Bearish turn signal on FTSE 100, so sold Calls at a loss, bought Puts and sold OotM Bear credit spreads. Security / Ticker: FTSE Open Trade Date: 08 August 2019 Trade: Sell to Close Expiry Date: 20 September 2019 At the Money / Out of the Money: AtM Exercise Price: 7,275.00 Direction: Call Opening Price: 108.20 Close Trade Date: 09 September 2019 Closing Price: 27.00 Roundtrip P&L: -75.0% Security / Ticker: FTSE Open Trade Date: 08 August 2019 Trade: Sell to Close Expiry Date: 20 September 2019 At the Money / Out of the Money: OotM Exercise Price: 7,550.00 Direction: Call Opening Price: 16.50 Close Trade Date: 09 September 2019 Closing Price: 1.00 Roundtrip P&L: -93.9% Security / Ticker: FTSE Open Trade Date: 09 September 2019 Trade: Buy to Open Expiry Date: 18 October 2019 At the Money / Out of the Money: AtM Exercise Price: 7,225 Direction: Put Opening Price: 115.8 Security / Ticker: FTSE Open Trade Date: 09 September 2019 Trade: Buy to Open Expiry Date: 18 October 2019 At the Money / Out of the Money: OotM Exercise Price: 6,975 Direction: Put Opening Price: 31.3 Got orders to open Call spreads (not all filled at time of writing): 15/11/19 7575/7650 at 12.0 credit 20/12/19 7675/7750 at 12.5 credit 17/01/20 7700/7800 for 17.0 credit 17/03/20 7800/7900 for 18.0 credit NB The Bear Call Spreads are in addition to FTSE Bull Put Spreads sold 08 August in post #76, currently looking like a good portfolio.
Several securities turned bearish on Friday close, so closed long positions by closing long Calls, and opened short positions by opening long Puts. Closed DAX 30 calls from directional and volatility entries at a good profit this morning and turned positions round. Security / Ticker: DAX Open Trade Date: 07 August 2019 Trade: Sell to Close Expiry Date: 20 September 2019 At the Money / Out of the Money: AtM Exercise Price: 11,750 Direction: Call Opening Price: 265.8 Close Trade Date: 13 September 2019 Closing Price: 657.3 Roundtrip P&L: 147.3% Security / Ticker: DAX Open Trade Date: 07 August 2019 Trade: Sell to Close Expiry Date: 20 September 2019 At the Money / Out of the Money: OotM Exercise Price: 12,350 Direction: Call Opening Price: 77.1 Close Trade Date: 13 September 2019 Closing Price: 107.3 Roundtrip P&L: 39.0% Also closed Call side of the October Straddle at a profit: Security / Ticker: DAX Open Trade Date: 29 August 2019 Trade: Sell to Close Expiry Date: 20 October 2019 At the Money / Out of the Money: AtM Exercise Price: 11,850.0000 Direction: Straddle Opening Price: 286.0288 Close Trade Date: 16 September 2019 Closing Price: 605 Roundtrip P&L: 111.5% Bought Puts in the usual way and some debit spreads as I'm exploring this as a way to get directional exposure at better risk/reward profile. Security / Ticker: DAX Open Trade Date: 16 September 2019 Trade: Buy to Open Expiry Date: 20 November 2019 At the Money / Out of the Money: AtM Exercise Price: 12,400 Direction: Put Opening Price: 306.8 Security / Ticker: DAX Open Trade Date: 15 September 2019 Trade: Buy to Open Expiry Date: 20 November 2019 At the Money / Out of the Money: OotM Exercise Price: 11,700 Direction: Put Opening Price: 109.0 Bought 20 Nov 2019 DAX 11800/11700 Bear Put Spreads for 17.10 Debit Also sold: 20 Dec 2019 13100/13200 Bear Call Spreads for 20.1 Credit 20 Mar 2020 DAX 13500/13600 Bear Call Spreads for 17.7 Credit
