Friday, October 30, 2015

Second Cycle: Base Positions

With 18 days left to the expiration of  second cycle the base positions are all established now. I still can try SP500 scalping.

Position Statement on 10/30/15 12:18:18







using Beta Weighing on '/CL'
Instrument Qty Days Strike Trade Price Mark Delta Theta Vega BP Effect
/CL 1051.43 110.53 -111.28 -$14,419.00
Crude Oil Futures,Dec-2015,ETH 0 21 0 46.16 0 0 0
1/1000 DEC 15 /LOZ5 34 PUT 4 18 34 0.035 0.02 -36.91 -17.05 10.53
1/1000 DEC 15 /LOZ5 40 PUT -1 18 40 0.25 0.16 72.89 17.41 -14.64
1/1000 DEC 15 /LOZ5 42.5 PUT -1 18 42.5 0.43 0.43 175.99 29.34 -27.29
1/1000 DEC 15 /LOZ5 44.5 PUT -1 18 44.5 1.12 0.93 324.92 38.89 -37.92
1/1000 DEC 15 /LOZ5 46.5 PUT -1 18 46.5 2.1 1.8 514.54 41.94 -41.96
/NG 8.58 10.36 -22.21 -$1,217.00
Natural Gas Futures,Jan-2016,ETH 0 60 0 2.421 0 0 0
1/10000 JAN 16 /ONF6 1.95 PUT -1 59 1.95 0.041 0.045 8.58 10.36 -22.21
Totals 1060.01 120.89 -133.49 -$15,636.00

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