Swing trading with Butterflies

RUT didn't fall yesterday so that fly (#198) expired with 100% loss.

Put a couple more on yesterday:

Trade date: 31 May 2022
Security: RUT
Price at opening: 1854.9
Direction: Put
Expiry date (short side): 03 June 2022
Implied Vol (short side) 36.8%
Expiry date (long side): 06 June 2022
Implied Vol (long side) 30.7%
Strikes: 1825
Opening Spread: 3.40

Trade date: 31 May 2022
Security: SPX
Price at opening: 4128
Direction: Put
Expiry date (short side): 03 June 2022
Implied Vol (short side) 29.9%
Expiry date (long side): 06 June 2022
Implied Vol (long side) 24.7%
Strikes: 4070
Opening Spread: 6.40
 
Both Calendars closed in profit.

Trade date: 31 May 2022
Security: RUT
Price at opening: 1854.9
Direction: Put
Expiry date (short side): 03 June 2022
Implied Vol (short side) 36.8%
Expiry date (long side): 06 June 2022
Implied Vol (long side) 30.7%
Strikes: 1825
Opening Spread: 3.40
Close date: 01 June 2022
Trade duration: 1
Closing spread: 4.60
Profit / (Loss): 1.20
Profit / (Loss): 35.3%

Trade date: 31 May 2022
Security: SPX
Price at opening: 4128
Direction: Put
Expiry date (short side): 03 June 2022
Implied Vol (short side) 29.9%
Expiry date (long side): 06 June 2022
Implied Vol (long side) 24.7%
Strikes: 4070
Opening Spread: 6.40
Close date: 01 June 2022
Trade duration: 1
Closing spread: 8.30
Profit / (Loss): 1.90
Profit / (Loss): 29.7%
 
Managed to pop a Fly on Russell 2000 between Jubilee celebrations.

Trade date: 02 June 2022
Security: RUT
Price at opening: 1857.763
Implied Vol 20.8%
Direction: Put
Expiry date: 06 June 2022
Strikes: 1810 / 1830 / 1870
Structure: 2 / 3 / 1
Opening Spread: 6.35
 
Added Fly and Calendar Puts today.

Trade date: 06 June 2022
Security: SPX
Price at opening: 4117.9
Implied Vol 26.1%
Direction: Put
Expiry date: 08 June 2022
Strikes: 4035 / 4060 / 4110
Structure: 2 / 3 / 1
Opening Spread: 6.65

Trade date: 06 June 2022
Security: SPX
Price at opening: 4142.8
Direction: Put
Expiry date (short side): 10 June 2022
Implied Vol (short side) 26.2%
Expiry date (long side): 13 June 2022
Implied Vol (long side) 22.5%
Strikes: 4085
Opening Spread: 4.70
 
RUT rose so my closing orders weren't filled, so the RUT fly (#203) closed at 100% loss yesterday.

The S&P500 fly opened yesterday closed in profit today.

Trade date: 06 June 2022
Security: SPX
Price at opening: 4117.9
Implied Vol 26.1%
Direction: Put
Expiry date: 08 June 2022
Strikes: 4035 / 4060 / 4110
Structure: 2 / 3 / 1
Opening Spread: 6.65
Close date: 07 June 2022
Trade duration: 1
Closing spread: 9.10
Profit / (Loss): 2.45
Profit / (Loss): 36.8%

Opened another similar position for Friday expiry, unfortunately before SPX rose (by c.1%) today.

Trade date: 07 June 2022
Security: SPX
Price at opening: 4120
Implied Vol 27.3%
Direction: Put
Expiry date: 10 June 2022
Strikes: 4015 / 4050 / 4120
Structure: 2 / 3 / 1
Opening Spread: 10.50

Also opened a Calendar Put for Nasdaq - again, before it rose 200 points.

Trade date: 07 June 2022
Security: NDX
Price at opening: 12,541.9
Direction: Put
Expiry date (short side): 10 June 2022
Implied Vol (short side) 38.2%
Expiry date (long side): 13 June 2022
Implied Vol (long side) 31.2%
Strikes: 12325
Opening Spread: 21.85
 
Both the Calendar from Monday (#204) and the Fly from Tuesday (#205) closed yesterday in profit.

Trade date: 06 June 2022
Security: SPX
Price at opening: 4,143
Direction: Put
Expiry date (short side): 10 June 2022
Implied Vol (short side) 26.2%
Expiry date (long side): 13 June 2022
Implied Vol (long side) 22.5%
Strikes: 4085
Opening Spread: 4.70
Close date: 08 June 2022
Trade duration: 2
Closing spread: 6.50
Profit / (Loss): 1.80
Profit / (Loss): 38.3%

Trade date: 07 June 2022
Security: SPX
Price at opening: 4120
Implied Vol 27.3%
Direction: Put
Expiry date: 10 June 2022
Strikes: 4015 / 4050 / 4120
Structure: 2 / 3 / 1
Opening Spread: 10.50
Close date: 08 June 2022
Trade duration: 1
Closing spread: 13.05
Profit / (Loss): 2.55
Profit / (Loss): 24.3%
 
Closing orders for the Nasdaq calendar (#205) filled towards the end of yesterday in profit.

Trade date: 07 June 2022
Security: NDX
Price at opening: 12541.9
Direction: Put
Expiry date (short side): 10 June 2022
Implied Vol (short side) 38.2%
Expiry date (long side): 13 June 2022
Implied Vol (long side) 31.2%
Strikes: 12325
Opening Spread: 21.85
Close date: 09 June 2022
Trade duration: 2
Closing spread: 28.75
Profit / (Loss): 6.90
Profit / (Loss): 31.6%
 
Popped a calendar on earlier today.

Trade date: 13 June 2022
Security: SPX
Price at opening: 3776.1
Direction: Put
Expiry date (short side): 17 June 2022
Implied Vol (short side) 43.3%
Expiry date (long side): 21 June 2022
Implied Vol (long side) 34.2%
Strikes: 3690
Opening Spread: 6.75
 
This provided slight respite from the carnage of the last couple of days.

Trade date: 13 June 2022
Security: SPX
Price at opening: 3776.1
Direction: Put
Expiry date (short side): 17 June 2022
Implied Vol (short side) 43.3%
Expiry date (long side): 21 June 2022
Implied Vol (long side) 34.2%
Strikes: 3690
Opening Spread: 6.75
Close date: 14 June 2022
Trade duration: 1
Closing spread: 9.50
Profit / (Loss): 2.75
Profit / (Loss): 40.7%
 
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