Post your vol-trade here

Another order placed limit for tomorrow:

View attachment 189314

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.


Adjusted limit and filled:

+ BOT 10 CRC - Aug + Sep 35 Put Calendar 1.45 SMART 09:41:58

Vols 108%/91%
 
Played with limit price and got filled:

+ BOT 20 H Aug/Sep 75 Calendar Put 0.78 SMART 12:48:26

Looking for front month to come down to 26-28% and stock to make love to $75

Post earnings vols AUG/SEP are now 26%/32%

EDIT: Front month came down from 36% to 26%...perfect. But...Stock jumped to $79 so will have to wait a bit and see if I can close working the b/a.
 
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SPX Aug10 2755/2805/2905 231P fly done via synthetic at 57.70 risk (42.30 credit). Fiver.

Out at 40.
 

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