Trade #5 (closed on 11/1/11) Bought TLT Nov 19 2011 108.0 Put @ 0.29 Sold TLT Nov 19 2011 106.0 Put @ 0.17 Net Debit of 0.12 Return = 0.20 (original credit of 0.32 minus debit of 0.12) Return% = 0.20 / 1.68 = 11.90%
Trade #6 (opened on 3/12/12) Sold GLD Apr 21 2012 157.0 Put @ 1.24 Bought GLD Apr 21 2012 155.0 Put @ 0.92 Net Credit of 0.32
Trade #7 (opened on 3/14/12) Sold VXX Apr 21 2012 18.0 Put @ 0.54 Bought VXX Apr 21 2012 16.0 Put @ 0.14 Net Credit of 0.40
Trade #7 (closed on 4/10/12) Bought to close VXX Apr 21 2012 18.0 Put @ 0.38 Sold to close VXX Apr 21 2012 16.0 Put @ 0.08 Net Debit of 0.30 Return = 0.10 (original credit of 0.40 minus debit of 0.30) Return% = 0.10 / 1.60 = 6.25%
Trade #6 (closed on 4/12/12) Bought to close GLD Apr 21 2012 157.0 Put @ 0.41 Sold to close GLD Apr 21 2012 155.0 Put @ 0.21 Net Debit of 0.20 Return = 0.12 (original credit of 0.32 minus debit of 0.20) Return% = 0.12 / 1.68 = 7.14%
Trade #8 (opened on 5/15/12) Sold SPY Jun 16 2012 127.0 Put @ 1.39 Bought SPY Jun 16 2012 125.0 Put @ 1.06 Net Credit of 0.33
Selling a bear call spread on TLT, selling June 126 and buying June 128, for a net credit of 0.30 or more would be a high probability trade.
Trade #9 (opened on 5/17/12) Sold TLT Jun 16 2012 126.0 Call @ 0.89 Bought TLT Jun 16 2012 128.0 Call @ 0.57 Net Credit of 0.32
Trade #8 (closed on 6/12/12) Bought to close SPY Jun 16 2012 127.0 Put @ 0.10 Sold to close SPY Jun 16 2012 125.0 Put @ 0.04 Net Debit of 0.06 Return = 0.27 (original credit of 0.33 minus debit of 0.06) Return% = 0.27 / 1.67 = 16.17%