Post your vol-trade here

[destriero]

Sh*t, who just reported?!

 

[El OchoCinco]

H - Hyatt reported better than expected earnings but highly doubt that is gassing the S&P haha

 

[destriero]

lol!

 

[samuel11]

Long /ESU8 1/50 AUG 18 (Wk1) /EW1Q8 2805 CALL/PUT @40.50 (from 7/19)
Currently marked at 27.75

Hedging gains realized since trade: 410

P/L: -240

Current positions:

/ESU8 1/50 JUL 18 (EOM) /EWN8 2805/2800 PUT @.75
/ESU8 1/50 JUL 18 (EOM) /EWN8 2820/2825 CALL @.40

I hedged the gamma poorly so far...

Update 7/31

SOLD -1 VERTICAL /ESU8 1/50 JUL 18 (EOM) /EWN8 2805/2800 PUT @1.50
SOLD -1 VERTICAL /ESU8 1/50 JUL 18 (EOM) /EWN8 2820/2825 CALL @1.50

BOT +1 VERTICAL /ESU8 1/50 AUG 18 (Wednesday) (Wk1) /E1CQ8 2820/2815 PUT @2.10
BOT +1 VERTICAL /ESU8 1/50 AUG 18 (Wednesday) (Wk1) /E1CQ8 2805/2800 PUT @.75
BOT +1 VERTICAL /ESU8 1/50 AUG 18 (Wednesday) (Wk1) /E1CQ8 2820/2815 PUT @1.90
SOLD -1 VERTICAL /ESU8 1/50 AUG 18 (Wednesday) (Wk1) /E1CQ8 2830/2835 CALL @1.60
SOLD -1 /ESU8 1/50 AUG 18 (Wednesday) (Wk1) /E1CQ8 2790 PUT @.65

Straddle marked at 27

Hedging gains realized since trade: 474

P/L: -201

Current Greeks according to TOS:

 

[destriero]

Slow day. Went flat yesterday and SPX was the only trade that merited mentioning.

 

[El OchoCinco]

Missed out ....watch ES drop hard now haha

Ahhh was doing too many things before market close to get my position in short on ES....

 

[El OchoCinco]

Candidate for tomorrow:

PZZA Papa John's @ $41.96

Earnings 8/7

August 10th Weekly Puts @ 75% vols
August 24th Weekly Puts @ 60% vols

Looking at following trade at the open:

Price is about mid so will see tomorrow at the opening what I can get filled...

 

[El OchoCinco]

Strayer (STRA) huge vol skews but earnings announced tomorrow before market so too late to play it but AUG/SEP vols are 56%/37%....juicy...

 

[El OchoCinco]

Another order placed limit for tomorrow:

CRC skews are 105%/83%...

stock tends to oscillate wildly after earnings which are 8/2 AFTER close. Will update if I get filled. Doing smaller size because not liking the width of the spread or cost too much.

 

[El OchoCinco]

Candidate for tomorrow:

PZZA Papa John's @ $41.96

Earnings 8/7

August 10th Weekly Puts @ 75% vols
August 24th Weekly Puts @ 60% vols

Looking at following trade at the open:

View attachment 189311

Price is about mid so will see tomorrow at the opening what I can get filled...

Filled but had to move limit higher:

+ BOT 20 PZZA - Aug10 + Aug24 41 Put Calendar 0.598 SMART 09:41:35

Vols still showing 76%/60%