atticus' "ship it" vol trading journal

atticus · Oct 11, 2012

Quote from Doobs789:

Very interesting.

Ha yes. I told her to call her and ask as we're looking to buy one for my oldest.

atticus · Oct 11, 2012

Quote from atticus:

Gain of 4.5% on RUT. Loss of 2% on AAPL (all trades since last mark). Performance to date: -4.5%

Performance to date (closed positions): +3.9%. Feel the power.

Doobs789 · Oct 11, 2012

Quote from atticus:

All in the Oct/Nov 640 calendar (long) from 16.35 (25 mid).

Established initial position at 16.50. Just added to it at 16.00.

atticus · Oct 11, 2012

Quote from Doobs789:

Established initial position at 16.50. Just added to it at 16.00.

Yeah, it's all over the place. The Samsung news is a excuse to lean on the shares, nothing material. Looking for a touch of neutrality on Monday.

Doobs789 · Oct 11, 2012

Quote from atticus:

Yeah, it's all over the place. The Samsung news is a excuse to lean on the shares, nothing material. Looking for a touch of neutrality on Monday.

I'm kind of tempted to put on a fly here. Maybe Oct19 15/40/65, but I guess the calendar would work similarly.

atticus · Oct 11, 2012

Quote from Doobs789:

I'm kind of tempted to put on a fly here. Maybe Oct19 15/40/65, but I guess the calendar would work similarly.

I'd go neutral to 35 on this touch of 630.

Doobs789 · Oct 11, 2012

Quote from atticus:

I'd go neutral to 35 on this touch of 630.

Yeah acting pretty weak here. Didn't do anything yet.

Actually thinking of going to 630, paired with those 640 cals, looks sort of favorable

atticus · Oct 11, 2012

Quote from Doobs789:

Yeah acting pretty weak here. Didn't do anything yet.

Actually thinking of going to 630, paired with those 640 cals, looks sort of favorable

Wait for the last 15 minutes. It shouldn't impact the fly fly market too much, maybe a dime lost in opportunity by waiting, but at least you'll see if we hold 630.

Doobs789 · Oct 11, 2012

Quote from atticus:

Wait for the last 15 minutes. It shouldn't impact the fly fly market too much, maybe a dime lost in opportunity by waiting, but at least you'll see if we hold 630.

Yeah good idea. Watching the 05/30/55 fly around 8.50. With the 640 cals would get me neutral to 635. But like you said I can see that a touch of 640 by Monday is feasible.

Doobs789 · Oct 11, 2012

Brainstorming about a GOOG earnings play. How about something like a Dec 660/760/860 fly to hold through the report next week. A way to get short the vol with a somewhat flat gamma profile. Similar to that AAPL Dec fly.