one/off

Quote from newwurldmn:

When I put it on, I was long delta and carrying like 31 vol in the front. Now I am carrying 27 vol in the front, short delta and with little pnl to show(mostly due to texas hedging).

Are you hedging your delta on this?
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Yeah, it's tough to go short gamma at long vol on a strike touch only to see it flip. At least you'll do well on another touch.

I am not currently, but I may due to the width (8/36 days). I hate to admit I am watching for a fib touch/break-down at 1223-25 on SPX. I am also looking at the June 6th (61.8%) level, but would be long gone by that level. I won't take any action solely on my delta-pos.
 
2wq7vpk.png
 
Quote from kinggyppo:

wow technical analysis, do you have any thoughts on GOOG today. I know its a coin flip, anything excite you here?
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I only follow the 50% because it's so widely-followed.

I have some flies on in GOOG:

4lu82.png


Small positions into a binary event and unhedged.
 
Quote from atticus:

2wq7vpk.png
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I must admit that I was looking at the exact same graph when I put my trade on as well.

Today's selloff is making me happy.... 6 days is an eternity however.
 
Quote from atticus:

I only follow the 50% because it's so widely-followed.

I have some flies on in GOOG:

4lu82.png


Small positions into a binary event and unhedged.
More...


thinking Dec 600 calls vol is 36%, playing this small makes sense.
 
Quote from atticus:

I only follow the 50% because it's so widely-followed.

I have some flies on in GOOG:

4lu82.png


Small positions into a binary event and unhedged.
More...

590 on GOOG. Early to tell, but the combination should pay very well tomorrow. The pic shows the MTM-mid, but I paid 23.20 for the wide fly and 16.00 for the narrow.
 
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