volarbs

[destriero]

140 skew locks on index.

 

[destriero]

Fire!

 

[destriero]

Working SPX cover here. Paid 1.8 BTO, STC at 13-14. I'll take it down by half before CPI. Covering some VX gains.

 

[destriero]

Fair amount of edge loss on some covers. Sitting tight thru CPI.

 

[destriero]

Let’s go!

 

[destriero]

OML. What a close.

 

[destriero]

I am going to close all tomorrow.

 

[destriero]

AH quotes are not tracking so TDA is showing up another 500bp. I won’t post PNL tomorrow if this holds through their settlement mark tonight. Usually I get poor overnight marks as the longs are marked to the bid and shorts are marked to the ask. I don't know why my marks went sht nuts AH. Closed up 5.5% marketable… not 10.5.

 

[Overnight]

AH quotes are not tracking so TDA is showing up another 500bp. I won’t post PNL tomorrow if this holds through their settlement mark tonight. Usually I get poor overnight marks as the longs are marked to the ask and shorts are marked to the bid. I don't know why my marks went sht nuts AH. Closed up 5.5% marketable… not 10.5.

Yer a monster. 5.5% for a 55K gain, assuming the standard account amount I use for you. Hell, 5.5% for any account size is a great gain.

 

[destriero]

9% on skew locks. 4% on short VX/short ES for the week. Crazy 10.5% mark was cleared and showed 4.8% overnight. I think it was the 60/20 lot VX trade actually.