+$500.00 Saudi's Ramp: Closed All Naked Puts in WTI

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
9/29/2016 12:21	SINGLE	BUY	1	TO CLOSE	/CLZ6 1/1000 DEC 16	/LOZ6	37.5	PUT	0.21
9/29/2016 12:21	SINGLE	BUY	1	TO CLOSE	/CLF7 1/1000 JAN 17	/LOF7	32.5	PUT	0.12

+$200.00 from NASDAQ Short

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
9/23/2016 10:00	FUTURE	BUY	1	TO CLOSE	/NQZ6	16-Dec		FUTURE	4867.5
9/22/2016 9:29	FUTURE	SELL	-1	TO OPEN	/NQZ6	16-Dec		FUTURE	4878.25

Short NASDAQ Pure Delta

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
9/22/2016 9:29	FUTURE	SELL	-1	TO OPEN	/NQZ6	16-Dec		FUTURE	4878.25

Position Statement on 9/20/16

using Beta Weighing on 'SPY'
Instrument	Qty	Days	Strike		Break Mark	Delta	Theta	Vega	BP Effect
/CL						46.32	24.1	-71.2	($2,579.00)
Light Sweet Crude Oil Futures,Dec-2016,ETH	0	62		0	44.12	0	0	0
Light Sweet Crude Oil Futures,Jan-2017,ETH	0	91		0	44.79	0	0	0
1/1000 DEC 16 /LOZ6 37.5 PUT	-1	57	37.5	0.51	0.7	32.23	16.13	-42.26
1/1000 JAN 17 /LOF7 32.5 PUT	-1	86	32.5	0.33	0.35	14.09	7.97	-28.94
/ES						-101.57	12.4	-102.09	($3,687.50)
E-mini S&P 500 Index Futures,Dec-2016,ETH	0	87		0	2136.25	0	0	0
1/50 OCT 16 (EOM) /EWV6 2200 CALL	-1	41	2200	9	8.25	-101.57	12.4	-102.09

+$2100 of Green Bucks by Crack Spread

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack
										9.9644
9/20/2016 10:50	FUTURE	BUY	3	TO CLOSE	/RBZ6	16-Dec		FUTURE	1.2982
9/20/2016 10:50	FUTURE	SELL	-3	TO CLOSE	/CLZ6	16-Dec		FUTURE	44.56

Averaging Down Crack Spread @10.702

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack
										11.657
9/16/2016 13:34	FUTURE	BUY	1	TO OPEN	/CLZ6	16-Dec		FUTURE	44.35
9/16/2016 13:34	FUTURE	SELL	-1	TO OPEN	/RBZ6	16-Dec		FUTURE	1.3335

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack
										10.8914
9/15/2016 11:19	FUTURE	SELL	-1	TO OPEN	/RBZ6	16-Dec		FUTURE	1.3367
9/15/2016 11:16	FUTURE	BUY	1	TO OPEN	/CLZ6	16-Dec		FUTURE	45.25
										9.5566
9/14/2016 11:06	FUTURE	SELL	-1	TO OPEN	/RBZ6	16-Dec		FUTURE	1.3023
9/14/2016 11:06	FUTURE	BUY	1	TO OPEN	/CLZ6	16-Dec		FUTURE	45.14

Let us trade: Short SP500 vs. Long WTI, Short Crack Spread

Short SP500 vs. Long WTI

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
9/14/2016 11:09	SINGLE	SELL	-1	TO OPEN	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2200	CALL	9
9/14/2016 11:03	SINGLE	SELL	-1	TO OPEN	/CLF7 1/1000 JAN 17	/LOF7	32.5	PUT	0.33

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Short Dec. Crack Spread 

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack Spread
9/14/2016 11:06	FUTURE	SELL	-1	TO OPEN	/RBZ6	16-Dec		FUTURE	1.3023	9.5566
9/14/2016 11:06	FUTURE	BUY	1	TO OPEN	/CLZ6	16-Dec		FUTURE	45.14

STR II New Entry +$250.00

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.
--------------------------------------------------------------------------------------------------------------
9/9/16  + 5 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
9/9/2016 9:37	CUSTOM	BUY	1	TO CLOSE	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2165	CALL	32.5	48
		BUY	1	TO CLOSE	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2165	PUT	42	DEBIT
		SELL	-1	TO CLOSE	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2115	PUT	26.5

It is not a new top. Rather it is around the recent all-time top.

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
9/1/2016 21:50	CUSTOM	SELL	-1	TO OPEN	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2165	CALL	37.75	53.25
		SELL	-1	TO OPEN	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2165	PUT	44.25	CREDIT
		BUY	1	TO OPEN	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2115	PUT	28.75

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3/18/16-8/31/16  + 42 points ($2300.00)

WTI Roll

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Break
										0.51
9/8/2016 10:25	SINGLE	BUY	1	TO CLOSE	/CLX6 1/1000 NOV 16	/LOX6	38.5	PUT	0.22
9/8/2016 10:23	SINGLE	SELL	-1	TO OPEN	/CLZ6 1/1000 DEC 16	/LOZ6	37.5	PUT	0.44
8/25/2016 11:11	SINGLE	SELL	-1	TO OPEN	/CLX6 1/1000 NOV 16	/LOX6	38.5	PUT	0.31

Putin's Ramp: +$150.00 Closing One of WTI Puts

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
9/2/2016 13:21	SINGLE	BUY	1	TO CLOSE	/CLX6 1/1000 NOV 16	/LOX6	35.5	PUT	0.19
9/1/2016 14:21	SINGLE	SELL	-1	TO OPEN	/CLX6 1/1000 NOV 16	/LOX6	35.5	PUT	0.35

Long WTI

These long WTI positions are complimentary to the SP500 short.

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
9/1/2016 14:21	SINGLE	SELL	-1	TO OPEN	/CLX6 1/1000 NOV 16	/LOX6	35.5	PUT	0.35

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
8/25/2016 11:11	SINGLE	SELL	-1	TO OPEN	/CLX6 1/1000 NOV 16	/LOX6	38.5	PUT	0.31