Thursday, September 29, 2016

+$500.00 Saudi's Ramp: Closed All Naked Puts in WTI

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
9/29/2016 12:21 SINGLE BUY 1 TO CLOSE /CLZ6 1/1000 DEC 16 /LOZ6 37.5 PUT 0.21
9/29/2016 12:21 SINGLE BUY 1 TO CLOSE /CLF7 1/1000 JAN 17 /LOF7 32.5 PUT 0.12

Friday, September 23, 2016

+$200.00 from NASDAQ Short

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
9/23/2016 10:00 FUTURE BUY 1 TO CLOSE /NQZ6 16-Dec FUTURE 4867.5
9/22/2016 9:29 FUTURE SELL -1 TO OPEN /NQZ6 16-Dec FUTURE 4878.25

Thursday, September 22, 2016

Short NASDAQ Pure Delta

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
9/22/2016 9:29 FUTURE SELL -1 TO OPEN /NQZ6 16-Dec FUTURE 4878.25

Tuesday, September 20, 2016

Position Statement on 9/20/16

using Beta Weighing on 'SPY'
Instrument Qty Days Strike Break Mark Delta Theta Vega BP Effect
/CL 46.32 24.1 -71.2 ($2,579.00)
Light Sweet Crude Oil Futures,Dec-2016,ETH 0 62 0 44.12 0 0 0
Light Sweet Crude Oil Futures,Jan-2017,ETH 0 91 0 44.79 0 0 0
1/1000 DEC 16 /LOZ6 37.5 PUT -1 57 37.5 0.51 0.7 32.23 16.13 -42.26
1/1000 JAN 17 /LOF7 32.5 PUT -1 86 32.5 0.33 0.35 14.09 7.97 -28.94
/ES -101.57 12.4 -102.09 ($3,687.50)
E-mini S&P 500 Index Futures,Dec-2016,ETH 0 87 0 2136.25 0 0 0
1/50 OCT 16 (EOM) /EWV6 2200 CALL -1 41 2200 9 8.25 -101.57 12.4 -102.09

+$2100 of Green Bucks by Crack Spread

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Crack
9.9644
9/20/2016 10:50 FUTURE BUY 3 TO CLOSE /RBZ6 16-Dec FUTURE 1.2982
9/20/2016 10:50 FUTURE SELL -3 TO CLOSE /CLZ6 16-Dec FUTURE 44.56

Thursday, September 15, 2016

Averaging Down Crack Spread @10.702

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Crack
11.657
9/16/2016 13:34 FUTURE BUY 1 TO OPEN /CLZ6 16-Dec FUTURE 44.35
9/16/2016 13:34 FUTURE SELL -1 TO OPEN /RBZ6 16-Dec FUTURE 1.3335



Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Crack
10.8914
9/15/2016 11:19 FUTURE SELL -1 TO OPEN /RBZ6 16-Dec FUTURE 1.3367
9/15/2016 11:16 FUTURE BUY 1 TO OPEN /CLZ6 16-Dec FUTURE 45.25
9.5566
9/14/2016 11:06 FUTURE SELL -1 TO OPEN /RBZ6 16-Dec FUTURE 1.3023
9/14/2016 11:06 FUTURE BUY 1 TO OPEN /CLZ6 16-Dec FUTURE 45.14

Wednesday, September 14, 2016

Let us trade: Short SP500 vs. Long WTI, Short Crack Spread

Short SP500 vs. Long WTI
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
9/14/2016 11:09 SINGLE SELL -1 TO OPEN /ESZ6 1/50 OCT 16 (EOM) /EWV6 2200 CALL 9
9/14/2016 11:03 SINGLE SELL -1 TO OPEN /CLF7 1/1000 JAN 17 /LOF7 32.5 PUT 0.33

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Short Dec. Crack Spread 
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Crack Spread
9/14/2016 11:06 FUTURE SELL -1 TO OPEN /RBZ6 16-Dec FUTURE 1.3023 9.5566
9/14/2016 11:06 FUTURE BUY 1 TO OPEN /CLZ6 16-Dec FUTURE 45.14

Friday, September 9, 2016

STR II New Entry +$250.00

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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9/9/16  + 5 points

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price
9/9/2016 9:37 CUSTOM BUY 1 TO CLOSE /ESZ6 1/50 OCT 16 (EOM) /EWV6 2165 CALL 32.5 48
BUY 1 TO CLOSE /ESZ6 1/50 OCT 16 (EOM) /EWV6 2165 PUT 42 DEBIT
SELL -1 TO CLOSE /ESZ6 1/50 OCT 16 (EOM) /EWV6 2115 PUT 26.5

It is not a new top. Rather it is around the recent all-time top.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price
9/1/2016 21:50 CUSTOM SELL -1 TO OPEN /ESZ6 1/50 OCT 16 (EOM) /EWV6 2165 CALL 37.75 53.25
SELL -1 TO OPEN /ESZ6 1/50 OCT 16 (EOM) /EWV6 2165 PUT 44.25 CREDIT
BUY 1 TO OPEN /ESZ6 1/50 OCT 16 (EOM) /EWV6 2115 PUT 28.75


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3/18/16-8/31/16  + 42 points ($2300.00)

Thursday, September 8, 2016

WTI Roll

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Break
0.51
9/8/2016 10:25 SINGLE BUY 1 TO CLOSE /CLX6 1/1000 NOV 16 /LOX6 38.5 PUT 0.22
9/8/2016 10:23 SINGLE SELL -1 TO OPEN /CLZ6 1/1000 DEC 16 /LOZ6 37.5 PUT 0.44
8/25/2016 11:11 SINGLE SELL -1 TO OPEN /CLX6 1/1000 NOV 16 /LOX6 38.5 PUT 0.31

Friday, September 2, 2016

Putin's Ramp: +$150.00 Closing One of WTI Puts

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
9/2/2016 13:21 SINGLE BUY 1 TO CLOSE /CLX6 1/1000 NOV 16 /LOX6 35.5 PUT 0.19
9/1/2016 14:21 SINGLE SELL -1 TO OPEN /CLX6 1/1000 NOV 16 /LOX6 35.5 PUT 0.35

Thursday, September 1, 2016

Long WTI

These long WTI positions are complimentary to the SP500 short.
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
9/1/2016 14:21 SINGLE SELL -1 TO OPEN /CLX6 1/1000 NOV 16 /LOX6 35.5 PUT 0.35

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
8/25/2016 11:11 SINGLE SELL -1 TO OPEN /CLX6 1/1000 NOV 16 /LOX6 38.5 PUT 0.31