Sold Treasury Bond Calls: Security / Ticker: ZB Open Trade Date: 29 March 2019 Trade: Sell to Close Expiry Date: 24 May 2019 At the Money / Out of the Money: AtM Exercise Price: 149.00 Direction: Put Opening Price: 1.27 Close Trade Date: 23 April 2019 Closing Price: 2.72 Roundtrip P&L: 114.2% Security / Ticker: ZB Open Trade Date: 29 March 2019 Trade: Sell to Close Expiry Date: 24 May 2019 At the Money / Out of the Money: OotM Exercise Price: 145.00 Direction: Put Opening Price: 0.20 Close Trade Date: 23 April 2019 Closing Price: 0.43 Roundtrip P&L: 120.5% And bought Calls: Security / Ticker: ZB Open Trade Date: 23 April 2019 Trade: Buy to Open Expiry Date: 24 May 2019 At the Money / Out of the Money: AtM Exercise Price: 147.00 Direction: Call Opening Price: 0.80 Security / Ticker: ZB Open Trade Date: 23 April 2019 Trade: Buy to Open Expiry Date: 24 May 2019 At the Money / Out of the Money: OotM Exercise Price: 151.00 Direction: Call Opening Price: 0.04
Bought S&P 500 Puts: Security / Ticker: SPX Open Trade Date: 25 April 2019 Trade: Buy to Open Expiry Date: 21 June 2019 At the Money / Out of the Money: AtM Exercise Price: 2,920 Direction: Put Opening Price: 51.3 Security / Ticker: SPX Open Trade Date: 25 April 2019 Trade: Buy to Open Expiry Date: 21 June 2019 At the Money / Out of the Money: OotM Exercise Price: 2,790 Direction: Put Opening Price: 9.6
Bought Oil Puts: Security / Ticker: CL Open Trade Date: 25 April 2019 Trade: Buy to Open Expiry Date: 17 June 2019 At the Money / Out of the Money: AtM Exercise Price: 65.00 Direction: Put Opening Price: 1.07 Security / Ticker: CL Open Trade Date: 25 April 2019 Trade: Buy to Open Expiry Date: 17 June 2019 At the Money / Out of the Money: OotM Exercise Price: 58.00 Direction: Put Opening Price: 0.30
Bought S&P500 Straddle: Security / Ticker: SPX Open Trade Date: 29 April 2019 Trade: Buy to Open Expiry Date: 21 June 2019 At the Money / Out of the Money: AtM Exercise Price: 2,940 Direction: Straddle Opening Price: 97.4
Whilst volatility was relatively low, bought FTSE Stradde: Security / Ticker: FTSE Open Trade Date: 01 May 2019 Trade: Buy to Open Expiry Date: 21 June 2019 At the Money / Out of the Money: AtM Exercise Price: 7,325 Direction: Straddle Opening Price: 232.9
After the fall in oil price, closed Oil Puts at a profit: Security / Ticker: CL Open Trade Date: 25 April 2019 Trade: Sell to Close Expiry Date: 17 June 2019 At the Money / Out of the Money: AtM Exercise Price: 65.00 Direction: Put Opening Price: 1.07 Close Trade Date: 06 May 2019 Closing Price: 4.00 Roundtrip P&L: 273.3% Security / Ticker: CL Open Trade Date: 25 April 2019 Trade: Sell to Close Expiry Date: 17 June 2019 At the Money / Out of the Money: OotM Exercise Price: 58.00 Direction: Put Opening Price: 0.30 Close Trade Date: 06 May 2019 Closing Price: 0.71 Roundtrip P&L: 137.8%
...and Bought Oil Calls: Security / Ticker: CL Open Trade Date: 06 May 2019 Trade: Buy to Open Expiry Date: 17 June 2019 At the Money / Out of the Money: AtM Exercise Price: 62.50 Direction: Call Opening Price: 2.13 Security / Ticker: CL Open Trade Date: 06 May 2019 Trade: Buy to Open Expiry Date: 17 June 2019 At the Money / Out of the Money: OotM Exercise Price: 69.00 Direction: Call Opening Price: 0.39
Nikkei 225 volatility was relatively low, so bought a Straddle position: Security / Ticker: N225 Open Trade Date: 07 May 2019 Trade: Buy to Open Expiry Date: 13 June 2019 At the Money / Out of the Money: AtM Exercise Price: 21,625 Direction: Straddle Opening Price: 1,120
In addition, I have introduced Bull Put Credit Spreads when purchasing long (Call) positions, and Bear Call Credit Spreads when purchasing short (Put) positions. I have tried to ensure that this journal is transparent such that positions closed can quickly be reconciled with positions opened, providing the reader with confidence in the journal. I don't want the addition of credit spreads to make the journal less transparent, so am open to suggestions on how to show the information best. Positions opened during the last month: CL 17/06/19 56.50/57.00 with 0.07 credit DAX 21/06/19 12850/12950 with 16.4 credit ES 21/06/19 2825/2800 with 4.14 credit ES 21/06/19 3010/3035 with 4.44 credit Z 21/06/19 6975/6900 with 12.16 credit Z 21/06/19 7075/7150 with 12.3 credit ZB 21/06/19 150/151 with 12/64ths credit AUD 05/07/19 0.685/0.680 with 0.00085 credit DAX 19/07/19 11750/11650 with 16.4 credit Z 19/07/19 6900/6825 with 12.2 credit Z 19/07/19 7100/7025 with 12.7 credit CL 15/08/19 55.00/54.50 with 0.09 credit Z 16/08/19 6825/6750 with 13.2 credit AUD 06/09/19 0.6750/0.6700 with 0.00075 credit AUD 06/09/19 0.7300/0.7350 with 0.00075 credit CL 17/09/19 52.50/52.00 with 0.09 credit DAX 20/09/19 11400/11300 with 17.9 credit Z 20/09/19 6900/6825 with 12.7 credit AUD 06/09/19 0.6750/0.6700 with 0.00075 credit AUD 06/09/19 0.6750/0.6700 with 0.00075 credit DAX 21/6/19 12850/12950 with 16.4 credit DAX 21/6/19 12850/12950 with 16.4 credit
Going to read your journal with real interest, thanks for sharing it. Do you mind if I ask you a couple of things? 1. What signals do you use on the daily chart to indicate if you will buy a call or put? 2. What broker platform do you use, from what I can see you trade futures options, is there any reason for that? Thanks!