Opened a calendar spread on S&P500 yesterday. A similar set-up for Russell 2000 didn't fill unfortunately. Trade date: 21 June 2022 Security: SPX Price at opening: 3746.9 Direction: Put Expiry date (short side): 24 June 2022 Implied Vol (short side) 34.4% Expiry date (long side): 27 June 2022 Implied Vol (long side) 28.5% Strikes: 3685 Opening Spread: 6.25
Markets rose, so the Calendar Put (#212) will almost certainly expire worthless for 100% loss. Opened a similar position today. Trade date: 27 June 2022 Security: SPX Price at opening: 3917.3 Direction: Put Expiry date (short side): 01 July 2022 Implied Vol (short side) 29.3% Expiry date (long side): 05 July 2022 Implied Vol (long side) 23.9% Strikes: 3855 Opening Spread: 6.70
Orders to open a Russell 2000 Calendar filled yesterday. Trade date: 27 June 2022 Security: RUT Price at opening: 1758.3 Direction: Put Expiry date (short side): 01 July 2022 Implied Vol (short side) 36.3% Expiry date (long side): 05 July 2022 Implied Vol (long side) 29.5% Strikes: 1720 Opening Spread: 2.90
Closing orders for the Russell 2000 Calendar filled today in profit. Trade date: 27 June 2022 Security: RUT Price at opening: 1758.3 Direction: Put Expiry date (short side): 01 July 2022 Implied Vol (short side) 36.3% Expiry date (long side): 05 July 2022 Implied Vol (long side) 29.5% Strikes: 1720 Opening Spread: 2.90 Close date: 29 June 2022 Trade duration: 2 Closing spread: 4.68 Profit / (Loss): 1.78 Profit / (Loss): 61.2% Hoping to close the SPX position (#213) tomorrow.
Opened a Fly on S&P500 for expiry on Tuesday, but IIRC markets generally rise the day after 04 July, so confidence is low for this one. Trade date: 30 June 2022 Security: SPX Price at opening: 3760 Implied Vol 23.4% Direction: Put Expiry date: 05 July 2022 Strikes: 3655 / 3690 / 3760 Structure: 2 / 3 / 1 Opening Spread: 7.10 The Calendar closed in profit. Trade date: 27 June 2022 Security: SPX Price at opening: 3917.3 Direction: Put Expiry date (short side): 01 July 2022 Implied Vol (short side) 29.3% Expiry date (long side): 05 July 2022 Implied Vol (long side) 23.9% Strikes: 3855 Opening Spread: 6.70 Close date: 30 June 2022 Trade duration: 3 Closing spread: 9.30 Profit / (Loss): 2.60 Profit / (Loss): 38.8%
The S&P Fly closed with good profit earlier today. Trade date: 30 June 2022 Security: SPX Price at opening: 3760 Implied Vol 23.4% Direction: Put Expiry date: 05 July 2022 Strikes: 3655 / 3690 / 3760 Structure: 2 / 3 / 1 Opening Spread: 7.10 Close date: 05 July 2022 Trade duration: 5 Closing spread: 13.30 Profit / (Loss): 6.20 Profit / (Loss): 87.3%
Opened a couple of Calendars and a fly on TSLA today. Trade date: 05 July 2022 Security: SPX Price at opening: 3764.6 Direction: Put Expiry date (short side): 08 July 2022 Implied Vol (short side) 32.7% Expiry date (long side): 11 July 2022 Implied Vol (long side) 27.0% Strikes: 3705 Opening Spread: 6.20 Trade date: 05 July 2022 Security: RUT Price at opening: 1683.2 Direction: Put Expiry date (short side): 08 July 2022 Implied Vol (short side) 38.9% Expiry date (long side): 11 July 2022 Implied Vol (long side) 32.1% Strikes: 1650 Opening Spread: 3.01 Trade date: 05 July 2022 Security: TSLA Price at opening: 680.08 Implied Vol 81.9% Direction: Put Expiry date: 08 July 2022 Strikes: 625 / 645 / 685 Structure: 2 / 3 / 1 Opening Spread: 7.20
I'm not optimistic that this is going to be a profitable week! Opened a fly on S&P500 for next week. Trade date: 07 July 2022 Security: SPX Price at opening: 3887.00 Implied Vol 21.7% Direction: Put Expiry date: 11 July 2022 Strikes: 3795 / 3825 / 3885 Structure: 2 / 3 / 1 Opening Spread: 8.80
This closed on Friday in profit. Trade date: 07 July 2022 Security: SPX Price at opening: 3887.00 Implied Vol 21.7% Direction: Put Expiry date: 11 July 2022 Strikes: 3795 / 3825 / 3885 Structure: 2 / 3 / 1 Opening Spread: 8.80 Close date: 08 July 2022 Trade duration: 1 Closing spread: 11.30 Profit / (Loss): 2.50 Profit / (Loss): 28.4% The TSLA fly expired at 100% loss.