Friday, January 22, 2016

Finally Dead Cat Has Bounced

I've closed IC around 28.5 strike with +$800 P/L.

Exec Time Spread Side Qty Pos Effect Exp Strike Type Price Net Price
1/22/2016 11:22 IRON CONDOR BUY 1 TO CLOSE /LOJ6 28.5 CALL 5.47 2.16


SELL -1 TO CLOSE /LOJ6 30 CALL 4.46 DEBIT


BUY 1 TO CLOSE /LOJ6 28.5 PUT 1.27


SELL -1 TO CLOSE /LOJ6 20 PUT 0.12










Thursday, January 21, 2016

Day Trading Failure

I 've manged /CL delta again.
Position summary.
Group "CL-IC" Qty Days Strike Break Mark Delta Theta Vega
/CL 2.6 3.8 1715.03 41.84 -87.46
Light Sweet Crude Oil Futures,Apr-2016,ETH 0 60 0 30.64 0 0 0
1/1000 APR 16 /LOJ6 24 PUT 1 55 24 0.25 0.67 -143.54 -16.2 27.19
1/1000 APR 16 /LOJ6 32.5 PUT -1 55 32.5 1.87 3.98 549.6 25.23 -47.39
1/1000 APR 16 /LOJ6 32.5 CALL -1 55 32.5 1.51 2.11 -447.58 25.46 -47.45
1/1000 APR 16 /LOJ6 32.5 CALL 1 55 34.5 0 0 0 0 0
3.1 8
1/1000 APR 16 /LOJ6 17 PUT 1 55 17 0.04 0.08 -40.7 -8.47 11.83
1/1000 APR 16 /LOJ6 37.5 PUT -1 55 37.5 3.08 7.61 772.64 18.05 -35.47
1/1000 APR 16 /LOJ6 32.5 CALL -1 55 34.5 0 0 0 0 0
1/1000 APR 16 /LOJ6 37.5 CALL 1 55 37.5 0.57 0.82 224.19 -18.95 35.91
2.2 10.3
1/1000 APR 16 /LOJ6 17 PUT 1 55 17 0.04 0.08 -40.7 -8.47 11.83
1/1000 APR 16 /LOJ6 41 PUT -1 55 41 4.36 10.71 847.96 13.78 -26.24
1/1000 APR 16 /LOJ6 39 CALL -1 55 39 0.44 0.61 -177.01 16.46 -31.15
1/1000 APR 16 /LOJ6 41 CALL 1 55 41 0.3 0.42 129.47 -13.51 25.31
Group "CL covered call" Qty Days Strike Break Mark Delta Theta Vega
/CL 2581.73 25.54 -53.86
Light Sweet Crude Oil Futures,Apr-2016,ETH 3 60 40.95 30.64 3000 0 0
1/1000 APR 16 /LOJ6 17 PUT 3 55 17 0.04 0.08 -61.05 -12.71 17.74
1/1000 APR 16 /LOJ6 41.5 CALL -3 55 41.5 0.37 0.38 -357.22 38.25 -71.61
Group "CL_IC_ATM" Qty Days Strike Break Mark Delta Theta Vega
/CL 2.98 2.5 204.29 14.56 -27.88
Light Sweet Crude Oil Futures,Apr-2016,ETH 0 60 0 30.64 0 0 0
1/1000 APR 16 /LOJ6 20 PUT 1 55 20 0.36 0.22 -52.47 -8.51 12.89
1/1000 APR 16 /LOJ6 28.5 PUT -1 55 28.5 2.62 1.93 336.59 24.22 -43.79
1/1000 APR 16 /LOJ6 28.5 CALL -1 55 28.5 3.17 4.08 -663.41 24.6 -43.79
1/1000 APR 16 /LOJ6 30 CALL 1 55 30 2.45 3.23 583.58 -25.74 46.81
Delta Theta Vega
1715.03 41.84 -87.46
2581.73 25.54 -53.86
204.29 14.56 -27.88
total: 4501.05 81.94 -169.2

