Opened a Calendar for this week. Trade date: 11 July 2022 Security: SPX Price at opening: 3859.0 Direction: Put Expiry date (short side): 15 July 2022 Implied Vol (short side) 26.2% Expiry date (long side): 18 July 2022 Implied Vol (long side) 23.8% Strikes: 3805 Opening Spread: 5.00 It looks like the long legs from Calendars last week (#218) will expire worthless for 100% loss on both of those.
S&P fell through this and I bottled out yesterday, moving outstanding closing orders inwards to take profit early. Trade date: 11 July 2022 Security: SPX Price at opening: 3859.0 Direction: Put Expiry date (short side): 15 July 2022 Implied Vol (short side) 26.2% Expiry date (long side): 18 July 2022 Implied Vol (long side) 23.8% Strikes: 3805 Opening Spread: 5.00 Close date: 14 July 2022 Trade duration: 3 Closing spread: 7.00 Profit / (Loss): 2.00 Profit / (Loss): 40.0%
Opened this earlier today. Trade date: 19 July 2022 Security: SPX Price at opening: 3904.9 Implied Vol 25.3% Direction: Put Expiry date: 22 July 2022 Strikes: 3810 / 3840 / 3900 Structure: 2 / 3 / 1 Opening Spread: 7.10
...and a Calendar position on Nasdaq filled towards the end of the session. Trade date: 19 July 2022 Security: NDX Price at opening: 12136.7 Direction: Put Expiry date (short side): 22 July 2022 Implied Vol (short side) 33.2% Expiry date (long side): 25 July 2022 Implied Vol (long side) 27.6% Strikes: 11950 Opening Spread: 20.50
Not the best trade (#223) to have held through a rising market. Trade date: 19 July 2022 Security: SPX Price at opening: 3904.9 Implied Vol 25.3% Direction: Put Expiry date: 22 July 2022 Strikes: 3810 / 3840 / 3900 Structure: 2 / 3 / 1 Opening Spread: 7.10 Close date: 22 July 2022 Trade duration: 2.27778287 Closing spread: - Profit / (Loss): -7.10 Profit / (Loss): -100.0%
The Nasdaq Calendar (#224) expired worthless for 100% loss. Added a couple of positions yesterday, a calendar on RUT and a fly on SPX. Trade date: 26 July 2022 Security: RUT Price at opening: 1798.0 Direction: Put Expiry date (short side): 29 July 2022 Implied Vol (short side) 37.4% Expiry date (long side): 01 August 2022 Implied Vol (long side) 30.0% Strikes: 1770 Opening Spread: 2.63 Trade date: 26 July 2022 Security: SPX Price at opening: 3923.7 Implied Vol 30.5% Direction: Put Expiry date: 29 July 2022 Strikes: 3810 / 3850 / 3930 Structure: 2 / 3 / 1 Opening Spread: 9.33
I don't like to load exposure on one security and direction but opened another fly position on Spooz today. Trade date: 28 July 2022 Security: SPX Price at opening: 4,001.9 Implied Vol 19.6% Direction: Put Expiry date: 01 August 2022 Strikes: 3915 / 3945 / 4005 Structure: 2 / 3 / 1 Opening Spread: 5.60
The S&P fly (#226) expired on Friday at 100% loss. Thankfully other net long positions are profitable. Opened another calendar position on RUT. Trade date: 01 August 2022 Security: RUT Price at opening: 1853.4 Direction: Put Expiry date (short side): 05 August 2022 Implied Vol (short side) 23.5% Expiry date (long side): 08 August 2022 Implied Vol (long side) 24.0% Strikes: 1830 Opening Spread: 2.08 Given my recent performance with these, this should guarantee further gains in Russell 2000 this week!
Hi Global OptionsTrades Are you now mainly trading OTM baby flies? It's good to see your returns improved
Something isn't that optimal, I would say. I wonder how this " Average profit was 28.3%. Average loss was 69.1%. " can give this: " Net / aggregate profit was 9.2%. "