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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

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