RUT didn't fall yesterday so that fly (#198) expired with 100% loss. Put a couple more on yesterday: Trade date: 31 May 2022 Security: RUT Price at opening: 1854.9 Direction: Put Expiry date (short side): 03 June 2022 Implied Vol (short side) 36.8% Expiry date (long side): 06 June 2022 Implied Vol (long side) 30.7% Strikes: 1825 Opening Spread: 3.40 Trade date: 31 May 2022 Security: SPX Price at opening: 4128 Direction: Put Expiry date (short side): 03 June 2022 Implied Vol (short side) 29.9% Expiry date (long side): 06 June 2022 Implied Vol (long side) 24.7% Strikes: 4070 Opening Spread: 6.40
Both Calendars closed in profit. Trade date: 31 May 2022 Security: RUT Price at opening: 1854.9 Direction: Put Expiry date (short side): 03 June 2022 Implied Vol (short side) 36.8% Expiry date (long side): 06 June 2022 Implied Vol (long side) 30.7% Strikes: 1825 Opening Spread: 3.40 Close date: 01 June 2022 Trade duration: 1 Closing spread: 4.60 Profit / (Loss): 1.20 Profit / (Loss): 35.3% Trade date: 31 May 2022 Security: SPX Price at opening: 4128 Direction: Put Expiry date (short side): 03 June 2022 Implied Vol (short side) 29.9% Expiry date (long side): 06 June 2022 Implied Vol (long side) 24.7% Strikes: 4070 Opening Spread: 6.40 Close date: 01 June 2022 Trade duration: 1 Closing spread: 8.30 Profit / (Loss): 1.90 Profit / (Loss): 29.7%
Managed to pop a Fly on Russell 2000 between Jubilee celebrations. Trade date: 02 June 2022 Security: RUT Price at opening: 1857.763 Implied Vol 20.8% Direction: Put Expiry date: 06 June 2022 Strikes: 1810 / 1830 / 1870 Structure: 2 / 3 / 1 Opening Spread: 6.35
Added Fly and Calendar Puts today. Trade date: 06 June 2022 Security: SPX Price at opening: 4117.9 Implied Vol 26.1% Direction: Put Expiry date: 08 June 2022 Strikes: 4035 / 4060 / 4110 Structure: 2 / 3 / 1 Opening Spread: 6.65 Trade date: 06 June 2022 Security: SPX Price at opening: 4142.8 Direction: Put Expiry date (short side): 10 June 2022 Implied Vol (short side) 26.2% Expiry date (long side): 13 June 2022 Implied Vol (long side) 22.5% Strikes: 4085 Opening Spread: 4.70
RUT rose so my closing orders weren't filled, so the RUT fly (#203) closed at 100% loss yesterday. The S&P500 fly opened yesterday closed in profit today. Trade date: 06 June 2022 Security: SPX Price at opening: 4117.9 Implied Vol 26.1% Direction: Put Expiry date: 08 June 2022 Strikes: 4035 / 4060 / 4110 Structure: 2 / 3 / 1 Opening Spread: 6.65 Close date: 07 June 2022 Trade duration: 1 Closing spread: 9.10 Profit / (Loss): 2.45 Profit / (Loss): 36.8% Opened another similar position for Friday expiry, unfortunately before SPX rose (by c.1%) today. Trade date: 07 June 2022 Security: SPX Price at opening: 4120 Implied Vol 27.3% Direction: Put Expiry date: 10 June 2022 Strikes: 4015 / 4050 / 4120 Structure: 2 / 3 / 1 Opening Spread: 10.50 Also opened a Calendar Put for Nasdaq - again, before it rose 200 points. Trade date: 07 June 2022 Security: NDX Price at opening: 12,541.9 Direction: Put Expiry date (short side): 10 June 2022 Implied Vol (short side) 38.2% Expiry date (long side): 13 June 2022 Implied Vol (long side) 31.2% Strikes: 12325 Opening Spread: 21.85
Both the Calendar from Monday (#204) and the Fly from Tuesday (#205) closed yesterday in profit. Trade date: 06 June 2022 Security: SPX Price at opening: 4,143 Direction: Put Expiry date (short side): 10 June 2022 Implied Vol (short side) 26.2% Expiry date (long side): 13 June 2022 Implied Vol (long side) 22.5% Strikes: 4085 Opening Spread: 4.70 Close date: 08 June 2022 Trade duration: 2 Closing spread: 6.50 Profit / (Loss): 1.80 Profit / (Loss): 38.3% Trade date: 07 June 2022 Security: SPX Price at opening: 4120 Implied Vol 27.3% Direction: Put Expiry date: 10 June 2022 Strikes: 4015 / 4050 / 4120 Structure: 2 / 3 / 1 Opening Spread: 10.50 Close date: 08 June 2022 Trade duration: 1 Closing spread: 13.05 Profit / (Loss): 2.55 Profit / (Loss): 24.3%
Closing orders for the Nasdaq calendar (#205) filled towards the end of yesterday in profit. Trade date: 07 June 2022 Security: NDX Price at opening: 12541.9 Direction: Put Expiry date (short side): 10 June 2022 Implied Vol (short side) 38.2% Expiry date (long side): 13 June 2022 Implied Vol (long side) 31.2% Strikes: 12325 Opening Spread: 21.85 Close date: 09 June 2022 Trade duration: 2 Closing spread: 28.75 Profit / (Loss): 6.90 Profit / (Loss): 31.6%
Popped a calendar on earlier today. Trade date: 13 June 2022 Security: SPX Price at opening: 3776.1 Direction: Put Expiry date (short side): 17 June 2022 Implied Vol (short side) 43.3% Expiry date (long side): 21 June 2022 Implied Vol (long side) 34.2% Strikes: 3690 Opening Spread: 6.75
This provided slight respite from the carnage of the last couple of days. Trade date: 13 June 2022 Security: SPX Price at opening: 3776.1 Direction: Put Expiry date (short side): 17 June 2022 Implied Vol (short side) 43.3% Expiry date (long side): 21 June 2022 Implied Vol (long side) 34.2% Strikes: 3690 Opening Spread: 6.75 Close date: 14 June 2022 Trade duration: 1 Closing spread: 9.50 Profit / (Loss): 2.75 Profit / (Loss): 40.7%