Global Options Trades

[sideways-sid]

Opened Long positions on FTSE.

Security / Ticker: FTSE
Open Trade Date: 11 December 2018
Trade: Buy to Open
Expiry Date: 18 January 2019
At the Money / Out of the Money: AtM
Exercise Price: 6,850
Direction: Call
Opening Price: 151.1

Security / Ticker: FTSE
Open Trade Date: 11 December 2018
Trade: Buy to Open
Expiry Date: 18 January 2019
At the Money / Out of the Money: OotM
Exercise Price: 7,075
Direction: Call
Opening Price: 56.0

Charts on other securities are looking like they're turning positive over this timeframe so there will be more closing of long puts and opening long calls in the next few days.

 

[sideways-sid]

Catching up a bit on trades during the last week or so.

Closed puts on Nikkei 225 at a profit.

Security / Ticker: N225
Open Trade Date: 04 December 2018
Trade: Sell to Close
Expiry Date: 10 January 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,625
Direction: Put
Opening Price: 433.5
Close Trade Date: 12 December 2018
Closing Price: 505
Roundtrip P&L: 16.5%

Security / Ticker: N225
Open Trade Date: 04 December 2018
Trade: Sell to Close
Expiry Date: 10 January 2019
At the Money / Out of the Money: OotM
Exercise Price: 20,500
Direction: Put
Opening Price: 105
Close Trade Date: 12 December 2018
Closing Price: 130
Roundtrip P&L: 23.8%

Rolling monthly P&L (as at 12 December 2018) (for a contract size of 1 lot in each security) with no compounding is USD1594.

 

[sideways-sid]

Closed long position on Oil at a loss.

Security / Ticker: CL
Open Trade Date: 26 November 2018
Trade: Buy to Open
Expiry Date: 16 January 2019
At the Money / Out of the Money: AtM
Exercise Price: 52.00
Direction: Call
Opening Price: 3.55
Close Trade Date: 17 December 2018
Closing Price: 1.49
Roundtrip P&L: -58.1%

Security / Ticker: CL
Open Trade Date: 26 November 2018
Trade: Buy to Open
Expiry Date: 16 January 2019
At the Money / Out of the Money: OotM
Exercise Price: 57.00
Direction: Call
Opening Price: 1.79
Close Trade Date: 17 December 2018
Closing Price: 0.43
Roundtrip P&L: -76.2%

This loss helped to reduce Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD452.

 

[sideways-sid]

Closed long position in FTSE at a loss.

Security / Ticker: FTSE
Open Trade Date: 11 December 2018
Trade: Sell to Close
Expiry Date: 18 January 2019
At the Money / Out of the Money: AtM
Exercise Price: 6,850
Direction: Call
Opening Price: 151.10
Close Trade Date: 18 December 2018
Closing Price: 76.15
Roundtrip P&L: -49.6%

Security / Ticker: FTSE
Open Trade Date: 11 December 2018
Trade: Sell to Close
Expiry Date: 18 January 2019
At the Money / Out of the Money: OotM
Exercise Price: 7,075
Direction: Call
Opening Price: 56.0
Close Trade Date: 18 December 2018
Closing Price: 19.0
Roundtrip P&L: -66.1%

Rolling monthly P&L (as at 18 December 2018) (for a contract size of 1 lot in each security) with no compounding is USD370.

 

[sideways-sid]

Unrealised profits on SPX Puts exceed realised losses on closed calls during the last week.

 

[Windlesham1]

Sideways Sid-you are directional! Good luck, that's not something I would contemplate given the beauty of options strategies.

 

[sideways-sid]

Sideways Sid-you are directional! Good luck, that's not something I would contemplate given the beauty of options strategies.

Thank you. It's actually a combination of both directional trades and volatility trades, but most of those in the last few trades (except AUDUSD and Oil Straddles) are purely directional.

 

[sideways-sid]

Missed this one at the time, for which, apologies. Long Oil Straddle at USD49.50.

Security / Ticker: CL
Open Trade Date: 17 December 2018
Trade: Buy to Open
Expiry Date: 14 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 49.50
Direction: Straddle
Opening Price: 6.80

 

[sideways-sid]

Plenty of action between Christmas Eve and Boxing Day. Took some profits as I turned bearish positions around.

