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atticus' "ship it" vol trading journal
- Thread starter atticus
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Quote from atticus:
Yeah, very ugly. I am incompatible with this ticker. $655 or so, and will be out today if we don't print a bull-reversal.
I haven't decided what I will do. I haven't been hedging it so I'm running a fair amount of delta right now. This had been one of my most profitable tickers. This trade however, was larger than most I do so it's set me back.
Quote from newwurldmn:
I haven't decided what I will do. I haven't been hedging it so I'm running a fair amount of delta right now. This had been one of my most profitable tickers. This trade however, was larger than most I do so it's set me back.
We'll touch 660 today... will that be enough? (will be for me)
Quote from atticus:
We'll touch 660 today... will that be enough? (will be for me)
It will help. Not enough for break even. In an environment like this a week is an eternity so I will need to model his better.
will improve my pnl by about 1/2 the loss. however i'm long enough vol that 1 vega drop across the curve will cost me that pnl.
To not pollute your other thread:
BBY Nov Dec calendars look attractive. Slight vol debit, but huge catalyst in Dec.
BBY Nov Dec calendars look attractive. Slight vol debit, but huge catalyst in Dec.
Expy the 17th and old CEO expected to make bid in dec. before expectation was 24-26 now it's unclear wha if any. Either way vol stays bid.
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