Trades


March 2009

Trades posted in trading diary are part of a learning and tracking process and are not posted real time. Do not place the same trades. I am not a financial advisor and my opinion of the stockmarket is as good as yours :-)



On March 23, 2009 the S&P 500 Index is quoted at $ 80. If I sell options, for instance naked puts, I would write…


SPY -10 April 70 Put @ $ 1.70 ”


This trade means that:

10 SPY Put option contracts have been sold

expiring the 3rd Friday of April

at a strike price of $ 70

for a premium of $ 1.70 each contract

10 contracts = 100 shares the total premium will be $1700

( 100 x 10 x $1.70 )








____________ ____________ ____________ ____________ ____________

2012

Naked Options:

04/25/2012 Sold -20 May 1460 Call @ $1.96

04/17/2012 Sold -20 May 1460 Call @ $2.00 (closed)

04/2/2012 Sold -40 April 1460 Call @ $1,55

3/26/2012 -20 April 1470 Calls @ $1.93

3/19/2012 -10 April 1470 Calls @ $1.60

3/15/2012 -10 April 1475 Calls @ $1.80

2/3/2012: Sold -20 Feb 1380 Calls @$2.05

2/28/2012 Sold -10 Mar 1415 Calls @ $2.15…tot $2.025…$2.00

2/27/2012 Sold -10 Mar 1415 Calls @ $1.90

2011

Trend Following Strategy: Posted under ” Performance ”

Jan 2011 Long IWM @ $78

August 1 2001 Short IWM @ $80

Market Neutral Strategy: Diagonal Spreads on the Emini S&P 500 Index Futures

Not Posted.

Additional Strategy: Naked Options



July 27 2011 ES Emini S&P 500 Index Futures -20 August 1185 Puts @ $4.75 Max Profit $4775 – $60 = $4725

July 21 2011 ES Emini S&P 500 Index Futures -20 August 1400 Calls @ $2.20 Max Profit $2200 – $60 = $2140

July 11 2011 IWM -40 July $81 Puts @ $0.30 = Max Profit $1200 -$120 = $1080

June 30 2011 ES Emini S&P 500 Index Futures -40 July 1350 Calls @ $2.25 Max Profit $4500 – $120 = $4380

June 24 2011 ZN 10 Year U.S. Treasury -5 July $128 Calls @ $0″080 Max Profit $625 – $15 = $610

June 2011 ES Emini S&P 500 Index Futures -15 July 1150 Puts @ $3.9 Max Profit $2937.50 – $45 -$45 -$892.50 = $1910

June 2011 ZN 10 Year U.S. Treasury -5 June $125.5 Calls @ $0″040 Max Profit $312.60 – $15 = $297.60

Jun 07 2011 IWM -20 Jun 80 Puts @ $1.18 -$20 = Max Profit $2340

June 06 2011 ES Emini S&P 500 Index Futures -5 Jun 1230 Puts @ $2.65 Max Profit $662.50 – $15 = $647.5

Jun 02 2011 IWM -20 Jun 78 Puts @ $.52 -$20 = Max Profit $1020

May 31/Jun 01 2011 IWM -20 Jun 87 Calls @ $.44 -$30 -$30 = Profit $500

May 05 2011 CL Crude Oil -3 May 11 90 Puts @ $.70 -$3 -$3 = Profit $1504

May 02 2011 ZN 10 Year U.S. Treasury -10 May 123 Calls @ $0″080 Max Profit $1250 – $30 = $1230

May 02 2001 6E Euro Fx Futures -10 Jun 11 1.55 Calls @ $.0025 Profit – $30 -$30= $2502.5

April 27 2001 6E Euro Fx Futures -10 Jun 11 1.53 Calls @ $.0027 $750 – $30 -$30 = $690

April 27 2001 ES Emini S&P 500 Index Futures -10 April 1390 Calls @ $2.30 Max Profit $650 – $30 -$30 -$30 = $560

March 2011 ES Emini S&P 500 Index Futures -10 April 1370 Calls @ $1.10 Max Profit $550 – $30 = $520

March 2011 CL Crude Oil – 2 April 120 Call @ $0.25 Max Profit $500 – $6 = $496

March 4 2011 CL Crude Oil – 2 Mar 118 Call @ $0.55 Max Profit $1100 – $6 = $1096

March 4 2011 CL Crude Oil -10 April 150 Call @ $0.21 Max Profit $2200 – $30 = $2070

March 2011 CL Crude Oil – 5 April 80 Puts @ $0.15 -$30 ($15+$15) = $720

March 3 2011 NG Natural Gas -3 Mar 3.5 Puts @ $0.27 Max Profit $810 – $18 = $792

March 2 2011 ZN 10 Year U.S. Treasury -10 Mar 121 Calls @ $0″180 Max Profit $2812.60 – $30 = $2782.60

March 1 2011 ES Emini S&P 500 Index Futures -15 Mar 1370 Calls @ $1.70 Max Profit $1275 – $45 = $1230

Feb 2011 ES Sold -10 Emini Puts Max Profit $600 – $30 = $570






2010 Trade Archive:

Dec 10 trades.
Market Neutral Strategy:
Sold December puts and Bought January puts.
Trend Following Strategy:
Long DBA, UNG and IWM.

