atticus' single-name delta book

[atticus]

Working the 100-wide 715 body for Jan18 now that we're at 719.

 

[newwurldmn]

Quote from atticus:

I'd rather call Buffett! He loves to play vola. 30/100 or so.

Only if he doesn't have to put up collateral.

 

[atticus]

Quote from atticus:

Working the 100-wide 715 body for Jan18 now that we're at 719.

10% allocated at 57.70 risk (short gamma). (25 mid) bad fill.

 

[ammo]

gap fill

 

[cdcaveman]

Quote from ammo:

gap fill

whats that translate into..?? does that substantiate your short position more?

 

[atticus]

Paid 6.80 (65 mid) for the AAPL 12/21 500/520/540 put fly, 10%.

 

[Doobs789]

Quote from atticus:

Paid 6.80 (65 mid) for the AAPL 12/21 500/520/540 put fly, 10%.

Nice. I am still in the 30-wide.

 

[ammo]

Quote from cdcaveman:

whats that translate into..?? does that substantiate your short position more?

a pop in goog ,nothing more

 

[cdcaveman]

Quote from ammo:

a pop in goog ,nothing more

my bad.. i thought you were talking ES.. i'm looking at the ES journal and this one..

 

[newwurldmn]

Out on the AAPL. Down small.

Sucked because I got whipped around a bit.
Risked 2 percent of account to make 1 percent. Lost 1
13 bps