Friday, February 24, 2017

SLV: More Positive Delta & Theta (#5); Converting to Credit Spreads

Trades:
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
2/24/2017 10:09 SINGLE BUY 1 TO OPEN SLV 19-May-17 14 PUT 0.03 0.03 LMT
2/24/2017 10:06 VERTICAL SELL -1 TO OPEN SLV 21-Jul-17 17.5 PUT 1.02 0.74 LMT
BUY 1 TO OPEN SLV 21-Jul-17 15.5 PUT 0.28 CREDIT
---------------------------------------------------------------------------------------------------------------
Position: 
None (using Beta Weighing on 'SLV')
Instrument Qty Days Strike Trade Price Mark Delta Theta Gamma Vega P/L Day P/L Open BP Effect
SLV 117.06 0.92 -52.77 -10.51 $12.00 $61.00 ($1,081.28)
ISHARES SILVER TRUST 0 0 17.3701 0 0 0 0 $0.00 $0.00
100 19 MAY 17 14 PUT 1 84 14 0.03 0.025 -2.99 -0.08 3.3 0.58 ($0.50) ($0.50)
100 19 MAY 17 16 PUT -1 84 16 0.52 0.195 19.06 0.28 -15.5 -2.29 $2.50 $32.50
100 16 JUN 17 16.5 PUT -1 112 16.5 0.47 0.425 30.48 0.31 -17.18 -3.39 $4.50 $4.50
100 (Weeklys) 30 JUN 17 17 PUT -1 126 17 0.93 0.68 40.19 0.32 -17.67 -3.96 $6.00 $25.00
100 21 JUL 17 15.5 PUT 1 147 15.5 0.28 0.265 -18.5 -0.22 10.96 2.96 ($1.50) ($1.50)
100 21 JUL 17 17.5 PUT -1 147 17.5 1.02 1.01 48.81 0.31 -16.68 -4.41 $1.00 $1.00

Thursday, February 23, 2017

Long Nat Gas: New Entry

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
2/23/2017 11:36 SINGLE SELL -1 TO OPEN /NGK7 1/10000 MAY 17 /ONK7 2.25 PUT 0.011 0.011 LMT

Silver: One more SLV Naked Put (#4)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
2/23/2017 9:34 SINGLE SELL -1 TO OPEN SLV 16-Jun-17 16.5 PUT 0.47 0.47 LMT

Friday, February 17, 2017

Thursday, February 16, 2017

-$340 /ES Collect theta along the upper bound of the regression channel #4

#4  -$340


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
2/16/2017 8:43 SINGLE BUY 1 TO CLOSE /ESH7 1/50 MAR 17 /ESH7 2385 CALL 9 9 LMT
2/9/2017 10:51 SINGLE SELL -1 TO OPEN /ESH7 1/50 MAR 17 /ESH7 2385 CALL 2.3 2.3 LMT
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#3  +$75

Exec TimeSpreadSideQtyPos EffectSymbolExpStrikeTypePriceNet PriceOrder Type
2/2/2017 11:26SINGLEBUY1TO CLOSE/ESH7 1/50 FEB 17 (Wk3)/EW3G72365CALL0.350.35LMT
1/25/2017 11:14SINGLESELL-1TO OPEN/ESH7 1/50 FEB 17 (Wk3)/EW3G72365CALL22LMT
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#2 +$75
1/18/2017 10:25SINGLEBUY1TO CLOSE/ESH7 1/50 JAN 17 (EOM)/EWF72305CALL1.21.2LMT
1/13/2017 15:49SINGLESELL-1TO OPEN/ESH7 1/50 JAN 17 (EOM)/EWF72305CALL2.82.8LMT












----------------------------------------------------------------------------------------------
#1 +$94
1/12/2017 11:091TO CLOSE/ESH7 1/50 JAN 17 (Wk3)/EW3F72300CALL0.80.8LMT
1/5/2017 14:42-1TO OPEN/ESH7 1/50 JAN 17 (Wk3)/EW3F72300CALL2.82.8LMT

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Wednesday, February 15, 2017

$140 Take Profit & New Entry

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
2/15/2017 11:24 SINGLE SELL -1 TO OPEN /CLM7 1/1000 JUN 17 /LOM7 40 PUT 0.15 0.15 LMT
2/15/2017 11:19 SINGLE BUY 1 TO CLOSE /CLK7 1/1000 MAY 17 /LOK7 40 PUT 0.06 0.06 LMT

Tuesday, February 14, 2017

Long Delta and Positive Theta in Silver #3

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
2/14/2017 9:35 SINGLE SELL -1 TO OPEN SLV 30-Jun-17 17 PUT 0.93 0.93 LMT

Friday, February 3, 2017

Long Delta and Positive Theta in Silver #2

#2 
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
2/3/2017 9:51 SINGLE SELL -1 TO OPEN SLV 19-May-17 16 PUT 0.52 0.52 LMT
-------------------------------------------------------------------------------------------------------------------------
#1 +$10
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
2/3/2017 9:41 CUSTOM BUY 1 TO CLOSE SLV 17-Mar-17 16 CALL 0.79 0.53 LMT
SELL -1 TO CLOSE SLV 17-Mar-17 16.5 CALL 0.5 DEBIT
BUY 1 TO CLOSE SLV 17-Mar-17 16 PUT 0.24

Thursday, February 2, 2017

/ES Collect theta along the upper bound of the regression channel #3 +$75

#3  +$75
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
2/2/2017 11:26 SINGLE BUY 1 TO CLOSE /ESH7 1/50 FEB 17 (Wk3) /EW3G7 2365 CALL 0.35 0.35 LMT
1/25/2017 11:14 SINGLE SELL -1 TO OPEN /ESH7 1/50 FEB 17 (Wk3) /EW3G7 2365 CALL 2 2 LMT
-------------------------------------------------------------------------------------
#2 +$75
1/18/2017 10:25SINGLEBUY1TO CLOSE/ESH7 1/50 JAN 17 (EOM)/EWF72305CALL1.21.2LMT
1/13/2017 15:49SINGLESELL-1TO OPEN/ESH7 1/50 JAN 17 (EOM)/EWF72305CALL2.82.8LMT












----------------------------------------------------------------------------------------------
#1 +$94
1/12/2017 11:091TO CLOSE/ESH7 1/50 JAN 17 (Wk3)/EW3F72300CALL0.80.8LMT
1/5/2017 14:42-1TO OPEN/ESH7 1/50 JAN 17 (Wk3)/EW3F72300CALL2.82.8LMT

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Wednesday, February 1, 2017

VIX Algo with Defined Risk: First Profit +$29

Decided to cover it because of extreme VIX lows; VIX ~ 20 is good for another trade.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type VIX DTE ROC per year
2/1/2017 10:56 VERTICAL BUY 1 TO CLOSE VXX 19-Jan-18 32 CALL 2.63 0.35 LMT 11.7 352 0.398302
SELL -1 TO CLOSE VXX 19-Jan-18 35 CALL 2.28 DEBIT