atticus' single-name delta book

[newwurldmn]

cutting a lot of risk it seems.

 

[atticus]

Quote from newwurldmn:

cutting a lot of risk it seems.

I want to see where we close.

 

[ammo]

in relation to some benchmark,news,chart?

 

[atticus]

Performance to date: >7.2% in 26 calendar days.


I am feeling uneasy and want to see if we close at an excursion, up or down. I don't feel like building a neutral-book of vola, and can't afford to sell premium outright here, so looking for a delta-bet.

 

[ammo]

aapl is in neutral...could be building a right shoulder

 

[ammo]

goog

 

[cdcaveman]

Quote from ammo:

goog

goog looks like it has support.. apple still looks like its got alot of shoulder to create left yet..

 

[ammo]

aapl ten day,start of the bounce,cant get an 11 day chart,stopped on the 71 ledge,could fill that gap/cleave beneath

 

[atticus]

Dumped AAPL at neutrality. I was confident that 94 was a top, but unwilling to take risk to flipping modality on delta, and now at 73 we can see why. Vola is in the bottom two deciles so I am losing interest in AAPL. Maybe in calendars.

 

[atticus]

Quote from atticus:

Performance to date: >7.2% in 26 calendar days.


I am feeling uneasy and want to see if we close at an excursion, up or down. I don't feel like building a neutral-book of vola, and can't afford to sell premium outright here, so looking for a delta-bet.

Peak to trough was less than 4; so running 2x risk (profit factor) to date.