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