Friday, January 13, 2017

/ES Collect theta along the upper bound of the regression channel #2

#2
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
1/13/2017 15:49 SINGLE SELL -1 TO OPEN /ESH7 1/50 JAN 17 (EOM) /EWF7 2305 CALL 2.8 2.8 LMT
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#1 +$94
1/12/2017 11:09 1 TO CLOSE /ESH7 1/50 JAN 17 (Wk3) /EW3F7 2300 CALL 0.8 0.8 LMT
1/5/2017 14:42 -1 TO OPEN /ESH7 1/50 JAN 17 (Wk3) /EW3F7 2300 CALL 2.8 2.8 LMT

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