Closed long position on S&P500 by selling Calls to Close, and bought short position by buying Puts to Open. Also sold far OotM Bear Call spreads for credit and bought nearer OotM Bear Put spreads. Security / Ticker: SPX Open Trade Date: 06 August 2019 Trade: Sell to Close Expiry Date: 20 September 2019 At the Money / Out of the Money: AtM Exercise Price: 2,880 Direction: Call Opening Price: 66.0 Close Trade Date: 15 September 2019 Closing Price: 113.8 Roundtrip P&L: 72.4% Security / Ticker: SPX Open Trade Date: 06 August 2019 Trade: Sell to Close Expiry Date: 20 September 2019 At the Money / Out of the Money: OotM Exercise Price: 3,000 Direction: Call Opening Price: 13.5 Close Trade Date: 15 September 2019 Closing Price: 14.3 Roundtrip P&L: 5.6% Security / Ticker: SPX Open Trade Date: 15 September 2019 Trade: Buy to Open Expiry Date: 18 October 2019 At the Money / Out of the Money: AtM Exercise Price: 2,990 Direction: Put Opening Price: 42.4 Security / Ticker: SPX Open Trade Date: 15 September 2019 Trade: Buy to Open Expiry Date: 18 October 2019 At the Money / Out of the Money: OotM Exercise Price: 2,860 Direction: Put Opening Price: 13.75 Sold 20 Dec 2019 3160/3190 Bear Call Spread for 5.25 Credit Sold 20 Mar 2020 3250/3300 Bear Call Spread for 8.0 Credit Bought 18 Oct 2019 2920/2890 Bear Put Spread for 5.25 Debit
Nikkei 225 Calls expired in the Money, resulting in a net profit across the AtM and OotM positions. Security / Ticker: N225 Open Trade Date: 06 August 2019 Trade: Buy to Open Expiry Date: 12 September 2019 At the Money / Out of the Money: AtM Exercise Price: 20,625 Direction: Call Opening Price: 440.0 Close Trade Date: 12 September 2019 Closing Price: 1,125.8 Roundtrip P&L: 155.9% Security / Ticker: N225 Open Trade Date: 06 August 2019 Trade: Buy to Open Expiry Date: 12 September 2019 At the Money / Out of the Money: OotM Exercise Price: 21,750 Direction: Call Opening Price: 110.0 Close Trade Date: 12 September 2019 Closing Price: 2.0 Roundtrip P&L: -98.2% NB a 21500/21750 Spread would have produced c.300% P&L.
Sell signal on Nikkei 225 so bought At the Money and Out of the Money Puts, plus a Bear Put Spread, and sold far-dated Out of the Money Bull Call Spreads for credit. Security / Ticker: N225 Open Trade Date: 16 September 2019 Trade: Buy to Open Expiry Date: 10 October 2019 At the Money / Out of the Money: AtM Exercise Price: 21,750 Direction: Put Opening Price: 295.2 Security / Ticker: N225 Open Trade Date: 16 September 2019 Trade: Buy to Open Expiry Date: 10 October 2019 At the Money / Out of the Money: OotM Exercise Price: 20,750 Direction: Put Opening Price: 74.5 Bought 10 Oct 2019 21125/21000 Bear Put Spread for 20 debit. Sold 12 Mar 2020 23750/24000 Bull Call Spread for 40 credit.
Generated a sell signal on oil, that coincided with the profitable expiry of Calls, which was fortuitous! Security / Ticker: CL Open Trade Date: 09 August 2019 Trade: Buy to Open Expiry Date: 17 September 2019 At the Money / Out of the Money: AtM Exercise Price: 54.50 Direction: Call Opening Price: 2.03 Close Trade Date: 17 September 2019 Closing Price: 4.18 Roundtrip P&L: 106.0% Security / Ticker: CL Open Trade Date: 09 August 2019 Trade: Buy to Open Expiry Date: 17 September 2019 At the Money / Out of the Money: OotM Exercise Price: 60.50 Direction: Call Opening Price: 0.40 Close Trade Date: 17 September 2019 Closing Price: - Roundtrip P&L: -100.0% In addition, 52.50/52.00 Bull Put Spread expired worthless, at 100% profit. Will buy a short position in oil by buying Puts at today's opening and update later.
