atticus' "ship it" vol trading journal

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Quote from atticus:

I've taken off half at 10.10. So it's a half of net liq (little less) position. I'll mark the dime against the eventual cover. I will add to 100% allocation if the date is Nov cycle.
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I'm out completely. I'll wait on it and reassess. Vols are too high for me.
 
Quote from atticus:

I wouldn't add here, as tempting as it seems. I'd rather add at 12 than risk adding into a potential Oct release. It's definitely up in the air. It would be ~24 vs. 32 if a certainty.

In 2012 the co. has gone with the fourth Tuesday for every quarter. The longer it goes without a date the more likely it's going to be the 23rd. I have a bud who's a quant at a fund and the desk had a meeting about it today. I wouldn't be surprised if the tenor started to steepen today. We'll see. He's pretty confident of Nov.
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24 vs 32? More like 24 vs 38+
 
Quote from arbs-r-us:

24 vs 32? More like 24 vs 38+
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Nov is inside the date in any case. Vols will rise from 32-33 to well above 40, but they will jump on time, not on the announcement. Nov vols are rallying 25-30 bp per day at 3-4 dVdT.
 
Quote from newwurldmn:

I bought the AAPL oct nov 665 calendar.

Vols are flattening because of the selloff. I think they report in Nov.

It's a view.
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atta boy!
 
The friggin fly went to 10.35 mid within minutes of closing 1/2 and Murphy's Law suggests I got out 10 minutes early... now it's back to 10.10.
 
Quote from atticus:

atta boy!
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This is your influence!! After the run up in March when fortuitously I was long gamma, I decided not to press my luck in AAPL. In this month, I've done two trades, the first didn't work out (even though to maturity I would have received max gain) and now this.
 
Quote from newwurldmn:

This is your influence!! After the run up in March when fortuitously I was long gamma, I decided not to press my luck in AAPL. In this month, I've done two trades, the first didn't work out (even though to maturity I would have received max gain) and now this.
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Press your luck! Haha
Make a run for rich

My call aapl sells off with the entire market . Then kills it at earnings ..
 
Quote from cdcaveman:

Press your luck! Haha
Make a run for rich

My call aapl sells off with the entire market . Then kills it at earnings ..
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This is already in process...
 
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