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AMZN fly and SPX Calendar both closed yesterday at a profit. A good week :D Trade date: 27 September 2022 Security: AMZN Price at opening: 116.1 Implied Vol 54.6% Direction: Put Expiry date: 30 September 2022 Strikes: 110 / 115 / 120 Structure: 1 / 2 / 1 Opening Spread: 1.59 Close date: 29...

Closing orders for The Russell 2000 Calendar filled and I'm expecting to close the others later today or tomorrow. Trade date: 26 September 2022 Security: RUT Price at opening: 1667.0 Direction: Put Expiry date (short side): 30 September 2022 Implied Vol (short side) 43.8% Expiry date (long...

Back from the beach and pleased to see that my attempts to hedge a long portfolio held up well. In addition, popped a couple of calendars on yesterday: Trade date: 26 September 2022 Security: RUT Price at opening: 1667.0 Direction: Put Expiry date (short side): 30 September 2022 Implied Vol...

Thanks @Adam777 I'm swing trading using vertical spreads with longer durations than the trades that have ended up on this journal, then using flies and calendar spreads which are here. Set-ups dried up for a couple of weeks during August, and I got out of the habit of reporting trades here...

Also, remember that you do not need to use the same expiry date for everything; you can write calls / roll / adjust with contracts on more than one weekly expiry as conditions dictate.

I use a slight variation of Donchian Channels for swing trading and it works pretty well. Over the timeframe of your chart @mikeriley , signals were: Buy 21/03/2022 at 14376 Sell 18/04/2022 at 13911 Buy 18/07/2022 at 11877 (for future reference close yesterday was 13667) If you haven't...

The S&P fly (#226) expired on Friday at 100% loss. Thankfully other net long positions are profitable. Opened another calendar position on RUT. Trade date: 01 August 2022 Security: RUT Price at opening: 1853.4 Direction: Put Expiry date (short side): 05 August 2022 Implied Vol (short side)...

Just looked at this for Sep expiry. With SPX at 4100, Sell 1 x 25 delta (3890) Put at 53 and Buy 6 x 5 delta (3450) Puts at 10 each provides protection if the index falls by c.22% or more (to c.3180) in 49 days. Given that the OP's question is about protecting a long portfolio, would replacing...

I don't like to load exposure on one security and direction but opened another fly position on Spooz today. Trade date: 28 July 2022 Security: SPX Price at opening: 4,001.9 Implied Vol 19.6% Direction: Put Expiry date: 01 August 2022 Strikes: 3915 / 3945 / 4005 Structure: 2 / 3 / 1 Opening...

:wtf:

The Nasdaq Calendar (#224) expired worthless for 100% loss. Added a couple of positions yesterday, a calendar on RUT and a fly on SPX. Trade date: 26 July 2022 Security: RUT Price at opening: 1798.0 Direction: Put Expiry date (short side): 29 July 2022 Implied Vol (short side) 37.4% Expiry...

Not the best trade (#223) to have held through a rising market. Trade date: 19 July 2022 Security: SPX Price at opening: 3904.9 Implied Vol 25.3% Direction: Put Expiry date: 22 July 2022 Strikes: 3810 / 3840 / 3900 Structure: 2 / 3 / 1 Opening Spread: 7.10 Close date: 22 July 2022 Trade...

...and a Calendar position on Nasdaq filled towards the end of the session. Trade date: 19 July 2022 Security: NDX Price at opening: 12136.7 Direction: Put Expiry date (short side): 22 July 2022 Implied Vol (short side) 33.2% Expiry date (long side): 25 July 2022 Implied Vol (long side) 27.6%...

Opened this earlier today. Trade date: 19 July 2022 Security: SPX Price at opening: 3904.9 Implied Vol 25.3% Direction: Put Expiry date: 22 July 2022 Strikes: 3810 / 3840 / 3900 Structure: 2 / 3 / 1 Opening Spread: 7.10

S&P fell through this and I bottled out yesterday, moving outstanding closing orders inwards to take profit early. Trade date: 11 July 2022 Security: SPX Price at opening: 3859.0 Direction: Put Expiry date (short side): 15 July 2022 Implied Vol (short side) 26.2% Expiry date (long side): 18...

Opened a Calendar for this week. Trade date: 11 July 2022 Security: SPX Price at opening: 3859.0 Direction: Put Expiry date (short side): 15 July 2022 Implied Vol (short side) 26.2% Expiry date (long side): 18 July 2022 Implied Vol (long side) 23.8% Strikes: 3805 Opening Spread: 5.00 It looks...

This closed on Friday in profit. Trade date: 07 July 2022 Security: SPX Price at opening: 3887.00 Implied Vol 21.7% Direction: Put Expiry date: 11 July 2022 Strikes: 3795 / 3825 / 3885 Structure: 2 / 3 / 1 Opening Spread: 8.80 Close date: 08 July 2022 Trade duration: 1 Closing spread: 11.30...

I'm not optimistic that this is going to be a profitable week! Opened a fly on S&P500 for next week. Trade date: 07 July 2022 Security: SPX Price at opening: 3887.00 Implied Vol 21.7% Direction: Put Expiry date: 11 July 2022 Strikes: 3795 / 3825 / 3885 Structure: 2 / 3 / 1 Opening Spread: 8.80

Opened a couple of Calendars and a fly on TSLA today. Trade date: 05 July 2022 Security: SPX Price at opening: 3764.6 Direction: Put Expiry date (short side): 08 July 2022 Implied Vol (short side) 32.7% Expiry date (long side): 11 July 2022 Implied Vol (long side) 27.0% Strikes: 3705 Opening...

The S&P Fly closed with good profit earlier today. Trade date: 30 June 2022 Security: SPX Price at opening: 3760 Implied Vol 23.4% Direction: Put Expiry date: 05 July 2022 Strikes: 3655 / 3690 / 3760 Structure: 2 / 3 / 1 Opening Spread: 7.10 Close date: 05 July 2022 Trade duration: 5 Closing...