They say play small. They say cut your losses and ride your winners. Well by day-trading I lost $1,300.00 on 1/19/16.  4 /CL contracts was way to big for this account.
Exec Time Spread Side Qty Pos Effect Exp Strike Type Price Net Price
1/20/2016 13:27 IRON CONDOR SELL -1 TO OPEN /LOJ6 28.5 CALL 3.17 2.98
BUY 1 TO OPEN /LOJ6 30 CALL 2.45 CREDIT
SELL -1 TO OPEN /LOJ6 28.5 PUT 2.62
BUY 1 TO OPEN /LOJ6 20 PUT 0.36
1/20/2016 12:56 VERTICAL SELL -1 TO OPEN /LOJ6 39 CALL 0.44 0.14
BUY 1 TO OPEN /LOJ6 41 CALL 0.3 CREDIT
1/20/2016 12:44 VERTICAL SELL -1 TO CLOSE /LOJ6 34.5 CALL 1.03 0.46
BUY 1 TO OPEN /LOJ6 37.5 CALL 0.57 CREDIT
1/20/2016 12:37 VERTICAL BUY 1 TO CLOSE /LOJ6 37.5 CALL 0.55 0.21
SELL -1 TO CLOSE /LOJ6 40 CALL 0.34 DEBIT
1/20/2016 12:36 VERTICAL BUY 1 TO CLOSE /LOJ6 41 CALL 0.28 0.09
SELL -1 TO CLOSE /LOJ6 43 CALL 0.19 DEBIT
1/20/2016 12:31 VERTICAL SELL -1 TO OPEN /LOJ6 32.5 CALL 1.51 0.5
BUY 1 TO OPEN /LOJ6 34.5 CALL 1.01 CREDIT
1/20/2016 12:21 VERTICAL BUY 1 TO CLOSE /LOJ6 34 CALL 1.12 0.28
SELL -1 TO CLOSE /LOJ6 35.5 CALL 0.84 DEBIT
1/19/2016 16:01 FUTURE SELL -2 TO CLOSE /CLG6 FUTURE 28.34 28.34
1/19/2016 16:01 FUTURE SELL -2 TO CLOSE /CLG6 FUTURE 28.34 28.34
1/19/2016 16:01 FUTURE SELL -2 TO CLOSE /CLG6 FUTURE 28.34 28.34
1/19/2016 16:00 FUTURE BUY 2 TO OPEN /CLG6 FUTURE 28.36 28.36
1/19/2016 14:24 FUTURE BUY 2 TO OPEN /CLG6 FUTURE 28.6 28.6
1/19/2016 13:57 SINGLE SELL -3 TO OPEN /LOJ6 41.5 CALL 0.37 0.37
1/19/2016 13:36 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 28.54 28.54
1/19/2016 13:34 SINGLE BUY 1 TO CLOSE /LOJ6 32.5 CALL 2.14 2.14
1/19/2016 12:25 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 29.01 29.01
1/19/2016 12:16 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 29.09 29.09
1/19/2016 12:09 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 29.03 29.03
1/19/2016 12:06 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 29.11 29.11
1/19/2016 12:04 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 29.11 29.11
1/19/2016 11:33 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 29.24 29.24
1/19/2016 10:52 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 29.14 29.14
1/19/2016 10:48 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 29.24 29.24
1/19/2016 10:44 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 29.17 29.17
1/19/2016 10:41 SINGLE BUY 2 TO CLOSE /LOJ6 45 CALL 0.21 0.21

Monday, January 18, 2016

Desperate Scalping I

Dead Cat Bounce didn't happen yet. WTI day trading from the long side is relatively easy at the moment. It smells the  bottom.

