Conservative Options Strategy

Discussion in 'Journals' started by yucca_mtn, May 12, 2008.

  1. Ref: Monday
    GLD 77.56, SLV 10.95, UNG 34, USO 76.3, DOW 10917 –504, S&P 1193 –59

    REF: Tuesday 113-128

    REF: Wednesday
    GLD 85.2 +8.44, SLV 11.9 +1.48, UNG 36.3 +2.78, USO 77.78 +2.8
    DOW 10607 –452, S&P 1156 -57, 132-139

    REF: Thursday
    GLD 82.9, SLV 11.75, UNG 35.12, USO 78.9, DOW 11010, S&P 1202, 140-138

    REF: Friday
    GLD 84.9, SLV 12.5, UNG 34.94, USO 82.86, DOW 11390, S&P 1255, 150-157


    *****
    Portfolio status: previous report Aug 25)

    Maximum value of spreads if 100% success = 194022
    Present value of spreads = 112101
    Amount remaining to be earned = 81912

    Average max yield (81912/112101) = 73 % (indicates high risk over 30%.) Astronomical yield & risk & reward. Forced into a large departure from original strategy.

    Max future account value = 236863 (with 100% spreads + no change in GLD or SLV longs)

    ****

    Not a single trade this week. A lot of pressure is off this weekend with a 40k increase in account value this week, but little idea of what near-term future events will occur. I did not consider this action today to be a selling opportunity to reduce risk, this may prove to be a mistake. Glad I have the weekend to think things over. So far I plan to keep to my plan to roll out spreads as they near expiration, if the spreads look risky. This plan only works if expectations are for future prices to rise in those spreads.

    My current portfolio is attached. It is not a total disaster, but it is challenging though. Imagine having this portfolio last Monday night, like I did. Now there’s a scary thought.
     
    #161     Sep 19, 2008
  2. This entry is only a reference for the journal. No trades this week in any account. Only activity was just observing the market and its affect on spreads.

    Monday: GLD 89.2, SLV 13.35, UNG 35.51, USO 87.62, DOW 11015, S&P 1207, 164

    Tuesday: GLD 88.32, SLV 13.18, UNG 36.45, USO 86.13, DOW 10854, S&P 1188, 161-156

    Wed, Thur no changes.

    Friday: GLD 86.64, SLV 13.15, UNG 34.02, USO 86.21, DOW 11143, S&P 1213, 145-149. My positions down for no apparent reason.


    *****
    MarketWatch major events (included as a journal marker only):

    Epic failure

    In the largest bank failure in U.S. history, Washington Mutual Inc. (WM) succumbed to the fallout from the subprime mortgage crisis, was seized by federal regulators and rapidly acquired by J.P. Morgan Chase (JPM) for $1.9 billion. The federal Office of Thrift Supervision said it closed WaMu on Thursday and appointed the Federal Deposit Insurance Corp. as receiver. The FDIC in turn conducted the bidding process that led to the purchase by Chase.

    Brokering a bailout

    President Bush vowed Friday that his administration and lawmakers will complete a rescue plan for the nation's battered financial markets despite simmering differences between congressional Republicans and Democrats over the $700 billion package. His statement comes as efforts to approve the rescue for credit markets appeared to be collapsing Friday morning in the wake of the largest bank failure in U.S. history.

    ****

    I’m still in holding mode. The few Oct and Nov spreads are still good, except for FCX NOV 80/85 (which will probably have to be rolled out). Still fully invested. Not one ray of sunshine in any news story in any part of the world. Cheers!
     
    #162     Sep 27, 2008
  3. hey yuccamtn...do you ever trade QQQQ options?...daytrade or swingtrade them?...didn't I read that you trade options on the side and have another fulltime job?
     
    #163     Sep 27, 2008
  4. increasenow - nope. Not me.
     
    #164     Sep 27, 2008
  5. why do you prefer normal stock options?
     
    #165     Sep 27, 2008
  6. This week’s activity:

    Journal references:
    Monday: GLD 89.57 +2.93, SLV 12.95, UNG 31.8, USO 77.09 – 9.12, DOW 10365 –778, S&P 1106 –106. 130 – 125.

    Tuesday: GLD 85.07, USO 82.0, DOW 10850, S&P 1164, 128-131.

    Thursday:

    BUY: 5 AGU JAN09 30/35 @ 3.2
    BUY: 5 CF MAY 55/60 @ 2.35
    ( a feeble attempt to maintain some order and profitability in the middle of a panic)

    Friday:

    SELL 10 USO OCT 75/80 @2.2
    BUY 10 USO APR 75/80 @2.25
    STOCK AT 76.75
    (straight roll-out. Original cost 4.1, cost of new spread 4.15, history –1935.)

    Well desperate times call for desperate measures. It takes a strong stomach to stay in this market, but I am committed to the macro view that while this market is facing even more severe times to come, I will not capitulate and abandon positions that I believe will be profitable in the future. Especially true when I can roll out spread positions as I choose and wait for a recovery. As long as gold and oil holds some value, and as long a good companies with strong earnings hold value, my positions should regain profitability. I imagine I will be rolling out a lot more spreads in the near term. My goals now are to re-grow my accounts by end of 2009.

