ES Journal - 2013

[RichardRimes]

Quote from horton:

volume deltas or option deltas?

my ES options book of holding trades

 

[Builder17]

Quote from RichardRimes:

my ES options book of holding trades

S52.5
Stop56.5
T 40.5

 

[horton]

Algo Held Bid at ES 52.25 appears vulnerable now

 

[RichardRimes]

Quote from horton:

volume deltas or option deltas?

here you go..pic is worth 1000 words..last week net delta position on esu3 was +160ish

p/l open are just that...current trades that are open..closed trades not shown.

 

[horton]

Footprint...

 

[RichardRimes]

holding pattern until Beige Book????

 

[horton]

Still absorbing alot of negative TICK on NYSE and NSDQ so hard to say what they are trying to accomplish but I expect a shakeout either way before 1215 CT.

 

[horton]

Quote from RichardRimes:

holding pattern until Beige Book????

Clearly building inventory but not sure which side. But I think there are desks that come off the bid and ask by 1215 so we should get resolution.

 

[Liverless]

Wolfe pattern pointing down.

 

[horton]

Long NDX Held Bid at 3124 small just playing for the stop run.