Carey's Journal

atticus · Dec 25, 2012

Quote from cdcaveman:

I have no idea how to model how many long deltas to get in a spy/spx fly against VM contracts

But you do with SPY spot vs. VM?

cdcaveman · Dec 25, 2012

Quote from atticus:

But you do with SPY spot vs. VM?

Don't act like that's not a statement haha

cdcaveman · Dec 28, 2012

+ BOT 1 VIX - MAR 19 '13 + APR 16 '13 Calendar Spread 0.34 USD CFE 16:05:11 SpreadTrader 3.94 null

newwurldmn · Dec 28, 2012

Quote from cdcaveman:

+ BOT 1 VIX - MAR 19 '13 + APR 16 '13 Calendar Spread 0.34 USD CFE 16:05:11 SpreadTrader 3.94 null

Why did you do this?

cdcaveman · Dec 28, 2012

Quote from newwurldmn:

Why did you do this?

Cause I think in the end of this spike I wanna be long equity risk even if this is the beginning of a lot of selling..and I believe this sensationalized cliff will get resolved.
. What's your play

newwurldmn · Dec 28, 2012

Quote from cdcaveman:

Cause I think in the end of this spike I wanna be long equity risk even if this is the beginning of a lot of selling..and I believe this sensationalized cliff will get resolved.
. What's your play

You think the march will come down faster than the april? why not just sell feb or something with more sensitivity to spot vix?

cdcaveman · Dec 31, 2012

+ SLD 1 VIX - MAR 19 '13 + APR 16 '13 Calendar Spread 0.56 USD CFE 13:31:14 SpreadTrader 3.94 null sub account

was in at .34

cdcaveman · Dec 31, 2012

sold 1 put against my position ...
SLD 1 XDE JAN 18 '13 130 Put Option 0.35 USD PHLX 13:42:01 OptTrader 1.41 null sub account

cdcaveman · Dec 31, 2012

SLD 1 ES MAR13 Futures 1407.75 USD GLOBEX 13:47:36 ChartTrader98688275 2.01 null sub account

BOT 1 ES MAR13 Futures 1406.50 USD GLOBEX 13:48:03 ChartTrader98688275 2.01 null sub account

sellindexvol66 · Dec 31, 2012

Quote from cdcaveman:

+ SLD 1 VIX - MAR 19 '13 + APR 16 '13 Calendar Spread 0.56 USD CFE 13:31:14 SpreadTrader 3.94 null sub account

was in at .34

nice job..and don't give edge away for free!!!