Ice_

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About me Derivatives specialist. I trade mainly volatility through vanilla and exotic options.
Joined Tokyo
Against the VIX
Markets Allocation
53 % forex 21 % stocks 5 % indices 21 % other
Top Mentioned Symbols
USDJPY 14% | 25 EURUSD 13% | 23 JPN 8% | 14 AUDUSD 6% | 12
Ice_ Ice_ FXY, D, Short ,
FXY: Credit spread on USDJPY
29 0 2
FXY, D Short
Credit spread on USDJPY

Through $FXY options

Ice_ Ice_ JPN225, D, Short ,
JPN225: Testing an important resistance
45 0 2
JPN225, D Short
Testing an important resistance

Both are long term oriented, but one has a higher R/R since it expects a direct rejection of that level, I will be making very small positions since the QE has just began tho.

Ice_ Ice_ C, D, Short ,
C: Bear credit spread
35 0 0
C, D Short
Bear credit spread

Being cheap doesn't make it good First call strike (shorting) @ 49, September 16 expiration.

Ice_ Ice_ USDJPY, D, Long ,
USDJPY: Buying BoJ intervention
59 1 1
USDJPY, D Long
Buying BoJ intervention

Source

Ice_ Ice_ SRPT, D,
SRPT: Vega is the candy
26 0 2
SRPT, D
Vega is the candy

IV at 303% when historical volatility barely makes it to 200% makes this trade a pretty easy one imo. There's a very minimal chance that a gap would find higher values of $40 - or less than $4. Anyway, I'm not holding this options once the theta fat is gone. Sarepta Therapeutics: Patience Will Not Be Rewarded Stock Falls, Janney: 'Stay on the Sidelines'

Ice_ Ice_ NFLX, D,
NFLX: Iron Condor on Netflix
58 0 4
NFLX, D
Iron Condor on Netflix

Iron Condor Explained

Ice_ Ice_ VIX, W, Long ,
VIX: Cyclical VIX
87 0 4
VIX, W Long
Cyclical VIX

Main chart to watch VIX for the next 6 months

Ice_ Ice_ SPX500, D, Short ,
SPX500: Credit call spread on SPY
135 0 7
SPX500, D Short
Credit call spread on SPY

Info on the chart

Ice_ Ice_ PETR4, 15,
PETR4: Strangle study at PETR4
99 2 2
PETR4, 15
Strangle study at PETR4

All data is in the chart. Selling vol.

Ice_ Ice_ K, 240,
K:  Short straddle
26 0 1
K, 240
Short straddle

IV rank is around 93~, which means opening a short traddle seems pretty safe - Plus, Kellogs is known for it's low historical volatility anyway Closing at 50% profit

Ice_ Ice_ BBRY, 60,
BBRY: Long straddle BBRY
41 0 2
BBRY, 60
Long straddle BBRY

Closing at 50% profit

Ice_ Ice_ ITSA4, 60, Long ,
ITSA4: Long straddle on Itausa
39 0 2
ITSA4, 60 Long
Long straddle on Itausa

Each leg is worth (both put and call) $0.22, which means the whole op costs me roughly $0.44 for 1 stock. I'll be also gamma scalping to reduce costs (since it's -$440 for every 1000 stocks, I'll try to get that to 0.) IV: 31% HV: 37%

Ice_ Ice_ PETR4, D,
PETR4: Volatility is my friend, friend.
71 1 5
PETR4, D
Volatility is my friend, friend.

Data extracted from here.

Ice_ Ice_ SPX500, D, Short ,
SPX500: Buying puts
135 0 4
SPX500, D Short
Buying puts

Small position, still.. (0.6%)

Ice_ Ice_ EURUSD, D, Short ,
EURUSD: Hedging the bear
99 0 2
EURUSD, D Short
Hedging the bear

Let's say I'm buying volatility. All the positons are in the chart.

Ice_ Ice_ RADL3, 240, Short ,
RADL3: Are you clearly against the trend?
32 0 4
RADL3, 240 Short
Are you clearly against the trend?

Worth the shot after earnings, RR equals to 5

Ice_ Ice_ USDOLLAR, D, Short ,
USDOLLAR: Are you buying or selling? I'm selling, for now.
37 0 1
USDOLLAR, D Short
Are you buying or selling? I'm selling, for now.

But for sure there’s a little of na accumulation process on it’s way on the US Dollar, which seems to reason with the actual fundamentals.

Ice_ Ice_ VALE5, D, Short ,
VALE5: Trailing low risk short on VALE
62 0 3
VALE5, D Short
Trailing low risk short on VALE

RR 3.5

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