I knew I would have to do this... -Bot 2-lot ESH20 for 3327 as partial hedge
[ATTACH]
I wanted to short AAPL. Shares were 323-324 at the time. I WOULD NOT initiate this as a new trade if you have no position. It's a legacy turd in...
Trade 14 *I did this trade before the SPX 352. I really don't like it anymore, but I am still holding it because I need it as partial offset...
Still in this. Marking 32.25 now. Looking for 35-37 at least.
Yes. This is HUGE size.
Trades 13 Long 10-lot SPX Feb07 3250/3300/3375 352 Iron Fly from 36.00 risk (converted) *(78.00 cr fill) [ATTACH]
The only data I import from broker are bid/ask prices for each strike. Vols/Greeks are derived from option prices. Vol curve is...
There is also a these can all be calculated using PF. We are looking to sell the straddle (weighted) and buy strangle. Your goal is to try to...
I assume you want to hedge deltas Cleanest way = sell Es future (50 deltas per) Next choice = sell 100 SPY shares
In general, or a specific trade? 121 fly is the default position. One would opt for 231 when there is some level of skew (in this case to...
Trade 12- Long 5-lot GOOGL 1390/1450/1480 Iron Fly from 29.30 risk (30.70 cr) [ATTACH]
Realized P/L (since Jan 24) = 13,041-2,555 =+$10,486
Flat here. Rlzd P/L = -$2,555 (if I kept that 1 ES, it would've been -$405) *Stick to the plan*
Out of Trade 11, 46.50 risk (53.50 cr), so PnL = (46.50-49.25)*3*100= -$825
*Cough, Cough...* I think I'm coming down with CV...Hey Mr. Market, did you hear that?
I need a scotch...
Long 3-lot Feb07 SPX 3200/3300/3350 132 Iron Fly from 49.34 risk (avg)* *(I filled 1 @ 50.00 cr, 2 @ 51.00 cr)
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