Global Options Trades

Closed short position in S&P500, by selling puts at a profit, and opened long position by buying calls.

Security / Ticker: SPX
Open Trade Date: 15 September 2019
Trade: Sell to Close
Expiry Date: 18 October 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,990.00
Direction: Put
Opening Price: 42.40
Close Trade Date: 04 October 2019
Closing Price: 61.0
Roundtrip P&L: 43.9%

Security / Ticker: SPX
Open Trade Date: 15 September 2019
Trade: Sell to Close
Expiry Date: 18 October 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,860.00
Direction: Put
Opening Price: 13.75
Close Trade Date: 04 October 2019
Closing Price: 13.50
Roundtrip P&L: -1.8%

Sold 18 Oct 2019 2920/2890 Bear Put Spread for 8.75 Credit (67% profit).

Bought calls:

Security / Ticker: SPX
Open Trade Date: 04 October 2019
Trade: Buy to Open
Expiry Date: 15 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,960.00
Direction: Call
Opening Price: 47.4

Security / Ticker: SPX
Open Trade Date: 04 October 2019
Trade: Buy to Open
Expiry Date: 15 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 3,080.00
Direction: Call
Opening Price: 6.5

Bought 15 Nov 2019 3050/3080 Bear Call Spread for 5.1 debit

Sold 17 Jan 2020 2710/2680 Bull Put Spread for 4.9 credit
 
At the risk of being inconsistent and selective, my original metric of rolling monthly P&L for a contract size of one, for all long positions (excluding extra profit from selling far-dated Out-of-the-Money spreads) is USD13,645.
 
Closed short positions in AUD last week by selling Puts at a profit and opened long position by buying Calls.

Security / Ticker: AUD
Open Trade Date: 17 September 2019
Trade: Sell to Close
Expiry Date: 08 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.6850
Direction: Put
Opening Price: 0.0072
Close Trade Date: 03 October 2019
Closing Price: 0.0125
Roundtrip P&L: 73.1%

Security / Ticker: AUD
Open Trade Date: 17 September 2019
Trade: Sell to Close
Expiry Date: 08 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.6700
Direction: Put
Opening Price: 0.0022
Close Trade Date: 03 October 2019
Closing Price: 0.0039
Roundtrip P&L: 73.8

Sold 08 Nov 2019 0.6750/0.6700 spread for 0.0160 debit (33% profit)

Also, sold Put side of Straddle at a loss, but recall from post #87 that I had closed the Call side at 95% profit, so net 34% for the trade.

Security / Ticker: AUD
Open Trade Date: 25 August 2019
Trade: Sell to Close
Expiry Date08 November 2019:
At the Money / Out of the Money: AtM
Exercise Price: 0.6700
Direction: Straddle
Opening Price: 0.0099
Close Trade Date: 03 October 2019
Closing Price: 0.0039
Roundtrip P&L: -60.8%


Bought long Calls:

Security / Ticker: AUD
Open Trade Date: 03 October 2019
Trade: Buy to Open
Expiry Date: 08 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.6750
Direction: Call
Opening Price: 0.0059

Security / Ticker: AUD
Open Trade Date: 03 October 2019
Trade: Buy to Open
Expiry Date: 08 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.6900
Direction: Call
Opening Price: 0.0013

Bought 08 November 0.6850/.6900 Bull Call Spreads for 0.00125 debit

Sold 03 April 0.6500/0.6450 spreads for .0009 credit.
 
Closed short position in Nikkei225 at a loss by closing Puts.

Security / Ticker: N225
Open Trade Date: 15 September 2019
Trade: Sell to Close
Expiry Date: 10 October 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,750.0
Direction: Call
Opening Price: 295.2
Close Trade Date: 04 October 2019
Closing Price: 356.4
Roundtrip P&L: 20.7%

Security / Ticker: N225
Open Trade Date: 15 September 2019
Trade: Sell to Close
Expiry Date: 10 October 2019
At the Money / Out of the Money: OotM
Exercise Price: 20,750.0
Direction: Call
Opening Price: 74.5
Close Trade Date: 04 October 2019
Closing Price: 20.8
Roundtrip P&L: -72.1%

Opened long position in Nikkei225 by buying Calls:

Security / Ticker: N225
Open Trade Date: 04 October 2019
Trade: Buy to Open
Expiry Date: 07 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,625.0
Direction: Call
Opening Price: 375.4

Security / Ticker: N225
Open Trade Date: 04 October 2019
Trade: Buy to Open
Expiry Date: 07 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 22,625.0
Direction: Call
Opening Price: 92.3

Bought 07 Nov 2019 22000/22250 Bear Call spread for 70 debit.

