Rolling WTI into the Next Option Cycle
Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
4/5/2016 11:24 |
SINGLE |
BUY |
3 |
TO CLOSE |
/CLK6 |
/LOK6 |
40.5 |
CALL |
0.08 |
0.08 |
LMT |
4/5/2016 11:22 |
VERTICAL |
BUY |
3 |
TO CLOSE |
/CLM6 |
/LOM6 |
40.5 |
CALL |
0.99 |
0.13 |
LMT |
|
|
SELL |
-3 |
TO CLOSE |
/CLM6 |
/LOM6 |
41 |
CALL |
0.86 |
DEBIT |
|
4/5/2016 11:21 |
SINGLE |
SELL |
-3 |
TO OPEN |
/CLM6 |
/LOM6 |
40 |
CALL |
1.15 |
1.15 |
LMT |
4/5/2016 11:17 |
FUT CALENDAR |
SELL |
-3 |
TO CLOSE |
/CLK6 |
16-May |
|
FUTURE |
35.67 |
-1.29 |
LMT |
|
|
BUY |
3 |
TO OPEN |
/CLM6 |
16-Jun |
|
FUTURE |
36.96 |
DEBIT |
|
|
|
|
|
|
|
|
|
|
|
|
|
Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Exp |
Strike |
Type |
Price |
Net Price |
4/4/2016 13:08 |
VERTICAL |
SELL |
-3 |
TO OPEN |
/LOM6 |
40.5 |
CALL |
1.12 |
0.16 |
|
|
BUY |
3 |
TO OPEN |
/LOM6 |
41 |
CALL |
0.96 |
CREDIT |
4/4/2016 13:06 |
VERTICAL |
BUY |
3 |
TO CLOSE |
/LOK6 |
40.5 |
CALL |
0.11 |
0.02 |
|
|
SELL |
-3 |
TO CLOSE |
/LOK6 |
41 |
CALL |
0.09 |
DEBIT |
4/4/2016 12:58 |
SINGLE |
SELL |
-3 |
TO OPEN |
/LOM6 |
34 |
PUT |
1.06 |
1.06 |
4/4/2016 12:54 |
SINGLE |
BUY |
3 |
TO CLOSE |
/LOK6 |
35 |
PUT |
0.78 |
0.78 |
4/4/2016 12:52 |
SINGLE |
SELL |
-3 |
TO CLOSE |
/LOK6 |
30 |
PUT |
0.09 |
0.09 |
3/28/2016 11:44 |
IRON CONDOR |
SELL |
-3 |
TO OPEN |
/LOK6 |
40.5 |
CALL |
0.99 |
0.51 |
|
|
BUY |
3 |
TO OPEN |
/LOK6 |
41 |
CALL |
0.81 |
CREDIT |
|
|
SELL |
-3 |
TO OPEN |
/LOK6 |
35 |
PUT |
0.39 |
|
|
|
BUY |
3 |
TO OPEN |
/LOK6 |
30 |
PUT |
0.06 |
|
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