convexx's stfu journal
- Thread starter convexx
- Start date
Covered since last accounting:
Short NDX PF; Sep monthly 4000P/C 3x1 at 139.70 credit // 131.00
Long the Sep11 SPX 60/00/40 call fly from 21.00 // 23.70
Flat
Ledger:
SPX put spread -10.0% on debit
GOOG asym +10.3% on debit
NDX bear 4000/4050/4100 sym P-fly +18.3% on debit
NDX bear 132 calls +6.7% on debit
AMZN bear 132 CALLS from 13.57 +11.4% on debit
SPX bear 1990 put spread +23% on debit
RUT 1155/65/85 asym 231 puts +13% on debit
NDX Sep monthly 4000/4050/4150 231 put asym +14.4% on debit
SPX bear 132 calls 9.80 mid debit (10.0 traded) +31.5% on debit
Short NDX PF; Sep monthly 4000P/C 3x1 +6.2%, +0.6% on portfolio
Long the Sep11 SPX 60/00/40 call fly +12.8% on debit
ES futures short +11.50 pts. 1.15% return on portfolio
Gain on debit: 142%. Gain on port at 10% allo: 14.2%
19x risk
ES + 16.75 per
NQ + 8.00 per
Short NDX PF; Sep monthly 4000P/C 3x1 at 139.70 credit // 131.00
Long the Sep11 SPX 60/00/40 call fly from 21.00 // 23.70
Flat
Ledger:
SPX put spread -10.0% on debit
GOOG asym +10.3% on debit
NDX bear 4000/4050/4100 sym P-fly +18.3% on debit
NDX bear 132 calls +6.7% on debit
AMZN bear 132 CALLS from 13.57 +11.4% on debit
SPX bear 1990 put spread +23% on debit
RUT 1155/65/85 asym 231 puts +13% on debit
NDX Sep monthly 4000/4050/4150 231 put asym +14.4% on debit
SPX bear 132 calls 9.80 mid debit (10.0 traded) +31.5% on debit
Short NDX PF; Sep monthly 4000P/C 3x1 +6.2%, +0.6% on portfolio
Long the Sep11 SPX 60/00/40 call fly +12.8% on debit
ES futures short +11.50 pts. 1.15% return on portfolio
Gain on debit: 142%. Gain on port at 10% allo: 14.2%
19x risk
ES + 16.75 per
NQ + 8.00 per
5% allocation in the RUT 1145/60/90 231 asym puts for Sep11 LTD. 11.35 to the buy.
https://www.dropbox.com/s/rgj1qdgzosyiw04/2014-09-05_1015.png?dl=0
https://www.dropbox.com/s/rgj1qdgzosyiw04/2014-09-05_1015.png?dl=0
Short the ES Sep12 1980 PF from 34.75. Return calc based upon $15K per lot (3x1). 15% allocation. (IOW, a $1MM account would go 30x10 and 20 SPY lots... MAX)
https://www.dropbox.com/s/8oiit97pvk9m8sq/2014-09-05_1024.png?dl=0
Long two SPY Sep12 203P per PF -- hedge.
https://www.dropbox.com/s/c8nb98eyllvg34y/2014-09-05_1028.png?dl=0
https://www.dropbox.com/s/8oiit97pvk9m8sq/2014-09-05_1024.png?dl=0
Long two SPY Sep12 203P per PF -- hedge.
https://www.dropbox.com/s/c8nb98eyllvg34y/2014-09-05_1028.png?dl=0
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Long the GOOG Oct3 40/80/20 classic (symmetric) PFLY from 21.00.
https://www.dropbox.com/s/at2fw8w29x9dncu/2014-09-05_1046.png?dl=0
https://www.dropbox.com/s/at2fw8w29x9dncu/2014-09-05_1046.png?dl=0
Reduced SPY hedge by half. -$200 on 10-lot (now 10-lot)
https://www.dropbox.com/s/e1bmayjqkn82aia/2014-09-05_1121.png?dl=0
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whats your reason for putting this on? im not too familiar with longer dated flies.
seems like the spread isnt too good either on most.