Exec Time Side Qty Pos Effect Symbol Price Net Price
1/18/2016 12:09 SELL -1 TO CLOSE /CLG6 29.05 29.05
1/18/2016 11:38 BUY 1 TO OPEN /CLG6 28.94 28.94
1/18/2016 10:32 SELL -1 TO CLOSE /CLG6 29.12 29.12
1/18/2016 10:00 BUY 1 TO OPEN /CLG6 29.01 29.01
1/18/2016 9:53 SELL -1 TO CLOSE /CLG6 29.01 29.01
1/18/2016 9:45 BUY 1 TO OPEN /CLG6 28.9 28.9

Friday, January 15, 2016

Desperate Scalping

Exec Time Spread Side Qty Pos Effect Symbol Type Price
1/15/2016 15:07 FUTURE SELL -2 TO CLOSE /CLG6 FUTURE 29.66
1/15/2016 13:38 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 29.44
1/15/2016 13:24 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 29.33
1/15/2016 10:55 FUTURE BUY 2 TO OPEN /CLG6 FUTURE 29.61
1/15/2016 10:47 FUTURE SELL -2 TO CLOSE /CLG6 FUTURE 29.65
1/15/2016 10:37 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 29.52
1/15/2016 10:34 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 29.57
1/15/2016 10:24 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 29.63
1/15/2016 10:19 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 29.47

Thursday, January 14, 2016

Eight Points to Margin Call


Position Statement for D-11687156 (margin) on 1/14/16 17:19:38












Group "iron condor"







Instrument Qty Days Strike Break Mark Delta Theta Vega
/CL




266.67 20.65 -31.21




2.4 2.68


1/1000 APR 16 /LOJ6 24 PUT 1 62 24 0.25 0.4 -87.78 -11.13 22
1/1000 APR 16 /LOJ6 32.5 PUT -1 62 32.5 1.87 3.32 413.97 28.4 -53.63
1/1000 APR 16 /LOJ6 34 CALL -1 62 34 3.78 4.65 -550.3 39.63 -54.52
1/1000 APR 16 /LOJ6 35.5 CALL 1 62 35.5 3 3.62 490.73 -36.25 54.94


















Group "CL covered call"







Instrument Qty Days Strike Break Mark Delta Theta Vega
/CL




2148 59.64 -96.57
Light Sweet Crude Oil Futures,Apr-2016,ETH 2 67
45.41 33.17 2000 0 0
1/1000 APR 16 /LOJ6 45 CALL -2 62 45 0.31 0.38 -225.9 23.24 -52.79









Light Sweet Crude Oil Futures,Apr-2016,ETH 1 67
33.15 33.17 1000 0 0
1/1000 APR 16 /LOJ6 32.5 CALL -1 62 32.5 3.14 5.68 -601.3 41.8 -53.18









1/1000 APR 16 /LOJ6 17 PUT 3 62 17 0.04 0.03 -24.89 -5.4 9.4









Group "big_lizard_cl"







Instrument Qty Days Strike Break Mark Delta Theta Vega
/CL




866.23 102.44 -118.88




2.85 6.35


1/1000 APR 16 /LOJ6 17 PUT 1 62 17 0.04 0.03 -8.3 -1.8 3.13
1/1000 APR 16 /LOJ6 37.5 PUT -1 62 37.5 3.08 8.16 531.18 42.41 -54.29
1/1000 APR 16 /LOJ6 37.5 CALL -1 62 37.5 1.2 2.24 -389.6 29.16 -52.84
1/1000 APR 16 /LOJ6 40 CALL 1 62 40 0.74 0.79 217.95 -16.42 40.57













2.15 9.45


1/1000 APR 16 /LOJ6 17 PUT 1 62 17 0.04 0.03 -8.3 -1.8 3.13
1/1000 APR 16 /LOJ6 41 PUT -1 62 41 4.36 11.66 565.07 49.21 -53.12
1/1000 APR 16 /LOJ6 41 CALL -1 62 41 0.63 0.69 -192.4 15.62 -37.67
1/1000 APR 16 /LOJ6 43 CALL 1 62 43 0.43 0.53 150.57 -13.94 32.2













