And put it in a safe deposit box as Jesse Livermore put it or in a separate account so the market can never take it back from you in case you blow up? http://www.jesse-livermore.com/blog/index.php?s=account&submit=Find+It
If your gonna trade options it is KEY not to reinvest all your winnings since a single mishap can cause your options to expire worthless and you lose EVERYTHING while it is OK to reinvest all your wining for more conservative investments.
i filter profits from my trading account every week. that money goes into gold, silver, bonds, blue chips, collectibles, etc.