Спекуляция Деривативами - Trade Ideas !!!

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worldCitizen
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by worldCitizen »

ie wrote:
venumpro wrote:
ie wrote:
venumpro wrote:I assume that the Call side of the IC was breached.
If this is correct, what is the delta of the short call? If delta is .69 or below, I would not do anything. If it is above .69, I would close/roll/adjust, whatever is appropriate.
yes.. thanks a lot for good answer.
the question is when. do i do it now? or i wait till expiration?
What was the original trade? Need strikes and price

SPX C: 2275 - 2300 P: 2250 - 2275
credit $20.02 -- результат нескольких adjustments. :wink:

правильный термин, Iron butterfly when writing the same strike put and call.
Вы пользуетесь каким-нибудь калькулятором?
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ie
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by ie »

worldCitizen wrote: правильный термин, Iron butterfly when writing the same strike put and call.
точно :fr:
worldCitizen wrote:Вы пользуетесь каким-нибудь калькулятором?
конешно. но как тут калькулятор поможет...
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venumpro
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

BTW, SPX is primarily used by institutions. I find it very difficult to trade this product with my size. Bid/Ask spread is too wide and it takes forever to close or roll the position. I prefer SPY, which happen to be most liquid product out there.
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

Let's see how markets treat Trump's actions over the weekend. Hopefully, we'll have some volatility to play with
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ie
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Re: Спекуляция Деривативами - Trade Ideas !!!

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venumpro wrote:Let's see how markets treat Trump's actions over the weekend. Hopefully, we'll have some volatility to play with
ditto to this
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

Market does not give a shit about Muslims.
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ie
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Re: Спекуляция Деривативами - Trade Ideas !!!

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venumpro wrote:Market does not give a shit.
:radio%:
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

Did you close your SPX trade?
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ie
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by ie »

venumpro wrote:Did you close your SPX trade?
partially closed --> lost a little.
partially rolled --> gonna be a little profit if the stars align properly.

all good now.
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

AAPL Earnings Trade:

Sold ratio strangle in Feb 17 expiration. 126 calls (twice) by 115 puts (once) @ 2.05 credit
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Re: Спекуляция Деривативами - Trade Ideas !!!

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venumpro wrote:AAPL Earnings Trade:

Sold ratio strangle in Feb 17 expiration. 126 calls (twice) by 115 puts (once) @ 2.05 credit
похоже кое-кто поменял тейдин стайл? или мне показалось?
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

Not really. I am always playing for stock staying within the expected move.
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by ie »

venumpro wrote:Not really. I am always playing for stock staying within the expected move.
i remember, somebody explained here how good it is to be direction neutral :wink:
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

ie wrote:
venumpro wrote:Not really. I am always playing for stock staying within the expected move.
i remember, somebody explained here how good it is to be direction neutral :wink:
This trade is pretty neutral. I want the stock to open between 124 and 116. I couldn't collect enough credit for strangle, so I had to sell extra call.

I cannot believe how good the earnings season was in January.
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

Facebook reports tomorrow :)
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Re: Спекуляция Деривативами - Trade Ideas !!!

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venumpro wrote:Facebook reports tomorrow :)
решил оставить спред Апрель 135 - Февраль 133 колл, и ничего не делать до конца недели.
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

Sold 126 put in AAPL. Earnings adjustment
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ie
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by ie »

venumpro wrote: I want the stock to open between 124 and 116.
damage control?
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by John Smith »

AAPL похоже опасен для стрэнглов, уже не первый раз вроде venumpro на него наступает
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

John Smith wrote:AAPL похоже опасен для стрэнглов, уже не первый раз вроде venumpro на него наступает
Not too bad. Stock moved few bucks over expected move. So far, -300 per each lot
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

ie wrote:
venumpro wrote: I want the stock to open between 124 and 116.
damage control?
Done. Two 126 calls and one 126 put. Break even around 127.60
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by ie »

venumpro wrote: Done. Two 126 calls and one 126 put. Break even around 127.60
wow. гвозди бы делать из этих людей :kofe:
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

FB Earning Trade:

Sold put ratio spread in Feb 3 expiration: one 127 put (long) + two 125 puts (short) for the total credit of .54
Sold 138 call on same expiration for .81.

Position is pretty flat. Approximately -5 deltas. Break evens on both sides are outside of the expected move of 6.61
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

ie wrote:
venumpro wrote: Done. Two 126 calls and one 126 put. Break even around 127.60
wow. гвозди бы делать из этих людей :kofe:
Почему ето? Нормальная позиция :pain1: Тоже самое, что быть short 122 shares of APPL.

Каждый опцион иммеет .90 of extrinsic value, что дает мне additional 2.70 of protection to the up side
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Re: Спекуляция Деривативами - Trade Ideas !!!

Post by venumpro »

Another adjustment in AAPL:

Rolled up 126 put to 229 for 1.12 credit

Total collected: $4.35

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