Destriero's single-name vola journal (riskarb; atticus; et al)

[destriero]

10%? Looks flat here:

View attachment 188494

Mine shows 62, but I was referring to the NDX, not the SPX, mea culpa. NDX up 5%.

 

[destriero]

Dest10: NDX Jul20 7100/7300/7700 quoted via 231P at 250.00 filled via the synthetic (150CR). Short 9D per contract.




View attachment 188430

267.20 equivalent via synthetic. I am going to be out of town so going flat all positions.

 

[destriero]

Ignoring Dest7 as I'd stopped posting due to the competition thread. It was profitable, but I'm not going to revisit it.

Dest8: SPX Jul20 2725/2775/2875 231P but done via synthetic which is shown as a credit in red via the IC template. $61.20 via natural; 38.75 via the synthetic. Risk is $6,125 per spread/combo.

View attachment 188428

Out 65 equiv via synth.

 

[Doobs789]

Only prudent. Too bad, as they are good trades. Sent you email.

 

[destriero]

Yeah, sucks. I had a flight in two hours. I think we touch SPX 2770 before 2820. I'm holding BA for the time being.

 

[Doobs789]

Taking a shot with these two:

-NDX Jul20 7200/7300/7450 352 fly from 40 risk (40 is reduced to 1-lot equivalent)
-SPX Jul20 2750/2775/2825 231 fly from 15 risk (35 cr)

I am in the irons in both, included natural fly for illustrative purposes.

View attachment 188466 View attachment 188467

I closed SPX fly for 19.00 risk (31.00 cr). Current marks below. I'd rather hold the NDX here.

 

[Doobs789]

Added SPX Jul20/Jul27 2775 put calendar for 5.00

 

[destriero]

Good chance of a touch on that. I gotta run.

 

[Doobs789]

Taking a shot with these two:

-NDX Jul20 7200/7300/7450 352 fly from 40 risk (40 is reduced to 1-lot equivalent)
-SPX Jul20 2750/2775/2825 231 fly from 15 risk (35 cr)

I am in the irons in both, included natural fly for illustrative purposes.

View attachment 188466 View attachment 188467

NDX fly +25% on debit

 

[Doobs789]

Good chance of a touch on that. I gotta run.

5.00 or less is too cheap for that IMO