Security / Ticker: AUD
Open Trade Date: 09 November 2018
Trade: Sell to Close
Expiry Date: 04 January 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.72
Direction: Put
Opening Price: 0.0081
Close Trade Date: 27 December 2018
Closing Price: 0.0132
Roundtrip P&L: 64.2%

Security / Ticker: AUD
Open Trade Date: 09 November 2018
Trade: Sell to Close
Expiry Date: 04 January 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.695
Direction: Call
Opening Price: 0.0013
Close Trade Date: 27 December 2018
Closing Price: 0.0006
Roundtrip P&L: -50.9%

Also, closed the Put side of the Straddle (Volatility Trade):

Security / Ticker: AUD
Open Trade Date: 27 November 2018
Trade: Sell to Close
Expiry Date: 04 January 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.73
Direction: Straddle
Opening Price: 0.0081
Close Trade Date: 27 December 2018
Closing Price: 0.0226
Roundtrip P&L: 178.6%

Security / Ticker: SPX
Open Trade Date: 04 December 2018
Trade: Sell to Close
Expiry Date: 18 January 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,700
Direction: Put
Opening Price: 59.1
Close Trade Date: 27 December 2018
Closing Price: 245.3
Roundtrip P&L: 315.5%

Security / Ticker: SPX
Open Trade Date: 04 December 2018
Trade: Sell to CloseExpiry Date: 18 January 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,600
Direction: Put
Opening Price: 25.1
Close Trade Date: 27 December 2018
Closing Price: 170.8
Roundtrip P&L: 580.3%

Also, closed the Put side of the Oil Straddle (Volatility Trade):

Security / Ticker: CL
Open Trade Date: 17 December 2018
Trade: Buy to Open
Expiry Date: 14 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 49.50
Direction: Straddle
Opening Price: 3.324
Close Trade Date: 27 December 2018
Closing Price: 5.213
Roundtrip P&L: 56.8%


Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD6032.

 

[sideways-sid]

Opened Long positions, but I'm expecting to close some in the next few days if markets continue to decline.

Security / Ticker: SPX
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 15 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,470
Direction: Call
Opening Price: 90.5

Security / Ticker: SPX
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 15 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,570
Direction: Call
Opening Price: 52.2

Security / Ticker: AUD
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 08 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.71
Direction: Call
Opening Price: 0.0077

Security / Ticker: AUD
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 08 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.735
Direction: Call
Opening Price: 0.0013

Security / Ticker: FTSE
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 15 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 6,750
Direction: Call
Opening Price: 154.2

Security / Ticker: FTSE
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 15 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 7,000
Direction: Call
Opening Price: 59.2

Security / Ticker: CL
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 14 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 47.00
Direction: Call
Opening Price: 3.39

Security / Ticker: CL
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 14 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 52.00
Direction: Call
Opening Price: 1.66
Close Trade Date: 14 February 2019

Security / Ticker: N225
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 07 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 20,125
Direction: Call
Opening Price: 688

Security / Ticker: N225
Open Trade Date: 27 December 2018
Trade: Buy to Open
Expiry Date: 07 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 21,250
Direction: Call
Opening Price: 289

 

[sideways-sid]

Call Side of AUD Straddle expired worthless on Friday.

Security / Ticker: AUD
Open Trade Date: 27 November 2018
Trade: Sell to Close
Expiry Date: 04 January 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.73
Direction: Straddle
Opening Price: 0.0084
Close Trade Date: 26 December 2018
Closing Price: -
Roundtrip P&L: -100.0%

Put Side closed out at reversal at end of December.

Security / Ticker: AUD
Open Trade Date: 27 November 2018
Trade: Sell to Close
Expiry Date: 04 January 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.73
Direction: Straddle
Opening Price: 0.0081
Close Trade Date: 26 December 2018
Closing Price: 0.0226
Roundtrip P&L: 178.6%

P&L for the Straddle was 36.9%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD5144.

 

[sideways-sid]

Closed out FTSE Calls at a profit.

Security / Ticker: FTSE
Open Trade Date: 27 December 2018
Trade: Sell to Close
Expiry Date: 15 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 6,750
Direction: Call
Opening Price: 154.0
Close Trade Date: 14 January 2019
Closing Price: 206.5
Roundtrip P&L: 34.1%

Security / Ticker: FTSE
Open Trade Date: 27 December 2018
Trade: Sell to Close
Expiry Date: 15 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 7,000
Direction: Call
Opening Price: 59.1
Close Trade Date: 14 January 2019
Closing Price: 70.5
Roundtrip P&L: 19.1%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD4726.

I'm expecting to close out more of those positions opened between Christmas and New Year, tomorrow.

 

[sideways-sid]

Opened FTSE Puts:

Security / Ticker: FTSE
Open Trade Date: 14 January 2019
Trade: Buy to Open
Expiry Date: 15 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 6,875
Direction: Put
Opening Price: 136.0

Security / Ticker: FTSE
Open Trade Date: 14 January 2019
Trade: Buy to Open
Expiry Date: 15 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 6,625
Direction: Put
Opening Price: 58.5

 

[sideways-sid]

A quick summation for no reason other than I have documented 25 round trip trades on here since starting this thread.

Average P&L 33.0%
Sharpe Ratio 100.7%
Average duration 23.4 days
CAGR 8472%

As I said at the outset, I'm proud of my trading, with broadly consistent results in the months before and after beginning to document trades here. Always happy to discuss ways to improve the results though.

Incidentally, there are 1100 views of this thread but only two comments other than mine.

