Post your vol-trade here

[El OchoCinco]

MED puts have huge b/a so cannot accurately price current cal at the moment.... but stock has slipped to 212...

 

[El OchoCinco]

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.

Vols came in hard to 65%/69% and stock is @ $34.95.

Calendar is now $1.50 x $1.90.

EDIT: My cost/fill was $1.47

 

[El OchoCinco]

Working this trade now on H (Hyatt) for earnings tonight:

View attachment 189274

Showing skew of front/back of 37%/26% and bearish bias. Looking to get out tomorrow after earnings.

Stock at $78.50 and vols came in to 23%/21%
Calendar at $0.55/$0.95 right now, need stock to slip below $77....
EDIT: My cost/fill was $0.78

 

[El OchoCinco]

VOL crush is easy for me to predict and model...it is strike selection for post earnings move that is always tricky .

 

[El OchoCinco]

MACYS next up....looking at the $37 Cal using weeklies in August.... Aug17/Aug24 with vols at 63%/50% ish....

 

[El OchoCinco]

Bought 50 SEP/AUG $37 Put Calendars @ $0.13.

Skew was 70%/48% with earnings in a few days.
Stock @ $38.48.

 

[destriero]

I am short NDX in the short-term (5-10 days) from 7466 basis cash.

 

[Gotcha]

I am short NDX in the short-term (5-10 days) from 7466 basis cash.

Do you have a stop or did you hedge this?

 

[El OchoCinco]

Could not resist I loaded up more M Calenders in my other account at higher strike(Aug17/Aug24 weeklies):

+ BOT 40 M Aug/Aug24 39 Calendar Put 0.138 SMART 10:09:35

 

[destriero]

Do you have a stop or did you hedge this?

A bunch of single name and index. I don't have a stop on NDX as it was a placeholder.