atticus' single-name delta book

[atticus]

Quote from atticus:

Long 10% in AAPL Feb8/15 455 put calendar from 2.65 risk (60 mid). Looking for 50% on debit within 4 trading days (for half) and will hold the remainder.

Expecting a VWAP over the hold of 457 on shares.

Short 5% of net liq (2.5% of net liq overnight req) in AAPL spot from 444.50.

 

[atticus]

Quote from atticus:

Short 5% of net liq (2.5% of net liq overnight req) in AAPL spot from 444.50.

Out 457.12. Remain in calendar.

 

[justrading]

Atticus, in percentage terms would you say that your profit targets for calendars are typically lower than for 'flys?

 

[atticus]

Quote from justrading:

Atticus, in percentage terms would you say that your profit targets for calendars are typically lower than for 'flys?

Generally, as the terminal distro is different (assumption to hold over the wknd of the exp of the front-end).

 

[justrading]

Quote from atticus:

Generally, as the terminal distro is different (assumption to hold over the wknd of the exp of the front-end).

Thanks.

 

[atticus]

Quote from atticus:

Added. 15% from 2.62 average (53 mid).

Out all at 3.40 (52 mid)

 

[atticus]

Quote from atticus:

5% in the SPY Feb8 48/50/52 fly from 0.55 risk (53 mid).

Out all from 0.71 (72 mid)

 

[atticus]

Performance to date: +24.1% at <4% risk PTT. Running >6x risk, MTM.

 

[Doobs789]

Quote from atticus:

Performance to date: +24.1% at <4% risk PTT. Running >6x risk, MTM.

Nice work sir. I am out of AAPL at 4.00. And got shaken out of SPY the other day at .57

 

[johnshepherd59]

Did you guys buy lnkd calendar?