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Friday, May 27, 2016

Str II

Rules:
1. Sell new top (0.5-1SD)  top ATM 30-45 DTE straddle;
2. Buy 1-2 strike OTM PUT for downside protection;
3. Take 30% of max profit.
4. Roll if unprofitable.
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Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price
5/27/2016 15:34 CUSTOM SELL -1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2100 CALL 34.5 50
SELL -1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2100 PUT 48.5 CREDIT
BUY 1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2055 PUT 33
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3/18/16-4/29/16  + 21 points of Realized Profit
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