atticus' single-name delta book

atticus · Jan 11, 2013

Quote from Doobs789:

11.30 Looking good.

11.60 now, looking for 12.00 at Monday's open.

sellindexvol66 · Jan 14, 2013

paid 499.32/499.91 appl spot. this is my initial entry. i will add if it drops.

i wish you fly guys luck there.

atticus · Jan 14, 2013

Quote from atticus:

Paid 10.90 (80 mid) for the AAPL jan18(S)/jan25(L) 520 put calendar. 15% allocation.

Looking for a VWAP over the week at 524, but went with the 20-strike to split the difference. Went ITM for microstructure as I expect we'll be above 520 (as stated).

Spreading pre/post term structure. Looking for three handles on vol and essentially a pure play on distribution. Will exit on at 15 (on the cal) if touched.

Out at 10.20 on the calendar (currently 10.10 x 10.65 mkt). Lost $0.70 or 0.96% at 15% allocation.

atticus · Jan 14, 2013

Quote from atticus:

Out GOOG fly at 4.50 (65 mid).

Performance to date: +15.95% (Up closer to 20%, but forgot to post the VXX fly that doobs and I were trading. I will use the pre-VXX perf#).

Performance to date +14.98% after the AAPL loss. Still holding the small AMZN position. Will be at a 20% allocation (somewhere) at the close today or tomorrow.

newwurldmn · Jan 14, 2013

my favorite trade at the moment is short Dell Feb 11 puts. Hard to make it really big though.

atticus · Jan 14, 2013

This account just went live today so no realized PNL. Mid 7-figures and christened a new 12-core MacPro for the occasion. It will loosely track what I am doing here, but there is a lot of moving parts in this account and it's going to be longer holds and lower PNL velocity. That's why R/T calls are more important than a blotter, IMO.

Option loss attributable to microstructure/entry edge-loss. Stock gain from 400-share AAPL short.

kinggyppo · Jan 14, 2013

Quote from atticus:

This account just went live today so no realized PNL. Mid 7-figures and christened a new 12-core MacPro for the occasion. It will loosely track what I am doing here, but there is a lot of moving parts in this account and it's going to be longer holds and lower PNL velocity. That's why R/T calls are more important than a blotter, IMO.

Option loss attributable to microstructure/entry edge-loss. Stock gain from 400-share AAPL short.

does latency matter in this account? Obviously you don't want fills on a 386 pentium, disregard if this info is proprietary.

atticus · Jan 14, 2013

Quote from kinggyppo:

does latency matter in this account? Obviously you don't want fills on a 386 pentium, disregard if this info is proprietary.

I do some basket trading, so I suppose it may be an issue, but all is low-freq. I have fiber to the house but I am nowhere near exchange centers. I'll post a monthly IB PNL% chart from IB's portfolio reports. I do a lot of video editing for my kids (skiing and also minecraft and TF2) for their youtube videos.

Took2Summit · Jan 14, 2013

Quote from atticus:

I do some basket trading, so I suppose it may be an issue, but all is low-freq. I have fiber to the house but I am nowhere near exchange centers. I'll post a monthly IB PNL% chart from IB's portfolio reports. I do a lot of video editing for my kids (skiing and also minecraft and TF2) for their youtube videos.

question for you if you dont mind answering, if you do its completely understandable as it's kind of a personal question:

where did the 7 figures come from? savings from employment, inheritence, built it up from trading?

Once again sorry if this is too personal but I would love to know

atticus · Jan 14, 2013

Quote from newwurldmn:

my favorite trade at the moment is short Dell Feb 11 puts. Hard to make it really big though.

You're in higher I am sure, but they're at a quarter for Feb. I mistook the calls for the puts and saw a 1.50 price. Quite a shock until I saw that I was looking at the calls.