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Opened a Fly on S&P500 for expiry on Tuesday, but IIRC markets generally rise the day after 04 July, so confidence is low for this one. 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...

Closing orders for the Russell 2000 Calendar filled today in profit. Trade date: 27 June 2022 Security: RUT Price at opening: 1758.3 Direction: Put Expiry date (short side): 01 July 2022 Implied Vol (short side) 36.3% Expiry date (long side): 05 July 2022 Implied Vol (long side) 29.5% Strikes...

The Bull Call Spreads on SPX are binary as you discuss @Moneza , but are all (10 trades published) priced at >50% of the spread, so can only produce less than 100% maximum profit vs 100% max loss, which is fine with an appropriately high win rate. Unfortunately, with 6 losers and 4 winners...

Always listening to something to mask distractions at home or in the office. Instrumental / dance / trance is preferable, but I often have music playing on random / shiffle.

Orders to open a Russell 2000 Calendar filled yesterday. Trade date: 27 June 2022 Security: RUT Price at opening: 1758.3 Direction: Put Expiry date (short side): 01 July 2022 Implied Vol (short side) 36.3% Expiry date (long side): 05 July 2022 Implied Vol (long side) 29.5% Strikes: 1720 Opening...

Markets rose, so the Calendar Put (#212) will almost certainly expire worthless for 100% loss. Opened a similar position today. Trade date: 27 June 2022 Security: SPX Price at opening: 3917.3 Direction: Put Expiry date (short side): 01 July 2022 Implied Vol (short side) 29.3% Expiry date (long...

Opened a calendar spread on S&P500 yesterday. A similar set-up for Russell 2000 didn't fill unfortunately. Trade date: 21 June 2022 Security: SPX Price at opening: 3746.9 Direction: Put Expiry date (short side): 24 June 2022 Implied Vol (short side) 34.4% Expiry date (long side): 27 June 2022...

Thanks; been having a good run. Set-ups have been sparse for a week or so though.

This provided slight respite from the carnage of the last couple of days. Trade date: 13 June 2022 Security: SPX Price at opening: 3776.1 Direction: Put Expiry date (short side): 17 June 2022 Implied Vol (short side) 43.3% Expiry date (long side): 21 June 2022 Implied Vol (long side) 34.2%...

Popped a calendar on earlier today. Trade date: 13 June 2022 Security: SPX Price at opening: 3776.1 Direction: Put Expiry date (short side): 17 June 2022 Implied Vol (short side) 43.3% Expiry date (long side): 21 June 2022 Implied Vol (long side) 34.2% Strikes: 3690 Opening Spread: 6.75

Closing orders for the Nasdaq calendar (#205) filled towards the end of yesterday in profit. Trade date: 07 June 2022 Security: NDX Price at opening: 12541.9 Direction: Put Expiry date (short side): 10 June 2022 Implied Vol (short side) 38.2% Expiry date (long side): 13 June 2022 Implied Vol...

Both the Calendar from Monday (#204) and the Fly from Tuesday (#205) closed yesterday in profit. Trade date: 06 June 2022 Security: SPX Price at opening: 4,143 Direction: Put Expiry date (short side): 10 June 2022 Implied Vol (short side) 26.2% Expiry date (long side): 13 June 2022 Implied...

RUT rose so my closing orders weren't filled, so the RUT fly (#203) closed at 100% loss yesterday. The S&P500 fly opened yesterday closed in profit today. Trade date: 06 June 2022 Security: SPX Price at opening: 4117.9 Implied Vol 26.1% Direction: Put Expiry date: 08 June 2022 Strikes: 4035 /...

source: https://fbx.freightos.com Not sure now is the best entry point.

Added Fly and Calendar Puts today. Trade date: 06 June 2022 Security: SPX Price at opening: 4117.9 Implied Vol 26.1% Direction: Put Expiry date: 08 June 2022 Strikes: 4035 / 4060 / 4110 Structure: 2 / 3 / 1 Opening Spread: 6.65 Trade date: 06 June 2022 Security: SPX Price at opening: 4142.8...

Managed to pop a Fly on Russell 2000 between Jubilee celebrations. Trade date: 02 June 2022 Security: RUT Price at opening: 1857.763 Implied Vol 20.8% Direction: Put Expiry date: 06 June 2022 Strikes: 1810 / 1830 / 1870 Structure: 2 / 3 / 1 Opening Spread: 6.35

Both Calendars closed in profit. Trade date: 31 May 2022 Security: RUT Price at opening: 1854.9 Direction: Put Expiry date (short side): 03 June 2022 Implied Vol (short side) 36.8% Expiry date (long side): 06 June 2022 Implied Vol (long side) 30.7% Strikes: 1825 Opening Spread: 3.40 Close date...

RUT didn't fall yesterday so that fly (#198) expired with 100% loss. Put a couple more on yesterday: Trade date: 31 May 2022 Security: RUT Price at opening: 1854.9 Direction: Put Expiry date (short side): 03 June 2022 Implied Vol (short side) 36.8% Expiry date (long side): 06 June 2022 Implied...

Got a small profit on Nasdaq but the bounce in everything looks suggests that the RUT Calendar will be worthless. I'll probably leave the long side on in case there is a drop on Tuesday. Trade date: 23 May 2022 Security: NQ Price at opening: 12025 Direction: Put Expiry date (short side): 27...

Opened a Put Fly on TSLA for expiry on Friday, but closing orders filled later in the session before I was able to report it here. Trade date: 24 May 2022 Security: TSLA Price at opening: 633 Implied Vol 106.6% Direction: Put Expiry date: 27 May 2022 Strikes: 570 / 590 / 630 Structure: 2 / 3 /...