Global Options Trades

Opened short positions on DAX30 and S&P500 by buying Puts.

Following Friday's move downwards in many markets I'm expecting to sell Calls to Close and Buy Puts tomorrow.

Security / Ticker: ES
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,820
Direction: Put
Opening Price: 54.72

Security / Ticker: ES
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,700
Direction: Put
Opening Price: 13.63

Security / Ticker: DAX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 11,600
Direction: Put
Opening Price: 263.80

Security / Ticker: DAX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 10,900
Direction: Put
Opening Price: 49.61
 
I've been looking at (and analysing) US Treasury Bonds (and specifically options). ZB has backtested well and the first few trades have done well, so I'll incorporate ZB trades into the journal from the next reversal / trade entry.

The very low correllation of T Bonds to the equities indices, currencies and oil markets that I have been trading is also appealing.
 
Opened short positions on Oil and FTSE100 following signals at Friday's close.

Security / Ticker: CL
Open Trade Date: 25 March 2019
Trade: Buy to Open
Expiry Date: 16 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 58.50
Direction: Put
Opening Price: 2.30

Security / Ticker: CL
Open Trade Date: 25 March 2019
Trade: Buy to Open
Expiry Date: 16 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 52.50
Direction: Put
Opening Price: 0.69

Security / Ticker: FTSE
Open Trade Date: 25 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 7,175
Direction: Put
Opening Price: 155.2

Security / Ticker: FTSE
Open Trade Date: 25 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 6,900
Direction: Put
Opening Price: 53.4
 
Closed DAX Puts 9 days after opening the position.

Security / Ticker: DAX
Open Trade Date: 20 March 2019
Trade: Sell to Close
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 11,600.00
Direction: Put
Opening Price: 263.80
Close Trade Date: 29 March 2019
Closing Price: 278.19
Roundtrip P&L: 5.5%

Security / Ticker: DAX
Open Trade Date: 20 March 2019
Trade: Sell to Close
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 10,950.00
Direction: Put
Opening Price: 49.60
Close Trade Date: 29 March 2019
Closing Price: 51.46
Roundtrip P&L: 3.7%
 
Bought Call options on DAX30 and Put options on US Treasury Bonds.

Security / Ticker: DAX
Open Trade Date: 29 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 11,550
Direction: Call
Opening Price: 237.8

Security / Ticker: DAX
Open Trade Date: 29 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 12,200
Direction: Call
Opening Price: 34.9

Security / Ticker: ZB
Open Trade Date: 29 March 2019
Trade: Buy to Open
Expiry Date: 24 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 149.00
Direction: Put
Opening Price: 1.27

Security / Ticker: ZB
Open Trade Date: 29 March 2019
Trade: Buy to Open
Expiry Date: 24 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 145.00
Direction: Put
Opening Price: 0.20

NB ZB Futures are priced fractionally, in 32nds, and options are priced in 64ths. I'm going to present figures in decimals for consistency, but can switch to fractions if necessary.
 
Took advantage of slightly lower volatility to buy Straddles on S&P500 and Nikkei225.

Security / Ticker: SPX
Open Trade Date: 03 April 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,870
Direction: Straddle
Opening Price: 90.6

Security / Ticker: N225
Open Trade Date: 03 April 2019
Trade: Buy to Open
Expiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,750.0000
Direction: Straddle
Opening Price: 795.5
 
A bit of a catch-up.

Closed Oil Puts at a loss following breakout.

Security / Ticker: CL
Open Trade Date: 22 March 2019
Trade: Buy to Open
Expiry Date: 16 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 58.50
Direction: Put
Opening Price: 2.30
Close Trade Date: 01 April 2019
Closing Price: 0.87
Roundtrip P&L: -62.1%

Security / Ticker: CL
Open Trade Date: 22 March 2019
Trade: Buy to Open
Expiry Date: 16 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 52.50
Direction: Put
Opening Price: 0.43
Close Trade Date: 01 April 2019
Closing Price: 0.22
Roundtrip P&L: -49.1%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-1428.
 
Bought Nikkei225 straddles whilst volatility is relatively cheap.

Security / Ticker: N225
Open Trade Date: 03 April 2019
Trade: Buy to Open
Expiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,750
Direction: Straddle
Opening Price: 400.2

Security / Ticker: N225
Open Trade Date: 03 April 2019
Trade: Buy to OpenExpiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,750
Direction: Straddle
Opening Price: 395.3
 
Closed S&P500 Puts at a loss following breakout.

Security / Ticker: SPX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,820.00
Direction: Put
Opening Price: 54.72
Close Trade Date: 03 April 2019
Closing Price: 23.66
Roundtrip P&L: -56.8%

Security / Ticker: SPX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,700.00
Direction: Put
Opening Price: 13.63
Close Trade Date: 03 April 2019
Closing Price: 7.1
Roundtrip P&L: -47.9%

Successive poor decisions to short S&P500 during the last three months contributed to a Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-2912.
 
Closed long position in Nikkei225 by selling Calls.

Security / Ticker: N225
Open Trade Date: 11 March 2019
Trade: Sell to Close
Expiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,500
Direction: Put
Opening Price: 503.95
Close Trade Date: 08 April 2019
Closing Price: 531.83
Roundtrip P&L: 5.5%

Security / Ticker: N225
Open Trade Date: 11 March 2019
Trade: Sell to Close
Expiry Date: 09 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 22,500
Direction: Put
Opening Price: 180.9
Close Trade Date: 08 April 2019
Closing Price: 123.32
Roundtrip P&L: -31.8%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-1528.
 
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