Opened short positions on DAX30 and S&P500 by buying Puts. Following Friday's move downwards in many markets I'm expecting to sell Calls to Close and Buy Puts tomorrow. Security / Ticker: ES Open Trade Date: 20 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 2,820 Direction: Put Opening Price: 54.72 Security / Ticker: ES Open Trade Date: 20 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 2,700 Direction: Put Opening Price: 13.63 Security / Ticker: DAX Open Trade Date: 20 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 11,600 Direction: Put Opening Price: 263.80 Security / Ticker: DAX Open Trade Date: 20 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 10,900 Direction: Put Opening Price: 49.61
I've been looking at (and analysing) US Treasury Bonds (and specifically options). ZB has backtested well and the first few trades have done well, so I'll incorporate ZB trades into the journal from the next reversal / trade entry. The very low correllation of T Bonds to the equities indices, currencies and oil markets that I have been trading is also appealing.
Opened short positions on Oil and FTSE100 following signals at Friday's close. Security / Ticker: CL Open Trade Date: 25 March 2019 Trade: Buy to Open Expiry Date: 16 May 2019 At the Money / Out of the Money: AtM Exercise Price: 58.50 Direction: Put Opening Price: 2.30 Security / Ticker: CL Open Trade Date: 25 March 2019 Trade: Buy to Open Expiry Date: 16 May 2019 At the Money / Out of the Money: OotM Exercise Price: 52.50 Direction: Put Opening Price: 0.69 Security / Ticker: FTSE Open Trade Date: 25 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 7,175 Direction: Put Opening Price: 155.2 Security / Ticker: FTSE Open Trade Date: 25 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 6,900 Direction: Put Opening Price: 53.4
Closed DAX Puts 9 days after opening the position. Security / Ticker: DAX Open Trade Date: 20 March 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 11,600.00 Direction: Put Opening Price: 263.80 Close Trade Date: 29 March 2019 Closing Price: 278.19 Roundtrip P&L: 5.5% Security / Ticker: DAX Open Trade Date: 20 March 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 10,950.00 Direction: Put Opening Price: 49.60 Close Trade Date: 29 March 2019 Closing Price: 51.46 Roundtrip P&L: 3.7%
Bought Call options on DAX30 and Put options on US Treasury Bonds. Security / Ticker: DAX Open Trade Date: 29 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 11,550 Direction: Call Opening Price: 237.8 Security / Ticker: DAX Open Trade Date: 29 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 12,200 Direction: Call Opening Price: 34.9 Security / Ticker: ZB Open Trade Date: 29 March 2019 Trade: Buy to Open Expiry Date: 24 May 2019 At the Money / Out of the Money: AtM Exercise Price: 149.00 Direction: Put Opening Price: 1.27 Security / Ticker: ZB Open Trade Date: 29 March 2019 Trade: Buy to Open Expiry Date: 24 May 2019 At the Money / Out of the Money: OotM Exercise Price: 145.00 Direction: Put Opening Price: 0.20 NB ZB Futures are priced fractionally, in 32nds, and options are priced in 64ths. I'm going to present figures in decimals for consistency, but can switch to fractions if necessary.
Took advantage of slightly lower volatility to buy Straddles on S&P500 and Nikkei225. Security / Ticker: SPX Open Trade Date: 03 April 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 2,870 Direction: Straddle Opening Price: 90.6 Security / Ticker: N225 Open Trade Date: 03 April 2019 Trade: Buy to Open Expiry Date: 09 May 2019 At the Money / Out of the Money: AtM Exercise Price: 21,750.0000 Direction: Straddle Opening Price: 795.5
A bit of a catch-up. Closed Oil Puts at a loss following breakout. Security / Ticker: CL Open Trade Date: 22 March 2019 Trade: Buy to Open Expiry Date: 16 May 2019 At the Money / Out of the Money: AtM Exercise Price: 58.50 Direction: Put Opening Price: 2.30 Close Trade Date: 01 April 2019 Closing Price: 0.87 Roundtrip P&L: -62.1% Security / Ticker: CL Open Trade Date: 22 March 2019 Trade: Buy to Open Expiry Date: 16 May 2019 At the Money / Out of the Money: OotM Exercise Price: 52.50 Direction: Put Opening Price: 0.43 Close Trade Date: 01 April 2019 Closing Price: 0.22 Roundtrip P&L: -49.1% Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-1428.
Bought Nikkei225 straddles whilst volatility is relatively cheap. Security / Ticker: N225 Open Trade Date: 03 April 2019 Trade: Buy to Open Expiry Date: 09 May 2019 At the Money / Out of the Money: AtM Exercise Price: 21,750 Direction: Straddle Opening Price: 400.2 Security / Ticker: N225 Open Trade Date: 03 April 2019 Trade: Buy to OpenExpiry Date: 09 May 2019 At the Money / Out of the Money: AtM Exercise Price: 21,750 Direction: Straddle Opening Price: 395.3
Closed S&P500 Puts at a loss following breakout. Security / Ticker: SPX Open Trade Date: 20 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 2,820.00 Direction: Put Opening Price: 54.72 Close Trade Date: 03 April 2019 Closing Price: 23.66 Roundtrip P&L: -56.8% Security / Ticker: SPX Open Trade Date: 20 March 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 2,700.00 Direction: Put Opening Price: 13.63 Close Trade Date: 03 April 2019 Closing Price: 7.1 Roundtrip P&L: -47.9% Successive poor decisions to short S&P500 during the last three months contributed to a Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-2912.
Closed long position in Nikkei225 by selling Calls. Security / Ticker: N225 Open Trade Date: 11 March 2019 Trade: Sell to Close Expiry Date: 09 May 2019 At the Money / Out of the Money: AtM Exercise Price: 21,500 Direction: Put Opening Price: 503.95 Close Trade Date: 08 April 2019 Closing Price: 531.83 Roundtrip P&L: 5.5% Security / Ticker: N225 Open Trade Date: 11 March 2019 Trade: Sell to Close Expiry Date: 09 May 2019 At the Money / Out of the Money: OotM Exercise Price: 22,500 Direction: Put Opening Price: 180.9 Close Trade Date: 08 April 2019 Closing Price: 123.32 Roundtrip P&L: -31.8% Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-1528.