convexx's stfu journal

[convexx]

Something I follow closely has printed a bear-trade in Shanghai. It's not a mkt that I trade (obviously), but would be correlated to , HSI, Nik, etc. Called short at 2226 cash. HSI cash, 24,783.

No signal for Nikkei as it is a manipulated mkt.

Hang Seng baby.... 24,622. Down 161 from short call.

 

[voltrader1]

in a 455-475-495 butterfly on nflx @ 11.65, imp vol is a little elevated.

 

[convexx]

in a 455-475-495 butterfly on nflx @ 11.65, vol is a little elevated.

thanks, I'll look.

 

[convexx]

Out of the SPX calendar. Just under 20% gain on debit req. Still in the RUT asym fly.

https://www.dropbox.com/s/v4x2ry2dyl3gstg/2014-09-02_1055.png?dl=0

 

[convexx]

I have something very similar in QQQ and IWM, but those weren't posted in RT, so here we are.

Long the NDX Sep monthly 4000/4050/4150 231 put asym from 28.40 mid. This can be traded aggressively.


https://www.dropbox.com/s/vm8yevfj6r9jvt3/2014-09-02_1230.png?dl=0

 

[convexx]

I'd also reco a small (1 lot) NDX PF here; Sep monthly 4000P/C 3x1 at 139.70 CR. I will update risk to strike and straddle combo relationship after the close.

https://www.dropbox.com/s/yj5dfn1xhllr12g/2014-09-02_1233.png?dl=0

 

[convexx]

RUT 1155/65/85 asym 231 in puts. Sep4. 5.40 mid on the debit to buy.

http://imgur.com/Z5d2WGn

I almost can't bear to cover this, but I have short deltas in NDX and products. Cover 6.15 mid.

https://www.dropbox.com/s/437uc34q1462zlr/2014-09-03_0833.png?dl=0

 

[convexx]

I have something very similar in QQQ and IWM, but those weren't posted in RT, so here we are.

Long the NDX Sep monthly 4000/4050/4150 231 put asym from 28.40 mid. This can be traded aggressively.


https://www.dropbox.com/s/vm8yevfj6r9jvt3/2014-09-02_1230.png?dl=0

No cover yet, but this asym is trading 31.40 mid. PF is up a few hundred on marks.

https://www.dropbox.com/s/p6wfrw1xkrcaccj/2014-09-03_0906.png?dl=0

 

[convexx]

I have something very similar in QQQ and IWM, but those weren't posted in RT, so here we are.

Long the NDX Sep monthly 4000/4050/4150 231 put asym from 28.40 mid. This can be traded aggressively.


https://www.dropbox.com/s/vm8yevfj6r9jvt3/2014-09-02_1230.png?dl=0

Out 32.50 mid on the asym. It's simply up too much and beginning to accumulate some gamma here. Only holding the PF and the SPX 231 P asym for the journal.

https://www.dropbox.com/s/n049n9k7g1liemo/NDX out.png?dl=0

 

[convexx]

OUT SPX asym (traded) at 13.15 mid: https://www.dropbox.com/s/dsvr3zv8rvr6plo/SPX out.png?dl=0


Current:

Short NDX PF; Sep monthly 4000P/C 3x1 at 139.70 credit





Taken:

SPX put spread -10.0% on debit
GOOG asym +10.3% on debit
NDX bear 4000/4050/4100 sym P-fly +18.3% on debit
NDX bear 132 calls +6.7% on debit
AMZN bear 132 CALLS from 13.57 +11.4% on debit
SPX bear 1990 put spread +23% on debit
RUT 1155/65/85 asym 231 puts +13% on debit
NDX Sep monthly 4000/4050/4150 231 put asym +14.4% on debit
SPX bear 132 calls 9.80 mid debit (10.0 traded) +31.5% on debit

cum gain: +128% on debit. 10% allocation: +12.8% on portfolio in under two weeks. 5% allocation: +6.4% on port.


15x risk

ES + 5.25 per
NQ + 8.00 per