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
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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

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