Closed short position in S&P500, by selling puts at a profit, and opened long position by buying calls. Security / Ticker: SPX Open Trade Date: 15 September 2019 Trade: Sell to Close Expiry Date: 18 October 2019 At the Money / Out of the Money: AtM Exercise Price: 2,990.00 Direction: Put Opening Price: 42.40 Close Trade Date: 04 October 2019 Closing Price: 61.0 Roundtrip P&L: 43.9% Security / Ticker: SPX Open Trade Date: 15 September 2019 Trade: Sell to Close Expiry Date: 18 October 2019 At the Money / Out of the Money: OotM Exercise Price: 2,860.00 Direction: Put Opening Price: 13.75 Close Trade Date: 04 October 2019 Closing Price: 13.50 Roundtrip P&L: -1.8% Sold 18 Oct 2019 2920/2890 Bear Put Spread for 8.75 Credit (67% profit). Bought calls: Security / Ticker: SPX Open Trade Date: 04 October 2019 Trade: Buy to Open Expiry Date: 15 November 2019 At the Money / Out of the Money: AtM Exercise Price: 2,960.00 Direction: Call Opening Price: 47.4 Security / Ticker: SPX Open Trade Date: 04 October 2019 Trade: Buy to Open Expiry Date: 15 November 2019 At the Money / Out of the Money: OotM Exercise Price: 3,080.00 Direction: Call Opening Price: 6.5 Bought 15 Nov 2019 3050/3080 Bear Call Spread for 5.1 debit Sold 17 Jan 2020 2710/2680 Bull Put Spread for 4.9 credit
At the risk of being inconsistent and selective, my original metric of rolling monthly P&L for a contract size of one, for all long positions (excluding extra profit from selling far-dated Out-of-the-Money spreads) is USD13,645.
Closed short positions in AUD last week by selling Puts at a profit and opened long position by buying Calls. Security / Ticker: AUD Open Trade Date: 17 September 2019 Trade: Sell to Close Expiry Date: 08 November 2019 At the Money / Out of the Money: AtM Exercise Price: 0.6850 Direction: Put Opening Price: 0.0072 Close Trade Date: 03 October 2019 Closing Price: 0.0125 Roundtrip P&L: 73.1% Security / Ticker: AUD Open Trade Date: 17 September 2019 Trade: Sell to Close Expiry Date: 08 November 2019 At the Money / Out of the Money: OotM Exercise Price: 0.6700 Direction: Put Opening Price: 0.0022 Close Trade Date: 03 October 2019 Closing Price: 0.0039 Roundtrip P&L: 73.8 Sold 08 Nov 2019 0.6750/0.6700 spread for 0.0160 debit (33% profit) Also, sold Put side of Straddle at a loss, but recall from post #87 that I had closed the Call side at 95% profit, so net 34% for the trade. Security / Ticker: AUD Open Trade Date: 25 August 2019 Trade: Sell to Close Expiry Date08 November 2019: At the Money / Out of the Money: AtM Exercise Price: 0.6700 Direction: Straddle Opening Price: 0.0099 Close Trade Date: 03 October 2019 Closing Price: 0.0039 Roundtrip P&L: -60.8% Bought long Calls: Security / Ticker: AUD Open Trade Date: 03 October 2019 Trade: Buy to Open Expiry Date: 08 November 2019 At the Money / Out of the Money: AtM Exercise Price: 0.6750 Direction: Call Opening Price: 0.0059 Security / Ticker: AUD Open Trade Date: 03 October 2019 Trade: Buy to Open Expiry Date: 08 November 2019 At the Money / Out of the Money: OotM Exercise Price: 0.6900 Direction: Call Opening Price: 0.0013 Bought 08 November 0.6850/.6900 Bull Call Spreads for 0.00125 debit Sold 03 April 0.6500/0.6450 spreads for .0009 credit.
