The collision of global markets and social mood

Thursday, October 4, 2012

Yes, It Was Exposed

As mentioned yesterday, the market seems to agree higher levels were exposed. Futures are up solidly overnight and look like a rising wedge pattern which could break to the upside as long as ES 1447 holds.

On the S&P cash, 1457.14 looks in jeopardy. 1460 or higher could be seen.

Lucky for me, when I saw that the downside was not probed as much as I expected yesterday afternoon, I reloaded with SPY 145 calls after selling them earlier in the day. Earlier I bought SPY 145 puts, took a little heat, then hedged them later in the afternoon, once with the e-mini (ES) and then with the 145 calls.

Today it looks like I may dump the puts. Of course I wish I kept the ES, but that's not its function for me. I'd rather use it against other positions as needed.

On AAPL, I couldn't resist dumping the 665 calls as the upside progress seemed to pause. I took advantage of an up down sequence around 10:00-10:30 that gave me a chance to unload the 665s and buy 670s. What seemed like a great price at the time -- $7.75 -- ended up leaving a lot of money on the table. But with an unfilled gap below, and an average price of $3.50, I took the 2X money.  Then I reinvested in 670 calls when it looked like the gap was going to remain unfilled. Average price on these is $3.25.

We'll see what today brings: 2 days until expiration and AAPL is down in the pre-market. Look for the premium to get squashed. But if it stays above 664.75, there is a 1:1 Fib extension target at 683.53. Only thing is, does it take a longer pause before it makes the run?

Today a new set of AAPL weekly options come out (as yet unpriced). I will establish a position in those so that I can dump the 670s if it looks like AAPL wants to rest.

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