Sold 20 March 2020 19500/19250 Bear Put Spread for 40 credit.
 
As Treasury Bonds seem to have peaked, sold long position at a profit and bought Puts.

Security / Ticker: ZB
Open Trade Date: 17 September 2019
Trade: Sell to Close
Expiry Date: 25 October 2019
At the Money / Out of the Money: AtM
Exercise Price: 160.00
Direction: Call
Opening Price: 2.02
Close Trade Date: 07 October 2019
Closing Price: 4.63
Roundtrip P&L: 129.0%

Security / Ticker: ZB
Open Trade Date: 17 September 2019
Trade: Sell to Close
Expiry Date: 25 October 2019
At the Money / Out of the Money: OotM
Exercise Price: 164.00
Direction: Call
Opening Price: 0.65
Close Trade Date: 07 October 2019
Closing Price: 1.57
Roundtrip P&L: 143.5%

Bought Puts At-the-Money and Out-of-the-Money in conventional manner, plus spreads, which have backtested well and are proving to be useful in other securities.

Security / Ticker: ZB
Open Trade Date: 07 October 2019
Trade: Buy to Open
Expiry Date: 22 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 164.00
Direction: Put
Opening Price: 1.75

Security / Ticker: ZB
Open Trade Date: 07 October 2019
Trade: Buy to Open
Expiry Date: 22 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 159.00
Direction: Put
Opening Price: 0.36

Bought 22 Nov 2019 160/159 Put Spread for 10/64 debit.
 
Closed short position in DAX 30 at a loss (by arithmetic mean, but in practice with more spread positions than single-leg positions, the trades prodiuced a cash profit), and opened a long position by buying Calls.

Security / Ticker: DAX
Open Trade Date: 15 September 2019
Trade: Sell to Close
Expiry Date: 15 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 12,400
Direction: Put
Opening Price: 306.8
Close Trade Date: 10 October 2019
Closing Price: 180.0
Roundtrip P&L: -41.3%

Security / Ticker: DAX
Open Trade Date: 15 September 2019
Trade: Sell to Close
Expiry Date: 15 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 11,700
Direction: Put
Opening Price: 109.0
Close Trade Date: 10 October 2019
Closing Price: 77.0
Roundtrip P&L: -29.4%

Sold 20 Nov 2019 DAX 11800/11700 Bear Put Spreads for 27.10 Credit (58% profit)

Bought Calls this morning:

Security / Ticker: DAX
Open Trade Date: 10 October 2019
Trade: Buy to Open
Expiry Date: 20 December 2019
At the Money / Out of the Money: AtM
Exercise Price: 12,200
Direction: Call
Opening Price: 322.6

Security / Ticker: DAX
Open Trade Date: 10 October 2019
Trade: Buy to Open
Expiry Date: 20 December 2019
At the Money / Out of the Money: OotM
Exercise Price: 12,850
Direction: Call
Opening Price: 106.5

Bought 15 Nov 2019 12400/12500 Bull Call Spread for 33.6 Debit
 
Got a sell signal on Australian Dollar, so closed long position by selling calls at a profit.

Security / Ticker: AUD
Open Trade Date: 03 October 2019
Trade: Sell to Close
Expiry Date: 08 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.6750
Direction: Call
Opening Price: 0.0059
Close Trade Date: 24 October 2019
Closing Price: 0.0094
Roundtrip P&L: 59.3%

Security / Ticker: AUD
Open Trade Date: 03 October 2019
Trade: Sell to Close
Expiry Date: 08 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.6900
Direction: Call
Opening Price: 0.0013
Close Trade Date: 24 October 2019
Closing Price: 0.0012
Roundtrip P&L: -5.4%

Sold 08 November 0.6850/.6900 Bull Call Spreads for 0.00160 credit (28% profit).

