Stock / Symbol: Nasdaq 100 / NDX Option Strategy:iron condor Trade entry date / price: Mar 15 / $2795 Price at this post: $2814 Reasoning: Currently, this position’s greeks are: -3.3 delta(neutral), 14.8 theta, and -64.4 vega. Although the trade was put on (and still is) with a neutral delta, I did skew it to […]
Stock / Symbol: Nasdaq 100 / NDX Option Strategy: [private_monthly]iron condor[/private_monthly] Price at trade post: $2795 Reasoning: With 34 days till April expiration, I’m putting on a [private_monthly]Iron Condor on NDX. With an expected deviation of 100 points between now and April expiration, I’m selling the 2900 calls and the 2675 puts.[/private_monthly] The trade greeks […]
Stock / Symbol: SPDR S&P 500 ETF / SPY; Option Strategy: [private_monthly] iron condor[/private_monthly]; Trade entry date: Jan 14; Price at trade entry: $146.70; Price at this post: $151.85 Current Position: Short -3 SPY Feb13 153 calls Long 3 SPY Feb13 155 calls Short -6 SPY Feb13 138 puts Long 6 SPY Feb13 135 puts […]
Stock / Symbol: Russell 2000 / RUT; Option Strategy: [private_monthly]iron condor[/private_monthly]; Trade entry date: Jan 11; Price at trade entry: $880; Price at first adjustment: $884 Price at 2nd adjustment: $895.65 Price at 3rd adjustment: $907 Price at 4th adjustment: $904 Price at 5th adjustment: $906 Price at 6th adjustment: $901 Price at this post: […]
Stock / Symbol: Russell 2000 / RUT; Option Strategy: [private_monthly]iron condor[/private_monthly]; Trade entry date: Jan 11; Price at trade entry: $880; Price at first adjustment: $884 Price at 2nd adjustment: $895.65 Price at 3rd adjustment: $907 Price at 4th adjustment: $904 Price at 5th adjustment: $906 Price at this adjustment: $901 Current Position: [private_monthly] short […]
Stock / Symbol: SPDR S&P 500 ETF / SPY; Option Strategy: [private_monthly] iron condor[/private_monthly]; Trade entry date: Jan 14; Price at trade post: $146.70; Price at this adjustment: $151.30 Current Position: [private_monthly] Short -3 SPY Feb13 152 calls Short -3 SPY Feb13 153 calls Long 6 SPY Feb13 155 calls Short -6 SPY Feb13 138 […]
Stock / Symbol: Russell 2000 / RUT; Option Strategy: [private_monthly]iron condor[/private_monthly]; Trade entry date: Jan 11; Price at trade entry: $880; Price at first adjustment: $884 Price at 2nd adjustment: $895.65 Price at 3rd adjustment: $907 Price at 4th adjustment: $904 Price at this adjustment: $906 Current Position: [private_monthly] short -3 RUT Feb13 930 calls […]
Stock / Symbol: SPDR S&P 500 ETF / SPY; Option Strategy: [private_monthly] iron condor[/private_monthly]; Trade entry date: Jan 14; Price at trade post: $146.70; Price at this adjustment: $149.75 Current Position: [private_monthly] Short -3 SPY Feb13 152 calls Long 6 SPY Feb13 155 calls Short -6 SPY Feb13 138 puts Long 6 SPY Feb13 135 […]
Stock / Symbol: Russell 2000 / RUT; Option Strategy: [private_monthly]iron condor[/private_monthly]; Current Position: [private_monthly] short -3 RUT Feb13 930 calls long 3 RUT Feb13 940 calls short -2 RUT Feb13 820 puts long 2 RUT Feb13 810 puts [/private_monthly] Update: Canceling the GTC order to roll the put spread. Will look to close the entire […]
Stock / Symbol: Russell 2000 / RUT; Option Strategy: [private_monthly]iron condor[/private_monthly]; Trade entry date: Jan 11; Price at trade entry: $880; Price at first adjustment: $884 Price at 2nd adjustment: $895.65 Price at 3rd adjustment: $907 Price at this adjustment: $904 Current Position: [private_monthly] short -2 RUT Feb13 820 puts long 2 RUT Feb13 810 […]