atticus' "ship it" vol trading journal

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Quote from atticus:

The front month calendar within the report is again in the $5-6 range for ATMs. Not a journal trade, but the Oct/Nov 750 cal is a good bet on the binary. There is no vol-risk in the trade, pure distribution (priced in gamma). I've got some on at 5.60 to the buy, but small as a result of the binary, not a journal trade.
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wait has someone figured out definite on apple earnings??
 
Quote from atticus:

GOOG bro.
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haha.. obviously i haven't been paying attention... i didn't hold the MA fly... fucking should have...

just did this

+ BOT 1 BIDU SEP 28 '12 + 100 - (2)130 + 115 Call Butterfly 11.95 USD SMART 13:25:35 OptTrader 2.16 null

it copied wrong... i'm short the 115's werid... scared me when i looked at it again
 
AAPL vols are now 300 in NOV/OCT so it's actually tightened instead of diverging. It's even less certain of a "4th Tuesday" so I am unwilling to trade Oct vola in AAPL here. I'll stick to the weeklies until it's known.
 
Quote from atticus:

AAPL vols are now 300 in NOV/OCT so it's actually tightened instead of diverging. It's even less certain of a "4th Tuesday" so I am unwilling to trade Oct vola in AAPL here. I'll stick to the weeklies until it's known.
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Yeah I just noticed that as well. I am looking to offer the Oct AAPL fly here.
 
Quote from cdcaveman:

haha.. obviously i haven't been paying attention... i didn't hold the MA fly... fucking should have...

just did this

+ BOT 1 BIDU SEP 28 '12 + 100 - (2)130 + 115 Call Butterfly 11.95 USD SMART 13:25:35 OptTrader 2.16 null

it copied wrong... i'm short the 115's werid... scared me when i looked at it again
More...

That's really tight, but looks ok.
 
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