Trade note 4Q11

Entry:

10/25 SPY, cover the SPY Nov (112/120/128) at 120....stop at 127
10/25 Cover the SPY Sept and Nov 123 put when Vol drop or on Friday
10/25 Unevenbeatiful 132/117/100 (cost 5). B/E is 127 at expiration

10/28 DANG. Vol squeeze. also, Followed the 7500 # of Nov 8 C. He bought it for .3. I bought it for .6 Total worth is around 180k. Earning 11/15.

10/28 LDK. Vol squeeze. Earning 11/08. on 10/28, someone closing 3300# Combo 9 (call/put). Note that there is no big call buying like YGE

10/28 YGE. Vol squeeze. EARning 11/18. On 10/28, 2328# syth combo of (buy 5, sell 4) dec for 0.2 was bought. Worth around 230K. Note that it is Dec.

10/26. MCP. Earning 11/10. BTO Nov call for 3.4. STO wkly for 0.94. 1) On 10/19, 1150 # of Nov 40/30 vertical put was sold for 3.2. Worth 600K. 2) 10/26. 1000 Straddle of 42.5 Nov was bought for 7.54. . Both are Nov.

10/28 X. Vol squeeze. Jan 27 call for $3.45. Unusal option 1) 7500 # of 26/28 Nov call vertical was bought for .9 . Target is 31 the trend line resistance. Most option bet is Jan with 35 as target.

10/25 ABX diag 45/50 (Jan/ Nov) for 4.55.

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Potential

• 10/26. AEO. Lot of Feb 15 calls traded the last few day. Avg price is about .6. As of 10/26, there are already 50k OI. someone mentioned about a private fund will buy out the firm? Waiting for the EU news to settle first. UPDATED on 10/30. THE OI decreased to 16K. No more potential.
• 10/26 AMZN. at 200 Mvg.
• 10/26 NFLX. someone did a reversal. Sell 60 put, buy 95 call. 6000 contracts on 10/25
• 10/25 WFT see 15 K Feb 15 call at 1.78