D Doobs789 May 1, 2019 #22 destriero said: WTF. AAPL term structure on the locals. 20 vs. 35s on the vol-line. View attachment 201748 More... Your data is bad. Looks normal on my end.
destriero said: WTF. AAPL term structure on the locals. 20 vs. 35s on the vol-line. View attachment 201748 More... Your data is bad. Looks normal on my end.
destriero May 1, 2019 #23 DestThree: Long the MAY10 BABA 175/195/205 132C fly from 11.8 (11.7 mid). Short 10 BABA shares per contract. Vol-position +5 deltas per contract -10 delta in shares (5) delta pos. 3% allocation on vol-position (absent share req).
DestThree: Long the MAY10 BABA 175/195/205 132C fly from 11.8 (11.7 mid). Short 10 BABA shares per contract. Vol-position +5 deltas per contract -10 delta in shares (5) delta pos. 3% allocation on vol-position (absent share req).
destriero May 1, 2019 #24 Doobs789 said: Your data is bad. Looks normal on my end. More... Yeah, it's sticky. Haha, almost got into an accident. Thanks to the lane-nanny!
Doobs789 said: Your data is bad. Looks normal on my end. More... Yeah, it's sticky. Haha, almost got into an accident. Thanks to the lane-nanny!
destriero May 1, 2019 #25 destriero said: DestThree: Long the MAY10 BABA 175/195/205 132C fly from 11.8 (11.7 mid). Short 10 BABA shares per contract. Vol-position +5 deltas per contract -10 delta in shares (5) delta pos. 3% allocation on vol-position (absent share req). More... Trade this via the synthetic. It's seven cents cheaper on microstructure.
destriero said: DestThree: Long the MAY10 BABA 175/195/205 132C fly from 11.8 (11.7 mid). Short 10 BABA shares per contract. Vol-position +5 deltas per contract -10 delta in shares (5) delta pos. 3% allocation on vol-position (absent share req). More... Trade this via the synthetic. It's seven cents cheaper on microstructure.
destriero May 1, 2019 #27 DestFour: Long the MAY17 SPX 2825/2900/3000 231P fly (asym PNL at wings) from 34. 33.7 mid. Synthetic is trading a dime better, so pick 'em. 5% allocation. (23) delta pos marked. That's it for today. I will build a sheet for these trades and share it here.
DestFour: Long the MAY17 SPX 2825/2900/3000 231P fly (asym PNL at wings) from 34. 33.7 mid. Synthetic is trading a dime better, so pick 'em. 5% allocation. (23) delta pos marked. That's it for today. I will build a sheet for these trades and share it here.
destriero May 1, 2019 #28 destriero said: Short NQ (swing) from 62.50 here. More... 7805 here. Holding for 7760 tomorrow (with luck).
destriero said: Short NQ (swing) from 62.50 here. More... 7805 here. Holding for 7760 tomorrow (with luck).
destriero May 1, 2019 #29 Futures are 4% basis initial haircut for an overnight. F*cking eh. Up 70 on NQ. All trades are currently in the green.
Futures are 4% basis initial haircut for an overnight. F*cking eh. Up 70 on NQ. All trades are currently in the green.
