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












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#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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