Post your vol-trade here

Looking for 60-65% vols in the morning....

KSS vols now settled in at 46% on average (I always like to model at higher vol level for cushion). Straddle now closer to $3.00 but was not going to hold and watch that turd drop a lot. Stock bouncing around $77 still :).
 
KSS vols now settled in at 46% on average (I always like to model at higher vol level for cushion). Straddle now closer to $3.00 but was not going to hold and watch that turd drop a lot. Stock bouncing around $77 still :).

lol recall the complete and utter bullshit from Kimberly? Oh no, you cannot cover a straddle at the open after earnings.
 
lol recall the complete and utter bullshit from Kimberly? Oh no, you cannot cover a straddle at the open after earnings.
That's because he trades size. "If you must know, I provide liquidity" (c)

Heard from a friend today: "Trump is the best thing that happened to VIX trading in the last two years"
 
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Heard from a friend today: "Trump is the best thing that happened to VIX trading in the last two years"

I share that sentiment. Interestingly, some of the old(post financial crisis) patterns i used to trade all came back early 2017. My PnL in the past 16-18 months is 2x-3x that of '14, '15 and '16 combined.
 
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I share that sentiment. Interestingly, some of the old(post financial crisis) patterns i used to trade all came back early 2017. My PnL in the past 16-18 months is 2x-3x that of '14, '15 and '16 combined.
Ya, indeed some stuff started to work in ze VIX again...

TRY forward vol was the trade of the year, though
 
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