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

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Figure would keep thigns going until B gets back since we have not had actual options or VIX trading detail discussed in a while. I don't trade with the same frequency as dest but we can keep it going until his return. Will update current position below.
 
El OchoCinco said:
NEW POSITION... scaling into the below -August/+September/-October VX FLY:

View attachment 184862

First "tranche" @ -0.05 credit.
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Still in this but added more. Average is still -0.05 credit.

Current mark is -.06/-.09 so down a few tickies but this was not a quick trade for April.

EDIT: Pic did not repost so this is the -August/Sept/-October VIX FLY (1/2/1)
 
destriero said:
We had a death in the family today. I don't know if I'll come back to this or not.

Never take your family for granted. Let them know how much that you care and that you're always there for them.

Beck
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My condolences.
 
destriero said:
Dest1(a): 17%
Dest1(b): 3.3%
Dest2: (2%)
Dest3: 7.8%
Dest4(a): scratch
Dest4(b): scratch

26% return on debit.
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I am ignoring trades 5, 6, 7, 8 as I didn't post follow-ups. They were profitable, but it wouldn't be fair to revisit them.

Dest5:

A trade in AMZN for a taxable account. Long 20 deltas on a 10-lot from 15.40 marketable. Short 50 shares against from 1751.


2018-06-20_1216 amzn.png
 
I like the trade. I'm in NDX fly of same duration. Of course NQ futs are up.

Perhaps street-vol is the place to be here. Index just seems to gap up w/o any respite. Whereas you can sell v/g in a given single name when it's at major levels.
 
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