Nov 10 trades.
Market Neutral Strategy:
Closed previous diagonal and opened a second diagonal on the Emini Future Options:
Sold November puts and Bought December puts.
Opened Diagonal on the Emini Future Options: Sold Dec puts and Bought Jan puts.
Trend Following Strategy:

Oct 10 trades.
Market Neutral Strategy:
Diagonal on the Emini Future Options: Sold November puts and Bought December puts.
Trend Following Strategy:
Long DBA.

Sep 10 trades.
Market Neutral Strategy:
Diagonal on the Emini Future Options: Sold October puts and Bought November puts.
Closed first diagonal and opened a second diagonal.
Trend Following Strategy:
Short on SPY and long DBA.

Aug 10 trades.
Market Neutral Strategy:
Closed second diagonal and opened a third one. Still selling August puts and buying September puts.
Trend Following Strategy:
Long SPY and long DBA.

July 10 trades.
Market Neutral Strategy:
Diagonal on the Emini Future Options: Sold August puts and Bought Sept puts.
Closed previous diagonal and opened another one.
Trend Following Strategy:
Short SPY and long DBA.

June 10 trades.
Market Neutral Strategy:
Diagonal on the Emini Future Options: Sold July puts and Bought August puts.
Trend Following Strategy:
Short on SPY. Long on CEF and DBA.

May 10 trades.
Short on SPY.

April 10 trades.
OPEN TRADES: Sold SPY May 10 Puts

March 10 trades.
Closed Feb/March diagonal for a small loss.

Jan 10 trades.
OPEN TRADES: Jan 5 Sold 4 SPY Feb 108 Puts and Bought 2 SPY Mar 113 Puts.
Jan 25 sold short SPY Index @$100.12
CLOSED TRADES: Jan 25 closed entire spread at a small loss. Bought back 4 SPY Feb 108 Puts and Sold 2 SPY Mar 113 Puts.

Dec 09 trades.
CLOSED TRADES: 12/18 UNG Dec put options expired worthless for option expiration day.

Nov 09 trades.
OPEN TRADES: 11/18 Sold UNG Dec 09 Puts.

Oct 09 trades.
As hard as it is I stopped trading. Must let emotions cool and head clear.

Sept 09 trades.
09/09 Sold SPY 105 Calls on 9/18 got assigned SPY. On 9/25 bought to cover SPY at a loss. Closed all trades to get out of the market. I have been wrong all along. July 09 trades.
Aug 09 trades.

OPEN TRADES:
7/1 sold SDS July 52 Option Puts
7/8 sold GLD Aug 83 Options Puts
7/13/ sold SDS July 55 Option Puts
7/15 sold SDS Aug 49 Put Options
7/15 sold SPY Aug 97 Call Options
CLOSED TRADES:
7/15 bought GLD Aug 83 Option Puts
7/17 Today is option expiration day, SDS closed at $52.25.
July 52 Option Puts expired worthless.
Got assigned all the SDS July 55 Option Puts. Now I own SDS shares, but although SDS is quoted at $52.25 I had to pay $55 for each share.

Posted by G on July 1st, 2009.
Posted in Uncategorized | Edit | 4 Comments »
4 Responses to “July 09 trades.”

1. mingkaili Says:
July 21st, 2009 at 8:50 am e
Thank you for your reply.
I reviewed the above trades. It seems the last two are in trouble now.
I wonder how you manage your risk. We all know selling option is very risky. It might cost us 10 or 100 time than the premium we collect.
On the other hand. how many contracts do you usually sell for one trade? Or how much pretium do you collect per trade?
I trade KOSPI200 option. Usually I arbitrairly set stop loss at double of the pretium I collect. And I always keep 2.5% of pretium to equity ratio.
Since I set the stop loss is doube of the pretium, I can’t not sell near month option, which is too sensitive to double its’ pretium. I usually sell 2 months before expiration.

2. G Says:
July 21st, 2009 at 11:42 pm e
You are correct, I am down with the SDS shares, I will sell at a loss as soon as it hit my stop loss which is 4% of the account. I am still learning to manage risk.

3. mingkaili Says:
July 22nd, 2009 at 8:03 am e
We all know the reward of selling option is capped. If you accept 4% of the account stop loss, then how much of the account do you put in a trade? Does it mean the margin or the pretium?
I just want to know your risk/reward ratio. Obviously, if risk is several times of reward, one loss will eat several trades.

4. G Says:
July 22nd, 2009 at 9:36 am e
For the SDS Options I sold I have 1/3 of my account in the market. I am willing to take a 4% loss on the entire account for this trade.

June 09 trades.
OPEN TRADES:
CLOSED TRADES:
6/15/09 sold CEF
6/22/09 sold SDS

May 09 trades.
OPEN TRADES:
5/4/09 bought SDS @ $60 and sold SDS May 60 Option Puts
5/15/09 bought CEF
CLOSED TRADES:
5/16/09 all May option trades automatically closed for option expiration day.
5/22/09 sold 2/3 of SDS

April 09 trades.
OPEN TRADES:
4/1 sold SDS April 72 Option Puts.
4/18 bought ( through assignment from May and April options selling ) SDS @ $68
4/22 bought SDS @ $ 67
4/22 sold SDS May 60 Option Puts
CLOSED TRADES:
4/18 all April and March option trades automatically closed for option expiration day. I have been assigned shares of SDS @ $ 68.25
4/20 sold SDS @ $ 69.96 as of today there are no open positions

March 09 trades.
OPEN TRADES:
3/23 sold SDS April 67 Option Puts
CLOSED TRADES:

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