Opened a short position by buying December Puts and Bear Put Spread:

Security / Ticker: AUD
Open Trade Date: 24 October 2019
Trade: Buy to Open
Expiry Date: 06 December 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.6800
Direction: Put
Opening Price: 0.0047

Security / Ticker: AUD
Open Trade Date: 24 October 2019
Trade: Buy to Open
Expiry Date: 06 December 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.6650
Direction: Put
Opening Price: 0.0011

Bought 22 November 0.6775/.6725 Bear Put Spreads for 0.0011 debit.

Sold 06 March 2020 0.7050/.7100 Bull Put Spreads for 0.0070 credit
Sold 03 April 2020 0.7050/.7100 Bull Put Spreads for 0.0090 credit
 
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Have closed / will close long positions in oil, Nikkei 225, DAX 30, FTSE 100, and S&P500, replacing with short positions. Also closed short position in Treasury Bonds, and bought long position.

I'll document the trades in here later.
 
Closed long position in oil at a profit by selling puts.

Security / Ticker: CL
Open Trade Date: 04 October 2019
Trade: Buy to Open
Expiry Date: 15 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 53.00
Direction: Call
Opening Price: 2.18
Close Trade Date: 28 October 2019
Closing Price: 3.31
Roundtrip P&L: 51.9%

Security / Ticker: CL
Open Trade Date: 04 October 2019
Trade: Buy to Open
Expiry Date: 15 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 59.00
Direction: Call
Opening Price: 0.45
Close Trade Date: 28 October 2019
Closing Price: 0.46
Roundtrip P&L: 1.2%

Sold 15 Nov 2019 58.00/58.50 Bear Call Spreads for 0.10 credit (same as opening price so 0% profit).

Opened short position by buying Puts and Put spreads.

Security / Ticker: CL
Open Trade Date: 28 October 2019
Trade: Buy to Open
Expiry Date: 16 December 2019
At the Money / Out of the Money: AtM
Exercise Price: 55.50
Direction: Call
Opening Price: 2.30

Security / Ticker: CL
Open Trade Date: 28 October 2019
Trade: Buy to Open
Expiry Date: 16 December 2019
At the Money / Out of the Money: OotM
Exercise Price: 49.50
Direction: Call
Opening Price: 0.41

Bought 22 Nov 2019 51.50/51.0 Bear Put Spreads for 0.09 debit.

Sold 20 Jan 2020 62.50/63.00 Bull Call Spreads for 0.08 credit.
Sold 20 Feb 2020 63.00/63.50 Bull Call Spreads for 0.08 credit.
 
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Closed short position in Treasury Bonds by selling Puts and Put spreads at a profit and opened a long position by buying Calls and Call spreads.

Security / Ticker: ZB
Open Trade Date: 07 October 2019
Trade: Buy to Open
Expiry Date: 22 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 164.00
Direction: Put
Opening Price: 1.75
Close Trade Date: 30 October 2019
Closing Price: 3.97
Roundtrip P&L: 127.1%

Security / Ticker: ZB
Open Trade Date: 07 October 2019
Trade: Buy to Open
Expiry Date: 22 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 159.00
Direction: Put
Opening Price: 0.36
Close Trade Date: 30 October 2019
Closing Price: 0.64
Roundtrip P&L: 76.2%

Sold 22 Nov 2019 160/159 Put Spread for 26/64 credit (156% profit).

Security / Ticker: ZB
Open Trade Date: 30 October 2019
Trade: Buy to Open
Expiry Date: 22 November 2019
At the Money / Out of the Money: AtM
Exercise Price: 160.00
Direction: Call
Opening Price: 1.18

Security / Ticker: ZB
Open Trade Date: 30 October 2019
Trade: Buy to Open
Expiry Date: 22 November 2019
At the Money / Out of the Money: OotM
Exercise Price: 165.00
Direction: Call
Opening Price: 0.05

Bought 15 Nov 2019 163.50/165.00 Call Spread for 9/64 debit.
 
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