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Opened a directional position on Nasdaq yesterday anticipating that it may fall over the next few days, or not rise significantly. Then watched it rise 250 points during the rest of the session! Trade date: 07 February 2023 Security: NQ Price at opening: 12,545.00 Structure: OtM Call Credit...

Closed flies yesterday at a loss after both securities rose stongly following earnings for the tech giants. Trade date: 31 January 2023 Security: NQ Price at opening: 12,060.8 Implied Vol: 42.2% Direction: PUT Expiry date: 03 February 2023 Strikes: 11700 / 12050 / 12400 Structure: 1 / 2 / 1...

Added a 121 Fly on Russell 2000 early today for expiry on Friday. Trade date: 01 February 2023 Security: RUT Price at opening: 1,921.9 Implied Vol: 41.0% Direction: PUT Expiry date: 03 February 2023 Strikes: 1870 / 1920 / 1970 Structure: 1 / 2 / 1 Opening Spread: 14.10

Closing orders for the Russell2000 spread filled today in profit. Trade date: 30 January 2023 Security: RUT Price at opening: 1,905.00 Structure: ItM/AtM Call Debit Spread Expiry date: 03 February 2023 Strikes: 1865 / 1910 Opening Spread: 27.90 Close date: 01 February 2023 Trade duration: 2...

Change of direction on GBPUSD for me so I took this off earlier today at a loss. Trade date: 30 January 2023 Security: GBP Price at opening: 1.2392 Direction: OtM Put Credit Spread Expiry date: 03 February 2023 Strikes: 1.2275 / 1.2375 Opening Spread: 0.0036 Close date: 31 January 2023 Trade...

Opened a couple of verticals yesterday in Russell2000 and cable. Trade date: 30 January 2023 Security: RUT Price at opening: 1,905.00 Structure: ItM/AtM Call Debit Spread Expiry date: 03 February 2023 Strikes: 1865 / 1910 Opening Spread: 27.90 Trade date: 30 January 2023 Security: GBP Price...

I guess it depends on volume of trades and how much of the process is automated. I spend a couple of minutes recording trades in a spreadsheet and then pasting that in here but only have c.20 trades a month to add here, so journalling is the quick and easy bit. Determining entry / set-ups...

Made a small profit on Nasdaq yesterday. BtC orders filled same day. Trade date: 24 January 2023 Security: NQ Price at opening: 11,834.00 Structure: OtM Put Credit Spread Expiry date: 30 January 2023 Strikes: 11610 / 11660 Opening Spread: 9.75 Close date: 24 January 2023 Trade duration: 0...

With Nasdaq below the body yesterday, I decided to close the fly at a loss, rather than let it run. Trade date: 17 January 2023 Security: NQ Price at opening: 11,596.0 Implied Vol: 22.3% Direction: PUT Expiry date: 20 January 2023 Strikes: 11400 / 11600 / 11800 Structure: 1 / 2 / 1 Opening...

Thanks for the heads-up; looks like an efficient way to get chains into Excel. Also keen to learn if anyone has used it?

Not the greatest set-up but opened a fly on Nasdaq. Trade date: 17 January 2023 Security: NQ Price at opening: 11,596.0 Implied Vol: 22.3% Direction: PUT Expiry date: 20 January 2023 Strikes: 11400 / 11600 / 11800 Structure: 1 / 2 / 1 Opening Spread: 59.50

I had a target exit at 34 on the Nasdaq calendar. As Nasdaq rose on open today, I brought closing orders in and still took a decent profit. Trade date: 09 January 2023 Security: NDX Price at opening: 11171.7 Direction: Put Expiry date (short side): 13 January 2023 Implied Vol (short side)...

Opened a calendar position on Nasdaq today. First Calendar spread since October. Trade date: 09 January 2023 Security: NDX Price at opening: 11171.7 Direction: Put Expiry date (short side): 13 January 2023 Implied Vol (short side) 37.5% Expiry date (long side): 17 January 2023 Implied Vol...

Quick answer is the net P&L for the whole trade divided by the Value at Risk. But given the emphasis on hedging in the example, if you believe that markets are efficient and can hedge the position perfectly, any profit from the long put will be equal to the loss on stock, so the successful...

The Nasdaq fly (#339) closed at market open today, which was fortunate as Nasdaq rose 2% shortly afterwards. Trade date: 03 January 2023 Security: NQ Price at opening: 10,810.6 Implied Vol: 35.6% Direction: PUT Expiry date: 06 January 2023 Strikes: 10525 / 10800 / 11075 Structure: 1 / 2 / 1...

Opened a fly on S&P500 for expiry on Monday. Trade date: 05 January 2023 Security: ES Price at opening: 3,810.6 Implied Vol: 20.8% Direction: PUT Expiry date: 09 January 2023 Strikes: 3745 / 3810 / 3875 Structure: 1 / 2 / 1 Opening Spread: 18.65 The Nasdaq future closed yesterday at c.10820 so...

Closing orders on the oil position closed yesterday in profit. Trade date: 29 December 2022 Security: CL Price at opening: 77.90 Structure: OtM Call Credit Spread Expiry date: 06 January 2023 Strikes: 81 / 81.75 Opening Spread: 0.18 Close date: 03 January 2023 Trade duration: 5 Closing spread...

The RUT position (#335) closed today in profit. Trade date: 22 December 2022 Security: RUT Price at opening: 1,751.00 Structure: ItM/AtM Call Debit Spread Expiry date: 30 December 2022 Strikes: 1720 / 1750 Opening Spread: 16.23 Close date: 29 December 2022 Trade duration: 7 Closing spread...

Yep, closed the SPX position on Friday at a loss and will wait until Jan before opening further positions. nb daily long-short-long-short signals don't work with a 3-5 day trade timeframe! Trade date: 22 December 2022 Security: ES Price at opening: 3,904.00 Structure: AtM/OtM Put Credit...

Opened a couple of positions to take advantage of the Santa Rally. Trade date: 22 December 2022 Security: ES Price at opening: 3,904.00 Structure: AtM/OtM Put Credit Spread Expiry date: 28 December 2022 Strikes: 3870 / 3900 Opening Spread: 12.00 Trade date: 22 December 2022 Security: RUT Price...