Trade #11 (opened on 1/4/13) Sold VIX Feb 13 2013 15.0 Put @ 0.51 Bought VIX Feb 13 2013 13.0 Put @ 0.06 Net Credit of 0.45
Here is confirmation of the trade during market hours on 11/6/12.
Trade #10 (closed on 11/6/12) Bought to close SPY Nov 17 2012 139.0 Put @ 0.54 Sold to close SPY Nov 17 2012 137.0 Put @ 0.29 Net Debit of...
Trade #10 (opened on 10/22/12) Sold SPY Nov 17 2012 139.0 Put @ 1.18 Bought SPY Nov 17 2012 137.0 Put @ 0.83 Net Credit of 0.35
Trade #9 (closed on 6/14/12) Bought to close TLT Jun 16 2012 126.0 Call @ 0.33 Sold to close TLT Jun 16 2012 128.0 Call @ 0.03 Net Debit of...
Trade #8 (closed on 6/12/12) Bought to close SPY Jun 16 2012 127.0 Put @ 0.10 Sold to close SPY Jun 16 2012 125.0 Put @ 0.04 Net Debit of...
Trade #9 (opened on 5/17/12) Sold TLT Jun 16 2012 126.0 Call @ 0.89 Bought TLT Jun 16 2012 128.0 Call @ 0.57 Net Credit of 0.32
Selling a bear call spread on TLT, selling June 126 and buying June 128, for a net credit of 0.30 or more would be a high probability trade.
Trade #8 (opened on 5/15/12) Sold SPY Jun 16 2012 127.0 Put @ 1.39 Bought SPY Jun 16 2012 125.0 Put @ 1.06 Net Credit of 0.33
Trade #6 (closed on 4/12/12) Bought to close GLD Apr 21 2012 157.0 Put @ 0.41 Sold to close GLD Apr 21 2012 155.0 Put @ 0.21 Net Debit of...
Trade #7 (closed on 4/10/12) Bought to close VXX Apr 21 2012 18.0 Put @ 0.38 Sold to close VXX Apr 21 2012 16.0 Put @ 0.08 Net Debit of 0.30...
Trade #7 (opened on 3/14/12) Sold VXX Apr 21 2012 18.0 Put @ 0.54 Bought VXX Apr 21 2012 16.0 Put @ 0.14 Net Credit of 0.40
Trade #6 (opened on 3/12/12) Sold GLD Apr 21 2012 157.0 Put @ 1.24 Bought GLD Apr 21 2012 155.0 Put @ 0.92 Net Credit of 0.32
Trade #5 (closed on 11/1/11) Bought TLT Nov 19 2011 108.0 Put @ 0.29 Sold TLT Nov 19 2011 106.0 Put @ 0.17 Net Debit of 0.12 Return = 0.20...
Thanks. I use a mean reversion style similar to what you mentioned above. 1. The size for each trade is approximately 10% of trading capital....
Trade #5 (opened on 10/18/11) Sold TLT Nov 19 2011 108.0 Put @ 0.90 Bought TLT Nov 19 2011 106.0 Put @ 0.58 Net Credit of 0.32
Trade #3 (closed on 10/17/11) Bought to close GLD Nov 19 2011 140.0 Put @ 0.39 Sold to close GLD Nov 19 2011 138.0 Put @ 0.31 Net Debit of...
Trade #4 (closed on 10/10/11) Bought to close GLD Oct 22 2011 145.0 Put @ 0.17 Sold to close GLD Oct 22 2011 143.0 Put @ 0.10 Net Debit of...
Trade #3 (opened on 9/26/11) Sold GLD Nov 19 2011 140.0 Put @ 3.17 Bought GLD Nov 19 2011 138.0 Put @ 2.72 Net Credit of 0.45 Trade # 4...
Trade #2 (closed on 9/15/11) Bought to close TBT Sep 17 2011 22.0 Put @ 0.06 Return = 0.29 (original credit of 0.35 minus 0.06) Return% =...
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