Closed short position in Nikkei225 at a loss by closing Puts. Security / Ticker: N225 Open Trade Date: 15 September 2019 Trade: Sell to Close Expiry Date: 10 October 2019 At the Money / Out of the Money: AtM Exercise Price: 21,750.0 Direction: Call Opening Price: 295.2 Close Trade Date: 04 October 2019 Closing Price: 356.4 Roundtrip P&L: 20.7% Security / Ticker: N225 Open Trade Date: 15 September 2019 Trade: Sell to Close Expiry Date: 10 October 2019 At the Money / Out of the Money: OotM Exercise Price: 20,750.0 Direction: Call Opening Price: 74.5 Close Trade Date: 04 October 2019 Closing Price: 20.8 Roundtrip P&L: -72.1% Opened long position in Nikkei225 by buying Calls: Security / Ticker: N225 Open Trade Date: 04 October 2019 Trade: Buy to Open Expiry Date: 07 November 2019 At the Money / Out of the Money: AtM Exercise Price: 21,625.0 Direction: Call Opening Price: 375.4 Security / Ticker: N225 Open Trade Date: 04 October 2019 Trade: Buy to Open Expiry Date: 07 November 2019 At the Money / Out of the Money: OotM Exercise Price: 22,625.0 Direction: Call Opening Price: 92.3 Bought 07 Nov 2019 22000/22250 Bear Call spread for 70 debit. Sold 20 March 2020 19500/19250 Bear Put Spread for 40 credit.
As Treasury Bonds seem to have peaked, sold long position at a profit and bought Puts. Security / Ticker: ZB Open Trade Date: 17 September 2019 Trade: Sell to Close Expiry Date: 25 October 2019 At the Money / Out of the Money: AtM Exercise Price: 160.00 Direction: Call Opening Price: 2.02 Close Trade Date: 07 October 2019 Closing Price: 4.63 Roundtrip P&L: 129.0% Security / Ticker: ZB Open Trade Date: 17 September 2019 Trade: Sell to Close Expiry Date: 25 October 2019 At the Money / Out of the Money: OotM Exercise Price: 164.00 Direction: Call Opening Price: 0.65 Close Trade Date: 07 October 2019 Closing Price: 1.57 Roundtrip P&L: 143.5% Bought Puts At-the-Money and Out-of-the-Money in conventional manner, plus spreads, which have backtested well and are proving to be useful in other securities. Security / Ticker: ZB Open Trade Date: 07 October 2019 Trade: Buy to Open Expiry Date: 22 November 2019 At the Money / Out of the Money: AtM Exercise Price: 164.00 Direction: Put Opening Price: 1.75 Security / Ticker: ZB Open Trade Date: 07 October 2019 Trade: Buy to Open Expiry Date: 22 November 2019 At the Money / Out of the Money: OotM Exercise Price: 159.00 Direction: Put Opening Price: 0.36 Bought 22 Nov 2019 160/159 Put Spread for 10/64 debit.
Closed short position in DAX 30 at a loss (by arithmetic mean, but in practice with more spread positions than single-leg positions, the trades prodiuced a cash profit), and opened a long position by buying Calls. Security / Ticker: DAX Open Trade Date: 15 September 2019 Trade: Sell to Close Expiry Date: 15 November 2019 At the Money / Out of the Money: AtM Exercise Price: 12,400 Direction: Put Opening Price: 306.8 Close Trade Date: 10 October 2019 Closing Price: 180.0 Roundtrip P&L: -41.3% Security / Ticker: DAX Open Trade Date: 15 September 2019 Trade: Sell to Close Expiry Date: 15 November 2019 At the Money / Out of the Money: OotM Exercise Price: 11,700 Direction: Put Opening Price: 109.0 Close Trade Date: 10 October 2019 Closing Price: 77.0 Roundtrip P&L: -29.4% Sold 20 Nov 2019 DAX 11800/11700 Bear Put Spreads for 27.10 Credit (58% profit) Bought Calls this morning: Security / Ticker: DAX Open Trade Date: 10 October 2019 Trade: Buy to Open Expiry Date: 20 December 2019 At the Money / Out of the Money: AtM Exercise Price: 12,200 Direction: Call Opening Price: 322.6 Security / Ticker: DAX Open Trade Date: 10 October 2019 Trade: Buy to Open Expiry Date: 20 December 2019 At the Money / Out of the Money: OotM Exercise Price: 12,850 Direction: Call Opening Price: 106.5 Bought 15 Nov 2019 12400/12500 Bull Call Spread for 33.6 Debit
Got a sell signal on Australian Dollar, so closed long position by selling calls at a profit. Security / Ticker: AUD Open Trade Date: 03 October 2019 Trade: Sell to Close Expiry Date: 08 November 2019 At the Money / Out of the Money: AtM Exercise Price: 0.6750 Direction: Call Opening Price: 0.0059 Close Trade Date: 24 October 2019 Closing Price: 0.0094 Roundtrip P&L: 59.3% Security / Ticker: AUD Open Trade Date: 03 October 2019 Trade: Sell to Close Expiry Date: 08 November 2019 At the Money / Out of the Money: OotM Exercise Price: 0.6900 Direction: Call Opening Price: 0.0013 Close Trade Date: 24 October 2019 Closing Price: 0.0012 Roundtrip P&L: -5.4% Sold 08 November 0.6850/.6900 Bull Call Spreads for 0.00160 credit (28% profit). Opened a short position by buying December Puts and Bear Put Spread: Security / Ticker: AUD Open Trade Date: 24 October 2019 Trade: Buy to Open Expiry Date: 06 December 2019 At the Money / Out of the Money: AtM Exercise Price: 0.6800 Direction: Put Opening Price: 0.0047 Security / Ticker: AUD Open Trade Date: 24 October 2019 Trade: Buy to Open Expiry Date: 06 December 2019 At the Money / Out of the Money: OotM Exercise Price: 0.6650 Direction: Put Opening Price: 0.0011 Bought 22 November 0.6775/.6725 Bear Put Spreads for 0.0011 debit. Sold 06 March 2020 0.7050/.7100 Bull Put Spreads for 0.0070 credit Sold 03 April 2020 0.7050/.7100 Bull Put Spreads for 0.0090 credit
Have closed / will close long positions in oil, Nikkei 225, DAX 30, FTSE 100, and S&P500, replacing with short positions. Also closed short position in Treasury Bonds, and bought long position. I'll document the trades in here later.
