atticus' "ship it" vol trading journal

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I am also in the AAPL 540/640/740 Dec fly from yesterday (39.70). Think we drop to 615 on the report, but the vol will come in and we'll see 46-48 on the fly.
 
Quote from atticus:

I am also in the AAPL 540/640/740 Dec fly from yesterday (39.70). Think we drop to 615 on the report, but the vol will come in and we'll see 46-48 on the fly.
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In the AAPL fly at 39.65 risk (irons)

In the GOOG fly at 4.90 risk (irons)
 
Quote from atticus:

I am also in the AAPL 540/640/740 Dec fly from yesterday (39.70). Think we drop to 615 on the report, but the vol will come in and we'll see 46-48 on the fly.
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Are you assuming that we will get a smile effect with an increase volatility or that just one wing of the the fly's volatility will substantially increase depending on the earning's announcement direction?
 
Well wtf. All in 20/45/70 in the AAPL Oct monthly fly for the journal. The bottom is in (at least into earnings). Paid 7.35 (25 mid). Hua.
 
Quote from atticus:

Well wtf. All in 20/45/70 in the AAPL weekly fly for the journal. The bottom is in (at least into earnings). Paid 7.35 (25 mid). Hua.
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Weekly Fly is around 11.00. Regular Oct expiry is around 7.25
 
Quote from ammo:

in hindsigt but it's theoretical anyway, your short the 600 call long the 660 call,short the 660 put long the 600 put,today the long call is losing money,you take it off and put it back on ,or your losing money on the short 660 put,take it off and put it back on,go home neutral overnight,just scalp in and out with the direction of the move,the short call spread is making money,you lift the short put,put it back on at a better price, by expiration you may have taken 20 points out of it,always going home neutral
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I know what a box is... so your scalping the shorts on a box depending on price action
 
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