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

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DD2018 said:
The position is slightly positive on deltas though. The play is neutral to slightly positive and short vol.
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Think of the post-report delta and gamma pos as ddecay on steroids.
 
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Doobs789 said:
That's why I fade the opening vol morning after report. Plenty left on the table, with much less risk.
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Didn't work in NFLX, doe. Sure tho, if GOOG trades to 1100 I am fooked. I give up the debit above 2020. I am forecasting 1175-1180 or 1230.
 
Dest1(a): 17%
Dest1(b): 3.3%
Dest2: (2%)
Dest3: 7.8%
Dest4(a): scratch
Dest4(b): scratch
Dest5: 4.5%
Dest6: (6.6%)
Dest7: scratch
Dest8: 6% $6,120 debit +$375
Dest9: (5.2%) $3,690 debit ($192)
Dest10: 6.5% $25,000 debit +$1,720
Dest11: ES +$200
Dest12: +12% 1,830 debit +$250
Dest13: +8% (x3) 109.40 debit +$2,880
Dest14: open GOOG
Dest15: open AAPL

Gained 56.5% on debit.
Competition closed PNL: +$5,192
Comp PNL + Dest8-14 closed: +$5,233

Competition gains to date: +$10,425
PTT Draw: ($860)
Earning 12x risk

#NoNakedShortOptions
#VZtrainwreck
 
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