy at 30.00 (0.35 over mid). I would play this very large. I own the iron (short g) but not for the journal.
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In the put at 29.50 (which was mid at the time...slightly lower now). Was filled instantly - others may be able to do better.
 
Quote from bs2167:

In the put at 29.50. Was filled instantly - others may be able to do better.
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Yeah, I paid 70 but the body dropped a bit after the wings were bought. I think this is worth a gain of seven in the next two weeks. I don't have any size on yet as it's a journal trade.
 
In the MA Fly (iron) @ 29.40

Closed the AAPL 685 Fly @ 17.30. I guess we should've waited as it's now at 18.25.

Closed the GOOG 700 Fly @ 15.80. Now at 16.25.

Not having good luck with fills today.

Currently looking at an SPX Fly neutral to 1450.
 
Quote from Doobs789:

In the MA Fly (iron) @ 20.60

Closed the AAPL 685 Fly @ 17.30. I guess we should've waited as it's now at 18.25.

Closed the GOOG 700 Fly @ 15.80. Now at 16.25.

Not having good luck with fills today.

Currently looking at an SPX Fly neutral to 1450.
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Cool. Please use the risk figure when quoting a fly so we stick to a pricing convention.
 
+SLD 1 AAPL OCT 19 '12 + 665 - (2)620 + 710 Put Butterfly 12.35 USD SMART 14:31:07 2.22 null


bought it for 13.07 taking a loss..
wouldn't fill at the mid kept bringing it down till it filled.. no reason to hold on to losers
 
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