atticus' "ship it" vol trading journal

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Quote from atticus:

Not theta, vega. I was within a dime of predicting the fly price today ($42), as well as the 26% vol in Nov. Not patting myself on the back, but I trade a lot of vol. I think it's got to go a bit lower.
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Ahh, okay. Thank you.
 
Quote from atticus:

Not theta, vega. I was within a dime of predicting the fly price today ($42), as well as the 26% vol in Nov. Not patting myself on the back, but I trade a lot of vol. I think it's got to go a bit lower.
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Could you give us an idea how much of these predictions are based on experience/skills and how much (if any) in some kind of model even if it is not strictly quantitative (for example if you use an estimate for how fast the vol mean reverts, how it correlates with price change etc or to be more clear something analogous to your own PF "model").

Excellent thread btw and obv: run goot please!
 
Quote from IV_Trader:

same here...13.15 and will average down
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My cost is 11$ after averaging down and scalping profits

ATM straddle is at 13.50…nice

Looking at FOSL but spread may be a killer
 
Quote from IV_Trader:

My cost is 11$ after averaging down and scalping profits

ATM straddle is at 13.50…nice

Looking at FOSL but spread may be a killer
More...

I was wrong here. I see that in doing the 110's, the pnl is about 2.4 between premium (70 cents) and gamma (1.7).
 
Quote from newwurldmn:

I was wrong here. I see that in doing the 110's, the pnl is about 2.4 between premium (70 cents) and gamma (1.7).
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110 on weeklies or NOV ?

I have 250 for weeklies (day before exp) and north of 85 on NOV

Believe it or not it’s STILL an entry (especially NOV )…the vola can print insane numbers based on FB report
 
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