STR II +$400.00

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.
--------------------------------------------------------------------------------------------------------------
8/31/16 Today -1PUT@2175 and -1CALL@125 both expired in the money.  Hence the trade is closed with 8 points of profit after fees.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price
8/12/2016 10:24 VERTICAL SELL -1 TO OPEN /ESU6 1/50 AUG 16 (EOM) /EWQ6 2175 PUT 14.5 9.25
BUY 1 TO OPEN /ESU6 1/50 AUG 16 (EOM) /EWQ6 2125 PUT 5.25 CREDIT
8/12/2016 10:23 VERTICAL BUY 1 TO CLOSE /ESU6 1/50 AUG 16 (EOM) /EWQ6 2125 PUT 5.25 2.95
SELL -1 TO CLOSE /ESU6 1/50 AUG 16 (EOM) /EWQ6 2075 PUT 2.3 DEBIT










Exec TimeSpreadSideQtyPos EffectSymbolExpStrikeTypePriceNet Price
7/10/2016 22:38CUSTOMSELL-1TO OPEN/ESU6 1/50 AUG 16 (EOM)/EWQ62125CALL38.2552.75
SELL-1TO OPEN/ESU6 1/50 AUG 16 (EOM)/EWQ62125PUT37.75CREDIT
BUY1TO OPEN/ESU6 1/50 AUG 16 (EOM)/EWQ62075PUT23.25
--------------------------------------------------------------------------------------------------------------
3/18/16-8/4/16  + 38 points ($1900.00)

No comments:

Post a Comment