Str II: Brexit Play Won 3 Points. (Volatility Contraction; No Downside Risk)

Rules:
1. Sell new top (0.5-1SD)  top ATM 30-45 DTE straddle;
2. Buy 1-2 strike OTM PUT for downside protection;
3. Take 30% of max profit.
4. Roll if unprofitable.
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6/23/16  + 3 points 
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Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price
6/23/2016 23:32 CUSTOM BUY 1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2095 CALL 22.5 47
BUY 1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2095 PUT 86 DEBIT
SELL -1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2045 PUT 61.5
6/22/2016 11:15 CUSTOM SELL -1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2095 CALL 35.5 50.5
SELL -1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2095 PUT 42.25 CREDIT
BUY 1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2045 PUT 27.25
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3/18/16-6/14/16  + 24 points of Realized Profit

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