Delta Theta Vega





266.7 20.65 -31.21





2148 59.64 -96.57





866.2 102.44 -118.9

total:


3281 182.73 -246.7

Tuesday, January 12, 2016

End of the Fourth Option Cyckle


Cash  from Finished Transactions                                                
12/31/15-1/4/16       $ 0,550.00   ES Iron Condor                                                    
1/5/16-1/6/16           $ 0,600.00  SPX Iron Condor                                                        
12/31/15-1/11/16     $ 1,900.00  CL LOJ6  3 Call@43.5               
12/31/15-1/11/16     $ 1,050.00  CL LOJ6  1 Call 38.5/43Spread 
 1/11/16-1/19/16      $ 0,100.00  CL  Scalping                               
12/14/15-1/14/16    -$ 0,200.00  CL LOG6  5 PUT@24.5           
              -1/14/16    -$10,860.00  CL LOG6 1 PUT@43.5           
10/03/15-12/14/15    $03,060.00                                                    
--------------------------------------------------------------------------------  -
Total:                      -$3,800.00  

Dead Cat Playbook Continued

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
1/12/2016 8:49 FUTURE SELL -1 TO CLOSE /CLG6 16-Feb FUTURE 31.82

Exec Time Spread Side Qty Pos Effect Exp Strike Type Price Net Price
1/13/2016 11:38 VERTICAL SELL -1 TO OPEN /LOJ6 41 CALL 0.63 0.2
BUY 1 TO OPEN /LOJ6 43 CALL 0.43 CREDIT
1/13/2016 11:34 VERTICAL SELL -1 TO OPEN /LOJ6 37.5 CALL 1.2 0.46
BUY 1 TO OPEN /LOJ6 40 CALL 0.74 CREDIT

Monday, January 11, 2016

Trading Dead Cat Bounce Playbook

Exec Time Spread Side Qty Pos Effect Symbol Strike Type Price Net Price
1/11/2016 14:28 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 31.42 31.42
1/11/2016 14:06 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 31.3 31.3
1/11/2016 13:12 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 31.05 31.05
1/11/2016 12:38 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 31.31 31.31
1/11/2016 12:16 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 31.61 31.61
1/11/2016 11:36 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 31.69 31.69
1/11/2016 11:25 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 31.64 31.64
1/11/2016 11:24 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 31.77 31.77
1/11/2016 11:20 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 31.72 31.72
1/11/2016 11:11 FUTURE SELL -1 TO CLOSE /CLG6 FUTURE 31.79 31.79
1/11/2016 11:09 FUTURE BUY 1 TO OPEN /CLG6 FUTURE 31.68 31.68
1/11/2016 11:03 VERTICAL BUY 1 TO CLOSE /LOJ6 38.5 CALL 1.45 0.79
SELL -1 TO CLOSE /LOJ6 43 CALL 0.66 DEBIT
1/11/2016 11:00 SINGLE BUY 2 TO CLOSE /LOJ6 43.5 CALL 0.6 0.6

Saturday, January 9, 2016

Awaiting WTI Dead Cat Bounce

Next week I will remove all short delta in WTI . Actually if it drops below 32 I will buy one /Cl contract. That is dead cat bounce playbook into the cycle expiration.

Friday, January 8, 2016

More long delta in WTI


Exec Time Spread Side Qty Pos Effect Exp Strike Type Price Net Price
1/8/2016 11:00 IRON CONDOR SELL -1 TO OPEN /LOJ6 34 CALL 3.78 2.4
BUY 1 TO OPEN /LOJ6 35.5 CALL 3 CREDIT
SELL -1 TO OPEN /LOJ6 32.5 PUT 1.87
BUY 1 TO OPEN /LOJ6 24 PUT 0.25

Thursday, January 7, 2016

WTI trade

Exec Time Spread Side Qty Pos Effect Exp Strike Type Price
1/7/2016 10:37 SINGLE BUY 1 TO CLOSE /LOJ6 43.5 CALL 0.89