+$70, flat. VIX trade , update #9 (paper)
Flat, +$70
| Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
| 3/20/2019 10:36 |
STRADDLE |
BUY |
1 |
TO CLOSE |
VXXB |
5-Apr-19 |
30 |
CALL |
1.2 |
3.05 |
LMT |
|
|
BUY |
1 |
TO CLOSE |
VXXB |
5-Apr-19 |
30 |
PUT |
1.85 |
DEBIT |
|
24DTE, Puts: Short 30; Calls: Short 30.0; total credit $3.75.
| Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
| 3/12/2019 10:23 |
CALENDAR |
SELL |
-1 |
TO OPEN |
VXXB |
5-Apr-19 |
30 |
PUT |
1.55 |
0.3 |
LMT |
|
|
BUY |
1 |
TO CLOSE |
VXXB |
29-Mar-19 |
30 |
PUT |
1.25 |
CREDIT |
|
| 3/12/2019 10:22 |
DIAGONAL |
SELL |
-1 |
TO OPEN |
VXXB |
5-Apr-19 |
30 |
CALL |
1.8 |
1.05 |
LMT |
|
|
BUY |
1 |
TO CLOSE |
VXXB |
29-Mar-19 |
32.5 |
CALL |
0.75 |
CREDIT |
|
| 3/12/2019 10:22 |
SINGLE |
BUY |
1 |
TO CLOSE |
VXXB |
29-Mar-19 |
32 |
PUT |
2.6 |
2.6 |
LMT |
| 3/12/2019 10:22 |
SINGLE |
SELL |
-1 |
TO CLOSE |
VXXB |
29-Mar-19 |
28 |
PUT |
0.35 |
0.35 |
LMT |
|
|
|
|
|
|
|
|
|
|
|
|
21DTE, Puts: Short 30 & 32, Long 28; Calls: Short 32.5; total credit $4.75.
| Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
| 3/11/2019 10:49 |
SINGLE |
BUY |
1 |
TO OPEN |
VXXB |
29-Mar-19 |
28 |
PUT |
0.25 |
0.25 |
LMT |
Short 30 & 32 Put 21 DTE, Short 32.5 Call 21 DTE; total credit $5.00.
| Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
| 3/8/2019 13:17 |
SINGLE |
SELL |
-1 |
TO OPEN |
VXXB |
29-Mar-19 |
30 |
PUT |
0.4 |
0.4 |
LMT |
| 3/8/2019 13:15 |
DIAGONAL |
SELL |
-1 |
TO OPEN |
VXXB |
29-Mar-19 |
32.5 |
CALL |
2.95 |
0.35 |
LMT |
|
|
BUY |
1 |
TO CLOSE |
VXXB |
15-Mar-19 |
32 |
CALL |
2.6 |
CREDIT |
|
| 3/8/2019 13:12 |
SINGLE |
SELL |
-1 |
TO CLOSE |
VXXB |
15-Mar-19 |
34 |
CALL |
1.45 |
1.45 |
LMT |
Short 32 Put 25 DTE & 32/34 Call spread 11DTE, total credit $2.80.
| Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
| 3/4/2019 13:28 |
VERTICAL |
SELL |
-1 |
TO OPEN |
VXXB |
15-Mar-19 |
32 |
CALL |
1.1 |
0.5 |
LMT |
|
|
BUY |
1 |
TO OPEN |
VXXB |
15-Mar-19 |
34 |
CALL |
0.6 |
CREDIT |
|
Short 32 Put 25 DTE, total credit $2.30.
| Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
| 3/4/2019 9:58 |
VERTICAL |
BUY |
1 |
TO CLOSE |
VXXB |
15-Mar-19 |
32 |
CALL |
0.35 |
0.3 |
LMT |
|
|
SELL |
-1 |
TO CLOSE |
VXXB |
15-Mar-19 |
37 |
CALL |
0.05 |
DEBIT |
|
Short 32 Put 29 DTE & 32/37 Call spread 15DTE, total credit $2.60.
| Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
| 2/28/2019 11:48 |
VERTICAL |
SELL |
-1 |
TO OPEN |
VXXB |
15-Mar-19 |
32 |
CALL |
0.95 |
0.7 |
LMT |
|
|
BUY |
1 |
TO OPEN |
VXXB |
15-Mar-19 |
37 |
CALL |
0.25 |
CREDIT |
|
The position is Short 32 Put 32 DTE, total credit $1.90.
| Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
| 2/25/2019 11:01 |
BACKRATIO |
SELL |
-1 |
TO CLOSE |
VXXB |
15-Mar-19 |
36 |
CALL |
0.2 |
0.1 |
LMT |
|
|
BUY |
2 |
TO CLOSE |
VXXB |
15-Mar-19 |
37.5 |
CALL |
0.15 |
DEBIT |
|
The position is equivalent to a 37.5Call/32Put strangle, total credit $2, BEs @ 30 & 39.
| Exec Time |
Spread |
Side |
Qty |
Pos Effect |
Symbol |
Exp |
Strike |
Type |
Price |
Net Price |
Order Type |
| 2/20/2019 11:15 |
SINGLE |
SELL |
-2 |
TO OPEN |
VXXB |
15-Mar-19 |
37.5 |
CALL |
0.5 |
0.5 |
LMT |
| 2/20/2019 11:15 |
SINGLE |
BUY |
1 |
TO CLOSE |
VXXB |
15-Mar-19 |
35 |
CALL |
0.9 |
0.9 |
LMT |
| 2/15/2019 11:04 |
CALENDAR |
SELL |
-1 |
TO OPEN |
VXXB |
29-Mar-19 |
32 |
PUT |
2.05 |
0.5 |
LMT |
|
|
BUY |
1 |
TO CLOSE |
VXXB |
15-Mar-19 |
32 |
PUT |
1.55 |
CREDIT |
|
| 2/8/2019 11:35 |
VERTICAL |
SELL |
-1 |
TO OPEN |
VXXB |
15-Mar-19 |
35 |
CALL |
2.85 |
0.35 |
LMT |
|
|
BUY |
1 |
TO OPEN |
VXXB |
15-Mar-19 |
36 |
CALL |
2.5 |
CREDIT |
|
| 2/8/2019 11:34 |
SINGLE |
SELL |
-1 |
TO OPEN |
VXXB |
15-Mar-19 |
32 |
PUT |
1 |
1 |
LMT |
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