Opening (Margin): /MES 3910/4320 Short Strangle
تم تحديثه
... for an 86.50 credit.
Comments: And ... back into /MES in the expiry nearest 45 DTE. Selling the 24 delta strikes on both sides to get something approaching 50% ROC as a function of buying power effect. 432.50 max on buying power effect of 879.92, 49.2% ROC at max as a function of buying power effect; 24.6% at 50% max.
Will generally look to make adjustments to the setup when delta/theta ratio skews out to >1.0.
Comments: And ... back into /MES in the expiry nearest 45 DTE. Selling the 24 delta strikes on both sides to get something approaching 50% ROC as a function of buying power effect. 432.50 max on buying power effect of 879.92, 49.2% ROC at max as a function of buying power effect; 24.6% at 50% max.
Will generally look to make adjustments to the setup when delta/theta ratio skews out to >1.0.
تم فتح الصفقة
Selling the 21 delta P/-27 delta C to delta balance back to delta neutral. Doing this more to get to the size of position I want than as a delta adjustment, but killing two birds with one stone here. Collected 88.50 in credits for a total of 175.00 ($875.00 max).تم فتح الصفقة
Selling the 25 delta put and the -17 delta call here to cut net delta in half. Delta/theta is <1.0 here, so this is more about throwing a couple more theta logs on the fire than an adjustment. Collected 74.00 in credits with total credits collected now 249.00 ($1245.00 max). Position still leans a smidge short.تم فتح الصفقة
A bit of a move today ... . Selling the 20 delta 3920 put for a 38.25 credit here to cut net delta in half. Total credits collected of 249.00 + 38.25 = 287.25. Position continues to lean short.تم فتح الصفقة
Taking off some unit risk running into CPI by closing the 3825/4380 for a realized gain and a 57.25 debit. Total credits collected now 287.25 - 57.25 = 230.00. Will look to make adjustments after it makes its move.تم فتح الصفقة
A bit of an IV contraction here post-CPI print. Closing the 3930/4320 for 74.75 and a realized gain, resulting in a nearly net delta flat position. 230.00 - 74.75 = 155.25 total credits collected (776.25 max). With the position currently marking at 616.23, I'm up 1.60 ($160) or so at this point. Since I have 45 DTE left in this cycle, I may go ahead and add a unit back in here shortly.تم إغلاق الصفقة يدويًا
With the remaining strikes being somewhat wonky, I decided to close out the remainder of the position and recenter my risk with a new setup. Closed the remainder for a 125.25 debit. (230.00 -74.75 - 125.25)/.2 = $150.00 profit in total.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.