convexx's "hitting bids and lifting offers" ETF options

[convexx]

GOOG out 8.20 mid/FV. 0.23 microstructure on open, 0.29 on close. 8.20 less 0.52. 7.68 off. 18% gain on debit.

typo fixed.

 

[convexx]

NDX Oct16 3900/3950/4050 231 asym in puts. Someone in my family has this already. The mid is close to fill quality here at 20.15 to 0.20:

https://www.dropbox.com/s/b243mhlix7da2my/2014-10-02_0932.png?dl=0

This would be a 5% reco on allocation.

Out at scratch. I have a preferable structure for the close.

 

[convexx]

I don't like the R/R, but I want to get neutral to 1960 cash. 1900/1940/1980/2020 in puts.

23.95 to the buy.

 

[convexx]

I don't like the R/R, but I want to get neutral to 1960 cash. 1900/1940/1980/2020 in puts. View attachment 145204

23.95 to the buy.

My niece is a pro. I was on the road today and she logged into her account and bought two SPY puts per condor:

 

[convexx]

I don't like the R/R, but I want to get neutral to 1960 cash. 1900/1940/1980/2020 in puts. View attachment 145204

23.95 to the buy.

Out 27.20 and 3.74.

She actually dumped the puts at 5.62 but I wasn't told. Anyway, I will mark the position to the bid on the puts.

 

[convexx]

She bought 2 Oct16 NDX 55/00/90 231 from 24.00. I thought she could do a bit better on the fill.

 

[onelot]

She bought 2 Oct16 NDX 55/00/90 231 from 24.00. I thought she could do a bit better on the fill.View attachment 145292

are she/you legging into these spreads?

curious how you're working them if not (have never used IB for spreads this large). just combo limit orders and trying to fill a bit better than mid? or one of their algos?

thanks for the journals. have learned a lot.

 

[convexx]

She bought 2 Oct16 NDX 55/00/90 231 from 24.00. I thought she could do a bit better on the fill.View attachment 145292

Out at 23.00. Inversion and risk of a very, very bad day.

 

[convexx]

are she/you legging into these spreads?

curious how you're working them if not (have never used IB for spreads this large). just combo limit orders and trying to fill a bit better than mid? or one of their algos?

thanks for the journals. have learned a lot.

Thanks.

No, she/we are trading these as a spread on COB. She's in a OB rotation, so I trade her account most days.

 

[convexx]

NDX distro-play for the wife's b-day (Oct23). 3850/4050/4150 132 in calls from 80.00 mid.