Swing trading with Butterflies

Discussion in 'Journals' started by Global OptionsTrades, Jul 30, 2021.

  1. .sigma

    .sigma

    this is what I want to emulate. I’ve never opened a fly with a skew edge/delta bias
     
    #11     Aug 2, 2021
  2. taowave

    taowave

    Im sure you have,perhaps without intent :)

    Its really not complcated and you can easily eyeball it and ballpark the bias..

    You just have to hope that Mr Sticky Delta prevails,and that "bitch" Sticky Strike doesnt rear its ugly head....Massive Buzzkill when that happens:)
     
    #12     Aug 2, 2021
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  3. Opened this today anticipating a slight fall in oil price this week, then watched it drop USD2!

    Trade date: 03 August 2021
    Security: CL
    Price at opening: 71.62
    Direction: Put
    Expiry date: 06 August 2021
    Strikes: 69.5 / 71.25 / 73
    Structure: 1 / 2 / 1
    Opening Spread: 0.46

    Trade date: 03 August 2021
    Security: NET
    Price at opening: 119.09
    Direction: Put
    Expiry date: 06 August 2021
    Strikes: 109 / 114 / 119
    Structure: 1 / 2 / 1
    Opening Spread: 0.91
     
    Last edited: Aug 3, 2021
    #13     Aug 3, 2021
  4. Have you ever tried an unbalanced butterfly spread?
     
    #14     Aug 3, 2021
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  5. .sigma

    .sigma

    Any reason why you chose this sTock? It’s options are pretty illiquid.
     
    #15     Aug 3, 2021
  6. Yep; about 1 in 10 trades are unbalanced - although all those posted here to date are not.

    Relevant as the FTSE trade today should have been 2/3/1 6775/6800/6850 but my model had a glitch and I didn't have time to sort it out, so placed a balanced 1/2/1 instead.
     
    #16     Aug 4, 2021
  7. Good question / observation.

    The answer is legacy, and that I have a long position in NET so have occasionally popped a Put Fly to capture upside when I expect price to drop back. This trade wasn't a good one so I closed it today. I'll try not to add NET trades to the journal in future.

    The stocks that I screen for on a daily basis for this type of trade are ADBE, NFLX, TSLA et al.
     
    #17     Aug 4, 2021
  8. Shorted FTSE with this today. Per #16 it should have been an unbalanced 2/3/1 structure.

    Trade date: 04 August 2021
    Security: FTSE
    Price at opening: 7067
    Direction: Put
    Expiry date: 20 August 2021
    Strikes: 6825 / 6800 / 6775
    Structure: 1 / 2 / 1
    Opening Spread: 1.00
     
    #18     Aug 4, 2021
  9. Change of sentiment on this one, so closed it at a small loss.

    Trade date: 03 August 2021
    Security: NET
    Price at opening: 119.09
    Direction: Put
    Expiry date: 06 August 2021
    Strikes: 109 / 114 / 119
    Structure: 1 / 2 / 1
    Opening Spread: 0.91
    Close date: 04 August 2021
    Trade duration: 1
    Closing spread: 0.70
    Profit / (Loss) -0.21
    Profit / (Loss) -23.1%
     
    #19     Aug 4, 2021
  10. ffs1001

    ffs1001

    @Global OptionsTrades , you realise that NET is reporting earnings after close tomorrow (Thur)?

    So, it's just as well that you closed the trade today.
     
    #20     Aug 4, 2021
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