AUSUSD signal reversed so closed long position by selling Calls (at an overall profit), and bought short position by buying Puts. Also bought Bear Put Spreads, and sold far-dated Out of the Money Bull Call Spreads for credit. Sold directional positions: Security / Ticker: AUD Open Trade Date: 08 August 2019 Trade: Sell to Close Expiry Date: 04 October 2019 At the Money / Out of the Money: AtM Exercise Price: 0.6800 Direction: Call Opening Price: 0.0090 Close Trade Date: 17 September 2019 Closing Price: 0.0083 Roundtrip P&L: -8.0% Security / Ticker: AUD Open Trade Date: 08 August 2019 Trade: Sell to Close Expiry Date: 04 October 2019 At the Money / Out of the Money: OotM Exercise Price: 0.7000 Direction: Call Opening Price: 0.0024 Close Trade Date: 17 September 2019 Closing Price: 0.0005 Roundtrip P&L: -77.1% Also sold Call side of Volatility position: Security / Ticker: AUD Open Trade Date: 25 August 2019 Trade: Sell to Close Expiry Date: 08 November 2019 At the Money / Out of the Money: AtM Exercise Price: 0.6700 Direction: Straddle Opening Price: 0.0100 Close Trade Date: 17 September 2019 Closing Price: 0.0195 Roundtrip P&L: 95.8% Bought AtM and OotM Puts: Security / Ticker: AUD Open Trade Date: 17 September 2019 Trade: Buy to Open Expiry Date: 08 November 2019 At the Money / Out of the Money: AtM Exercise Price: 0.6850 Direction: Put Opening Price: 0.0073 Security / Ticker: AUD Open Trade Date: 17 September 2019 Trade: Buy to Open Expiry Date: 08 November 2019 At the Money / Out of the Money: OotM Exercise Price: 0.6700 Direction: Put Opening Price: 0.0026 Bought 08 Nov 2019 0.6750/0.6700 spread for 0.0120 debit Sold 06 Dec 2019 .7050/7100 spread for 0.0080 credit Sold 03 Jan 2020 .07050/0.7100 spread for 0.0100 credit
Bought AtM Put: Security / Ticker: CL Open Trade Date: 17 September 2019 Trade: Buy to Open Expiry Date: 17 October 2019 At the Money / Out of the Money: AtM Exercise Price: 58.50 Direction: Put Opening Price: 2.77 Didn't buy the OotM Put today, but here is the trade: Security / Ticker: CL Open Trade Date: 17 September 2019 Trade: Buy to Open Expiry Date: 17 October 2019 At the Money / Out of the Money: OotM Exercise Price: 52.00 Direction: Put Opening Price: 0.58 Because I bought the Spread: 17 Oct 2019 52.50/52.00 for 0.10 debit. Also sold 16 Dec 2019 63.50/64.00 spread at 0.09. NB This compliments existing 47.50/47.00 spread per post #71
One from last week. Treasury Bonds reversed on Tuesday so closed my short position by Selling Puts (at a loss) and bought a long position by buying Calls and Call Spreads. Security / Ticker: ZB Open Trade Date: 09 August 2019 Trade: Sell to Close Expiry Date: 20 September 2019 At the Money / Out of the Money: AtM Exercise Price: 161.00 Direction: Put Opening Price: 1.77 Close Trade Date: 17 September 2019 Closing Price: 1.61 Roundtrip P&L: -9.3% Security / Ticker: ZB Open Trade Date: 09 August 2019 Trade: Sell to Close Expiry Date: 20 September 2019 At the Money / Out of the Money: OotM Exercise Price: 156.00 Direction: Put Opening Price: 0.34 Close Trade Date: 17 September 2019 Closing Price: 0.01 Roundtrip P&L: -96.4% Bought Calls: Security / Ticker: ZB Open Trade Date: 17 September 2019 Trade: Buy to Open Expiry Date: 25 October 2019 At the Money / Out of the Money: AtM Exercise Price: 160.00 Direction: Call Opening Price: 2.02 Security / Ticker: ZB Open Trade Date: 17 September 2019 Trade: Buy to Open Expiry Date: 25 October 2019 At the Money / Out of the Money: OotM Exercise Price: 164.00 Direction: Call Opening Price: 0.65 Sold 27 Dec 2019 153/151 Bull Put Spread for 21/64ths credit Sold 21 Feb 2020 151/149 Bull Put Spread for 20/64th credit
Update following an unexpected upturn in sentiment producing bullish signals. Sold Oil Puts at a profit, and took a long position by buying calls. Security / Ticker: CL Open Trade Date: 17 September 2019 Trade: Sell to Close Expiry Date: 17 October 2019 At the Money / Out of the Money: AtM Exercise Price: 58.50 Direction: Put Opening Price: 2.77 Close Trade Date: 04 October 2019 Closing Price: 5.68 Roundtrip P&L: 104.9% Security / Ticker: CL Open Trade Date: 17 September 2019 Trade: Sell to Close Expiry Date: 17 October 2019 At the Money / Out of the Money: OotM Exercise Price: 52.00 Direction: Put Opening Price: 0.58 Close Trade Date: 04 October 2019 Closing Price: 1.03 Roundtrip P&L: 78.6% Closed 17 Oct 2019 52.50/52.00 spread at 0.20, for 100% profit (exc commission) 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 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 Bought 15 Nov 2019 58.00/58.50 Bear Call Spreads for 0.10 debit. Sold 14 Feb 2020 43.50/43.00 Bull Put Spreads for 0.09 credit