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    Global Options Trades

    Short positions: Security / Ticker: CL Trade: Sell to Open Expiry Date: 16 May 2019 Exercise Price: 57.50 Direction: Call Opening Price: 2.91 Security / Ticker: CL Trade: Sell to Open Expiry Date: 16 May 2019 Exercise Price: 54.00 Direction: Put Opening Price: 2.68 Security / Ticker: ES...
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    Global Options Trades

    Current open long positions: Security / Ticker:ES Open Trade Date: 22 January 2019 Trade: Buy to Open Expiry Date: 15 March 2019 At the Money / Out of the Money: AtM Exercise Price: 2,650 Direction: Put Opening Price: 63.5 Security / Ticker:ES Open Trade Date: 22 January 2019 Trade: Buy to...
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    Global Options Trades

    I have decided to publish the results of my trading as I am proud of the performance that I am achieving. A few points to address immediate questions follow. Background Professional Financial Analyst based in UK, who took an interest in options whilst at University and began trading them...
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    How asset price affects your alpha

    Thank you. Clearly something that is not suitable for a small retail trader! I've been investigating buying relatively cheap AtM vol in the index, and cheap OtM positions on a basket of shares at reversals, and selling expensive AtM (or slightly OtM) options further out. Managing risk for the...
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    How asset price affects your alpha

    Fascinating thread that resonates with something I am thinking about. I don't want to derail this, but are there any thoughts on the merit of buying volatility of an index such as NQ and selling volatility of (some or all of) the constituent shares? There is obviously a correllation (beta) to...
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