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

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El OchoCinco said:
But for the record I have the -May/Jun/-Jul VX Fly at -.69 with short ES hedge.
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upload_2018-4-17_10-9-54.png


Right now -.03 to close , profit of .66.

[To close I would sell the top calendar and buy the bottom calendar]


But I still think there is room for the front of the curve to unflatten further outside of a Comey, China, Stormy event so staying in the position (maybe partially because I gave large part of profit to teh ES hedge which is closed so being greedy).
 
El OchoCinco said:
But for the record I have the -May/Jun/-Jul VX Fly at -.69 with short ES hedge.
More...

Closed today for .02 (sold for credit of .02) for PROFIT of .71 per FLY

upload_2018-4-18_9-23-6.png


Sadly this is not normal profit for these FLYS (closer to .25 to .35 if lucky) but will take it.
 
NEW POSITION... scaling into the below -August/+September/-October VX FLY:

upload_2018-4-18_9-25-54.png


First "tranche" @ -0.05 credit.

This one will take time to widen so not a quick trade...
(Thanks Gabagool!)
 
destriero said:
Dest4: Long the APR27 SPX 2600/2650/2750 231 in puts from 39.75 which is marketable. I am not finding a lot to trade today, so this is meh. Short leash. D-position is ok at -17 per. I'd rather be short than long as breadth is terrible, more Russia sanctions likely, Comey book, Syria, Cohen in court today.
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Not worth the effort. Calling this a scratch. 4a/4b out:2018-04-19_1106.png
2018-04-19_1106.png
 
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