atticus' single-name delta book

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Quote from atticus:

Increased to 12% here from an average of 56.40 (20 mid). Average on all at 56.20.
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I like it. Tried to get in it around 57.00, was not filled.
 
Quote from Doobs789:

I like it. Tried to get in it around 57.00, was not filled.
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Yeah, it literally jumped a buck within 10 mins of my fills. SPX went from up four to up seven which drained some vola as it appeared we would go out well.

I'd bet it gains another dollar tomorrow based upon the ES print of 32+. I'd like to increase size in AAPL but it's already at near max commitment with GOOG at 24% of book.
 
The GOOG fly neutral to 700 is the best vol-bet I've seen in a while. I intend to hold this as long as possible and may increase size tomorrow if it doesn't get away from me, but I won't go beyond 15%.

I intend to hold through EOM at the very least to defer taxes.
 
Quote from atticus:

Short ES from 27.00. A hedge due to drop in vola. Small position, 3% allocation basis initial futures req.
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I sold some delta as well (25% of account) in the form of SPY jan 143 puts.

Reason to fade my calls: I sell a ton of dec gamma in AAPL and then it rallies 2.5% the next day.
Reason to follow me: I didn't lose money because of the delta that the position inherently had and the vol drop.

I am short small delta in AAPL now.
 
Quote from atticus:

Short ES from 27.00. A hedge due to drop in vola. Small position, 3% allocation basis initial futures req.
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Closed at 37.25. -0.2% against book.
 
Quote from atticus:

Bought 10% in the WMT Jan 65/70/75 fly from 2.50 risk (45 mid). Thinking that 69.70 will be the monthly VWAP on the hold.
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interesting.

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