one-offs

Discussion in 'Journals' started by destriero, Nov 10, 2023.

  1. demoncore

    demoncore

    Complex position in May exp.
     
    #291     May 12, 2025
    Sekiyo likes this.
  2. demoncore

    demoncore

    Skew locks/rhinos are running at a pure arb condition. credit tails. I've never seen a "421" skew lock with a credit left tail.
     
    #292     May 12, 2025
  3. demoncore

    demoncore

    PNL never touches x.

    upload_2025-5-12_7-32-17.png
     
    #293     May 12, 2025
    Sekiyo likes this.
  4. MarkBrown

    MarkBrown

    #294     May 12, 2025
  5. Sekiyo

    Sekiyo

    Do you use margin on those trades ? I would definitely borrow money xD
     
    #295     May 12, 2025
  6. demoncore

    demoncore


    It adds buying power when the tails are credits. I did a 20 lot SPX with a small debit left tail and it required $724 in initial under port-margin.

    Left tail was trivial; like $1800.
     
    #296     May 12, 2025
    Sekiyo likes this.
  7. demoncore

    demoncore


    optionstrat is good and fairly conservative on term structure modeling. You will still need to alter the day count when trading tenors very close to expiration.
     
    #297     May 12, 2025
    MarkBrown likes this.
  8. MarkBrown

    MarkBrown

    im' going to use it mainly for covered calls against positions opened by short puts if exercised so nothing real complicated.

    years ago i had optionvue but it's long gone.
     
    #298     May 12, 2025
  9. demoncore

    demoncore

    Basically flat PNL but convex AF.

    upload_2025-5-14_8-23-10.png
     
    #299     May 14, 2025
    Sekiyo likes this.
  10. demoncore

    demoncore

    A bunch of divs received so I exercised most of the conversion portfolio.

    upload_2025-5-14_8-24-50.png
     
    #300     May 14, 2025