Swing trading with Butterflies

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

  1. Opening orders for a Calendar Put filled:

    Trade date: 24 October 2022
    Security: NDX
    Price at opening: 11324.1
    Direction: Put
    Expiry date (short side): 28 October 2022
    Implied Vol (short side) 41.8%
    Expiry date (long side): 31 October 2022
    Implied Vol (long side) 35.2%
    Strikes: 11350
    Opening Spread: 20.6
     
    #281     Oct 24, 2022
  2. One of the hazards of swing trading using my methodology and timeframes is occasional whipsaws giving reversals in close succession. Closed from #279 and #280:

    Trade date: 21 October 2022
    Security: CL
    Price at opening: 83.7
    Structure: AtM/OtM Put Credit Spread
    Expiry date: 28 October 2022
    Strikes: 81.25 / 83.5
    Opening Spread: 0.91
    Close date: 25 October 2022
    Trade duration: 4
    Closing spread: 0.74
    Profit / (Loss): 0.17
    Profit / (Loss): 12.7%

    Trade date: 24 October 2022
    Security: ES
    Price at opening: 3,782.0
    Structure: AtM/OtM Call Credit Spread
    Expiry date: 28 October 2022
    Strikes: 3785 / 3840
    Opening Spread: 23.25
    Close date: 25 October 2022
    Trade duration: 1
    Closing spread: 25.00
    Profit / (Loss): -1.75
    Profit / (Loss): -5.5%

    Security: RUT
    Price at opening: 1,734.0
    Structure: AtM/ItM Put Debit Spread
    Expiry date: 31 October 2022
    Strikes: 1735 / 1770
    Opening Spread: 20.30
    Close date: 25 October 2022
    Trade duration: 1
    Closing spread: 11.20
    Profit / (Loss): -9.10
    Profit / (Loss): -44.8%

    And...
     
    Last edited: Oct 25, 2022
    #282     Oct 25, 2022
  3. ...Turned them around by opening these positions:

    Trade date: 25 October 2022
    Security: CL
    Price at opening: 84.20
    Structure: AtM/OtM Call Credit Spread
    Expiry date: 28 October 2022
    Strikes: 84.25 / 86
    Opening Spread: 0.72

    Trade date: 25 October 2022
    Security: ES
    Price at opening: 3,794.0
    Structure: AtM/OtM Put Credit Spread
    Expiry date: 31 October 2022
    Strikes: 3740 / 3795
    Opening Spread: 21.50

    Trade date: 25 October 2022
    Security: RUT
    Price at opening: 1,791.0
    Structure: AtM/ItM Call Debit Spread
    Expiry date: 31 October 2022
    Strikes: 1760 / 1790
    Opening Spread: 17.50
     
    #283     Oct 25, 2022
  4. Oil rose this week pushing the Call Spread into a loss, which I closed.

    Trade date: 25 October 2022
    Security: CL
    Price at opening: 84.20
    Structure: AtM/OtM Call Credit Spread
    Expiry date: 28 October 2022
    Strikes: 84.25 / 86
    Opening Spread: 0.72
    Close date: 27 October 2022
    Trade duration: 2
    Closing spread: 1.61
    Profit / (Loss): -0.89
    Profit / (Loss): -86.4%

    Opened a Put spread further out:

    Trade date: 27 October 2022
    Security: CL
    Price at opening: 88.8
    Structure: OtM Put Credit Spread
    Expiry date: 04 November 2022
    Strikes: 83.75 / 84.75
    Opening Spread: 0.23
     
    #284     Oct 27, 2022
  5. The Nasdaq Calendar from Monday (#281) just closed. There is plenty more profit to come in this trade today (Its 11,320 right now), but I'm very satisfied to have achieved my target profit on this.

    Trade date: 24 October 2022
    Security: NDX
    Price at opening: 11324.1
    Direction: Put
    Expiry date (short side): 28 October 2022
    Implied Vol (short side) 41.8%
    Expiry date (long side): 31 October 2022
    Implied Vol (long side) 35.2%
    Strikes: 11350
    Opening Spread: 20.61
    Close date: 28 October 2022
    Trade duration: 4
    Closing spread: 39.00
    Profit / (Loss): 18.39
    Profit / (Loss): 89.2%
     
    #285     Oct 28, 2022
  6. Remaining directional swing trades (#283) closed in profit.

    Trade date: 25 October 2022
    Security: ES
    Price at opening: 3,794.0
    Structure: AtM/OtM Put Credit Spread
    Expiry date: 31 October 2022
    Strikes: 3740 / 3795
    Opening Spread: 21.50
    Close date: 28 October 2022
    Trade duration: 3
    Closing spread: 5.50
    Profit / (Loss): 16.00
    Profit / (Loss): 47.8%

    Trade date: 25 October 2022
    Security: RUT
    Price at opening: 1,791.0
    Structure: AtM/ItM Call Debit Spread
    Expiry date: 31 October 2022
    Strikes: 1760 / 1790
    Opening Spread: 17.50
    Close date: 28 October 2022
    Trade duration: 3
    Closing spread: 27.50
    Profit / (Loss): 10.00
    Profit / (Loss): 57.1%

    Both of these were in loss at yesterday close, so a lumpy week, but eventually a good week.
     
    #286     Oct 29, 2022
  7. Opened a short directional position on Nasdaq:

    Trade date: 28 October 2022
    Security: NQ
    Price at opening: 11,475.0
    Structure: OtM Call Credit Spread
    Expiry date: 02 November 2022
    Strikes: 11720 / 11790
    Opening Spread: 15.63
     
    #287     Oct 29, 2022
  8. Following the short signal on Nasdaq, got a confirmation for S&P500, so opened a credit spread to take advantage of any softening this week.

    Trade date: 31 October 2022
    Security: ES
    Price at opening: 3,884.0
    Structure: AtM/OtM Call Credit Spread
    Expiry date: 04 November 2022
    Strikes: 3885 / 3940
    Opening Spread: 23.00
     
    #288     Oct 31, 2022
  9. Happy to take a smaller profit than usual on this (#287) ahead of Fed announcement tomorrow.

    Trade date: 28 October 2022
    Security: NQ
    Price at opening: 11,475.0
    Structure: OtM Call Credit Spread
    Expiry date: 02 November 2022
    Strikes: 11720 / 11790
    Opening Spread: 15.63
    Close date: 01 November 2022
    Trade duration: 4
    Closing spread: 6.75
    Profit / (Loss): 8.88
    Profit / (Loss): 16.3%
     
    #289     Nov 1, 2022
  10. Oil spreads (#284) closed in profit.

    Trade date: 27 October 2022
    Security: CL
    Price at opening: 88.8
    Structure: OtM Put Credit Spread
    Expiry date: 04 November 2022
    Strikes: 83.75 / 84.75
    Opening Spread: 0.23
    Close date: 02 November 2022
    Trade duration: 6
    Closing spread: 0.05
    Profit / (Loss): 0.18
    Profit / (Loss): 23.4%

    Work commitments are keeping me from scanning, identifying, analysing and entering opening orders for other trading opportunities this week unfortunately.
     
    #290     Nov 2, 2022