    You will have to pry these spreads from my cold, dead hands.
    Keep your head, when all around you are losing theirs.
    You buy. When there is blood in the streets, you buy.
    Reminders........

    reference: GLD 82.6, UNG 32.8, USO 75.25, DOW 10325, S&P 1099. 105 - 100. 700 bill bailout passed.
     
    #166     Oct 4, 2008
  7. Since the last post:

    10/6/08 MONDAY

    BUY: 10 AUY JAN10 5/7.5 @ 1.85

    ROLLOUT:
    SELL: 8 TDW OCT 45/50
    BUY: 8 TDW APR 45/50
    COST 4.15 HIS –1707

    REF: GLD 84.28, SLV 10.75, UNG 30.99, USO 71.6, DOW 9955, S&P 1056, 88, 146.

    *****
    10/7/08 TUESDAY

    ROLLOUT:
    SELL: 4 AEM NOV 45/50
    BUY: 4 AEM JAN10 45/50

    CONVERT:
    SELL: 8CF NOV 85/90
    BUY: 4 CF JAN10 80/90
    INVESTMENT $3580 RETURNS $4000

    SELL: 6 PKX NOV 80/85 @ 1.2, LOSS -1577

    ****
    10/10/08 FRIDAY

    REF: GLD 83.22, SLV 9.8, UNG 29.48, USO 66.5, DOW 8451, S&P, 899.

    ****

    10/13/08 MONDAY

    CONVERT:
    SELL 5 EGH DEC 105/110 @.65
    BUY 3 EEM JAN10 35/40 @ 1.34
    HIS –1311

    ROLLOUT:
    SELL 5 SLB NOV 65/70 @ 2.0
    BUY 5 SLB JAN10 65/70 @2.0
    COST 3.95, HIS –990

    ROLLOUT:
    SELL 3 COP NOV 55/60 @ 1.6
    BUY: 3 COP JAN10 55/60 @ 1.85
    COST 4.25, HIS –729

    ROLLOUT:
    SELL 5 DVN OCT 75/80 @ 1.1
    BUY 5 DVN JAN10 75/80 @ 1.85
    COST 4.65 HIS –1414

    ROLLOUT:
    SELL 10 GDX DEC 35/40 @.65
    BUY 10 GDX JAN10 35/40 @ 1.17
    COST 3.92


    SELL 150 GLD @ 82.0 (to raise cash for new spreads)

    BUY: 3 CF JAN10 40/50 @ 4.45

    BUY: 10 PCU JAN10 12.5/17.5 @ 1.55

    BUY: 6 GLD JAN10 75/80 @ 2.4

    ****

    10/14/08 TUESDAY

    ROLLOUT
    SELL 5 AGU JAN9 60/65
    BUY 5 AGU JAN10 60/65
    COST 3.85

    ROLLOUT
    SELL 3 CVX JAN9 80/85
    BUY 3 CVX JAN10 80/85
    COST 4.15

    ROLLOUT
    SELL 5 BTU JAN9 50/55
    BUY 5 BTU JAN10 50/55
    COST ?(gtc order on sell)

    BUY 5 DO MAR 65/70 @ 2.85

    BUY 5 CVX MAR 45/50 @ 4.0

    SELL 50 GLD @ 82.51 (to buy spreads)
     
    #167     Oct 14, 2008
  8. still watching and following to see this work again
    i suggested doing dim option spreads some time ago(think it was toll bros) selling the calls in this enviorment .hve you given it any thought?
    good luck
    cheers
    john
     
    #168     Oct 15, 2008
  9. Friday’s Activity:
    BUY: 5 CF JAN9 35/40 @ 3.5

    BUY: 8 MRO APR 15/17.5 @ 1.85

    BUY: 10 XLE JAN10 65/70 @ .98

    GTC SELL: 10 XLE DEC 65/70 @ .8 (unfilled)

    ROLLOUT:
    SELL: 10 USO JAN9 70/75 @ .95
    BUY: 10 USO JAN10 70/75 @ 1.35

    ROLLOUT:
    SELL: 5 TRA DEC 25/30 @ 1.15
    BUY: 5 TRA JAN10 25/30 @ 1.35

    BUY: 10 USO JAN 70/75 @ 1.35

    SOLD 250 GLD to raise cash.

    Note to appleseed: Of course I have given your suggestion some thought. I’ve also given a lot of thought as to what I should have done to avoid this whole market. But it is what it is, and if I survive it I’ll have plenty of time to reflect. Time now to just dig in the heels and grind out trades which I hope will lead to future recovery. I do my own thing, but I do have a lot of respect for the traders on this forum who are making lots of money in this market. Pure skill.
     
    #169     Oct 17, 2008
  10. Nanook

    Nanook

    How are you holding up "psychologically"?

    Seriously,
    Nanook

    P.S. I am following your 'quest' with great interest.
     
    #170     Oct 17, 2008