Closed long position in oil at a profit by selling puts. Security / Ticker: CL Open Trade Date: 04 October 2019 Trade: Buy to Open Expiry Date: 15 November 2019 At the Money / Out of the Money: AtM Exercise Price: 53.00 Direction: Call Opening Price: 2.18 Close Trade Date: 28 October 2019 Closing Price: 3.31 Roundtrip P&L: 51.9% Security / Ticker: CL Open Trade Date: 04 October 2019 Trade: Buy to Open Expiry Date: 15 November 2019 At the Money / Out of the Money: OotM Exercise Price: 59.00 Direction: Call Opening Price: 0.45 Close Trade Date: 28 October 2019 Closing Price: 0.46 Roundtrip P&L: 1.2% Sold 15 Nov 2019 58.00/58.50 Bear Call Spreads for 0.10 credit (same as opening price so 0% profit). Opened short position by buying Puts and Put spreads. Security / Ticker: CL Open Trade Date: 28 October 2019 Trade: Buy to Open Expiry Date: 16 December 2019 At the Money / Out of the Money: AtM Exercise Price: 55.50 Direction: Call Opening Price: 2.30 Security / Ticker: CL Open Trade Date: 28 October 2019 Trade: Buy to Open Expiry Date: 16 December 2019 At the Money / Out of the Money: OotM Exercise Price: 49.50 Direction: Call Opening Price: 0.41 Bought 22 Nov 2019 51.50/51.0 Bear Put Spreads for 0.09 debit. Sold 20 Jan 2020 62.50/63.00 Bull Call Spreads for 0.08 credit. Sold 20 Feb 2020 63.00/63.50 Bull Call Spreads for 0.08 credit.
Closed short position in Treasury Bonds by selling Puts and Put spreads at a profit and opened a long position by buying Calls and Call spreads. Security / Ticker: ZB Open Trade Date: 07 October 2019 Trade: Buy to Open Expiry Date: 22 November 2019 At the Money / Out of the Money: AtM Exercise Price: 164.00 Direction: Put Opening Price: 1.75 Close Trade Date: 30 October 2019 Closing Price: 3.97 Roundtrip P&L: 127.1% Security / Ticker: ZB Open Trade Date: 07 October 2019 Trade: Buy to Open Expiry Date: 22 November 2019 At the Money / Out of the Money: OotM Exercise Price: 159.00 Direction: Put Opening Price: 0.36 Close Trade Date: 30 October 2019 Closing Price: 0.64 Roundtrip P&L: 76.2% Sold 22 Nov 2019 160/159 Put Spread for 26/64 credit (156% profit). Security / Ticker: ZB Open Trade Date: 30 October 2019 Trade: Buy to Open Expiry Date: 22 November 2019 At the Money / Out of the Money: AtM Exercise Price: 160.00 Direction: Call Opening Price: 1.18 Security / Ticker: ZB Open Trade Date: 30 October 2019 Trade: Buy to Open Expiry Date: 22 November 2019 At the Money / Out of the Money: OotM Exercise Price: 165.00 Direction: Call Opening Price: 0.05 Bought 15 Nov 2019 163.50/165.00 Call Spread for 9/64 debit.