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SOLD -2 VERTICAL SPX 100 JUN 06 1165/1150 P $0.85 each SOLD -2 VERTICAL SPX 100 JUN 06 1315/1330 C $0.60 each SOLD -1 VERTICAL SPX 100 JUN 06 1315/1325 C $0.50 each I'm start using chartbender real time top 20 IV report service. Here is some of my IV related trades. Sold straddle...

These positions expire worthless. 1 may 1345/jun 1385 call $1.05 cr 9 may 1215/1225 put > $0.6 cr 1 may 1220/1230 put $0.5 cr 3 may 1345/1355 call $0.9 cr 3 may 1250/1260 call total $4.7 Total credit recieved $1435.

Mo, It's a warm feeling that someone is watching out for me. The DD is doing okay. Even there is a paper lost, I don't feel that much because I have taken in a bit of premium already. Since I closed June 1310 call already so here is the report on diag put. Sold June 1290 for $16.10...

Riskarb, In your previous post, you recommend closing out the shorts with less than 2 weeks left to reduce gamma risk. On diags, would you recommend the same thing ? What happend if the shorts is not in the money but expensive to buy back ? Do you scalp against the delta using stocks...

SPX dropped to close 1270 today. VIX increased 2.86. The DD I opened yesterday has paper lost of $110. However, I bought back 1300 call for $8. I plan to sell 1300 call later when the market bounce back. Sold 3 contracts on SPX 1260/1250 May. This may be my stupid trades of the year...

I experimented with DD trade Jun/Jul yesterday. 1265/1290 1300/1325 for total credit of $4.20. With today drop in SPX to 1270, the DD has paper lost of $105. I opened 3 contracts on 1260/1250 may put and may be subjected to stupid trade of the year for me. I also posted the time of the...

Last time with help from IV_TRADER, I paper traded MRVL earning using RC. It went pretty bad because the stock did not move much at all. So, I guess buying the calendar could make good money if MRVL moves just a little.

I legged in for 2 days to completed my DD trade Jun/Jul 1265/1290 1300/1325 for total credit of $4.20. If the index stays range bound for one or two more weeks, I could make quite a bit from Theta. I'm experimenting with ATM sell. Here is the total Greeks on this position Delta 1.76, gamma...

Bought Jul 1325 Call for $14.50 Sold Jun 1300 call for $17.00. Total credit $2.50. I legged in the trade so I got about $1 improvement credit on this one. Now I completed my DD trade Jun/Jul 1265/1290 1300/1325 for total credit of $4.20. Total Greeks on this position: Delta 1.76...

Bought Jun/Jul 1290/1265 diag put for $1.7 CR. I'm looking forward to sell Jun/Jul diag call later to create DD. This is my first attempt on SPX to sell ATM. I was trying this strategy for quite a while on SPY and XSP and it seems to work well. The 1290 straddle is trading about $35.

The VIX is now 14.51 (increased 0.32) and has increased 3 days in a row already. BTC jun 1375/1390 call for $0.25, profit $80. BTC may 1345 call for $0.10. I got about $90 profit on 1345/1385 may/june diag. If market bounce, 1385 call could be use for something else. STO jun 1350/1375...

Thanks for education and I might have to ask for more explanations if you don't mind.

Date: Mon, 15 May 2006 10:35:23 -0500 (CDT) Subject: SOLD -2 VERTICAL SPX 100 JUN 06 1245/1235 PUT @1.00 CBOE, SPX MARK 1291.81 On pass Friday, when the market was about the same level, I could not get this filled even after dropping the credit to $0.9 from $1.2 mid.

Hi Murray, Couple days ago, I tried to create may/jun put diag and found that it's difficult to create for a credit unless I make the spread very wide at least 50 points. I'd like to get a comment from you how you usually do it. I do diag often but mostly on spy and spx and never get...

Today SPX dropped 18 points to 1305.92. I did not have to get out of 1340 call after all. 13:06 PST. SOLD -1 VERTICAL SPX 100 JUN 06 1250/1235 PUT @.90 CBOE, SPX MARK 1305.92 mid was $1.20, VIX 12.49 (increase 0.71) Sold 2 spx 1250/1235 for $0.90 one at IB and one at TOS SPX...

BOT +2 VERTICAL SPX 100 MAY 06 1340/1350 CALL @1.60 CBOE, SPX MARK 1321.63 This is bought back before FOMC 2:15 PM EST. I sold them for $0.90 so the lost is $140. Yesterday profit from buying back 1240/1250 June PUT was $55.

I had 2 shorts call 1340/1350 in May and sold for $0.90. I decided to buy them back for $1.8 before FOMC. Now the result is out and the market dropped. However, some of my 1345/1355 MAY short calls are still there so the profit on those should offset some lost on 1340/1350. It was...

BOT +1 VERTICAL SPX 100 JUN 06 1250/1240 PUT @.45 CBOE, SPX MARK 1325.14

05/05/06 SOLD -1 VERTICAL SPX 100 JUN 06 1375/1390 CALL @1.00 CBOE, SPX MARK 1320.80 05/08/06 BOT +1 DIAGONAL VLO 100 JUN 06/MAY 06 65/67.5 CALL @2.45 ISE, VLO MARK 64.57

All of these expire worthless. 1 1260/1265 APR put -1 1230/1235 APR call -1 1250/1260 APR put -1 1335/1345 APR call I came out a bit positive from April expiration. I'm busy with work so I haven't had chance to tally up the p&l so far yet. I'm still positive though. Last Trade...