atticus' single-name delta book

[atticus]

Quote from newwurldmn:

interesting.

btw - on a day where we are 12/12/12 you are on post 11222.

I should go to cash bc of the Mayans. Ahh well.

Symmetry! Even my socks match today.

 

[atticus]

Short AAPL at 541.59 with 20% allocation (cash), 10% overnight req, so it's a small hedge against the 455/555/655 fly.

 

[atticus]

Quote from atticus:

Increased to 12% here from an average of 56.40 (20 mid). Average on all at 56.20.

Increased GOOG fly to 15% (57.00 fill). $56.45 average with comms.

 

[Doobs789]

Quote from atticus:

Short AAPL at 541.59 with 20% allocation (cash), 10% overnight req, so it's a small hedge against the 455/555/655 fly.

Cool. I'm in the Jan 450/550/650 from 53.50.

 

[newwurldmn]

I'm in the WMT 2.55. Small size.

 

[Doobs789]

Quote from atticus:

Long the SPX Dec20 1400/1430/1460 fly from 11.75 risk (50 mid). 10%.

Looking good.

 

[atticus]

Quote from Doobs789:

Looking good.

Ugh on the close under neutrality when I had futures on earlier in the day but closed. I am short some AAPL, however.

 

[atticus]

Quote from newwurldmn:

I'm in the WMT 2.55. Small size.

I don't think there is a lot of risk of it touching expiration BE, but should be held to (or near) expiration.

 

[newwurldmn]

Quote from atticus:

I don't think there is a lot of risk of it touching expiration BE, but should be held to (or near) expiration.

I tend to agree. If anything there might be some upside bias. I couldn't help myself and sold some jan 67 puts (1up to the fly).

I only hold these types of trades to maturity. Can't get in and out easily. That's why I avoid most of what you and doobs are doing.

 

[atticus]

Quote from atticus:

lol yes. I couldn't hold it based upon the stat-vol. When we went + on the day I started looking for the exit.

Paid 49.90 risk (49.60 mid) for the Jan18 455/555/655 fly here. 8% allocation

Out at 52.00 on 12%. Out of shares at 533.11.