 

[sideways-sid]

Closed Oil Calls (mostly) at a profit.

Security / Ticker: CL
Open Trade Date: 26 December 2018
Trade: Sell to Close
Expiry Date: 14 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 47.00
Direction: Put
Opening Price: 3.39
Close Trade Date: 15 January 2019
Closing Price: 4.76
Roundtrip P&L: 40.5%

Security / Ticker: CL
Open Trade Date: 26 December 2018
Trade: Sell to Close
Expiry Date: 14 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 52.00
Direction: Put
Opening Price: 1.66
Close Trade Date: 15 January 2019
Closing Price: 1.89
Roundtrip P&L: 13.7%

Also closed Call side of Straddle opened earlier in December.

Security / Ticker: CL
Open Trade Date: 17 December 2012
Trade: Sell to Close
Expiry Date: 14 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 49.50
Direction: Straddle
Opening Price: 3.47
Close Trade Date: 15 January 2019
Closing Price: 3.11
Roundtrip P&L: -10.4%

Recall that the Put side was closed at a profit.

I closed the Straddle at USD5.21 (Put) and USD3.11 (Call) or USD8.32 in total. It cost USD6.80, so the trade earned 22.4% profit.

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD4811.

 

[sideways-sid]

Opened Oil Puts:

Security / Ticker: CL
Open Trade Date: 15 January 2019
Trade: Buy to Open
Expiry Date: 15 March 2019
At the Money / Out of the Money: AtM
Exercise Price: 50.50
Direction: Put
Opening Price: 2.79

Security / Ticker: CL
Open Trade Date: 15 January 2019
Trade: Buy to Open
Expiry Date: 15 March 2019
At the Money / Out of the Money: OotM
Exercise Price: 45.00
Direction: Put
Opening Price: 1.04

 

[sideways-sid]

Missed one. Opened Feb 10500/10550 Strangle at beginning of January on DAX.

Security / Ticker: DAX
Open Trade Date: 02 January 2019
Trade: Buy to Open
Expiry Date: 15 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 10,550
Direction: Call
Opening Price: 264.8

Security / Ticker: DAX
Open Trade Date: 02 January 2019
Trade: Buy to Open
Expiry Date: 15 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 10,500
Direction: Put
Opening Price: 339.0

 

[sideways-sid]

Closed AUDUSD Calls at a profit.

Security / Ticker: AUD
Open Trade Date: 27 December 2018
Trade: Sell to Close
Expiry Date: 08 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.7100
Direction: Call
Opening Price: 0.0077
Close Trade Date: 16 January 2019
Closing Price: 0.0100
Roundtrip P&L: 29.9%

Security / Ticker: AUD
Open Trade Date: 27 December 2018
Trade: Sell to Close
Expiry Date: 08 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.7350
Direction: Call
Opening Price: 0.0013
Close Trade Date: 16 January 2019
Closing Price: 0.0011
Roundtrip P&L: -13.8%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD1145.

 

[sideways-sid]

Opened AUDUSD Puts:

Security / Ticker: AUD
Open Trade Date: 16 January 2019
Trade: Buy to Open
Expiry Date: 08 March 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.7150
Direction: Put
Opening Price: 0.0092

Security / Ticker: AUD
Open Trade Date: 16 January 2019
Trade: Sell to Close
Expiry Date: 08 March 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.6900
Direction: Put
Opening Price: 0.0022

 

[sideways-sid]

Closed calls in S&P500, Nikkei225, and DAX30 at a profit. Note some were directional trades and some were volatility trades.

Security / Ticker: SPX
Open Trade Date: 27 December 2018
Trade: Sell to Close
Expiry Date: 15 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,470
Direction: Call
Opening Price: 90.5
Close Trade Date: 22 January 2019
Closing Price: 181.4
Roundtrip P&L: 100.3%

Security / Ticker: SPX
Open Trade Date: 27 December 2018
Trade: Sell to Close
Expiry Date: 15 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,570
Direction: Call
Opening Price: 52.2
Close Trade Date: 22 January 2019
Closing Price: 93.3
Roundtrip P&L: 78.6%

Security / Ticker: N225
Open Trade Date: 27 December 2018
Trade: Sell to Close
Expiry Date: 07 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 20,125
Direction: Call
Opening Price: 688
Close Trade Date: 21 January 2019
Closing Price: 742.2
Roundtrip P&L: 7.8%

Security / Ticker: N225
Open Trade Date: 27 December 2018
Trade: Sell to Close
Expiry Date: 07 February 2019
At the Money / Out of the Money: OotM
Exercise Price: 21,250
Direction: Call
Opening Price: 289
Close Trade Date: 21 January 2019
Closing Price: 143.8
Roundtrip P&L: -50.2%

Sold Call side of DAX strangle

Security / Ticker: DAX
Open Trade Date: 02 January 2019
Trade: Sell to Close
Expiry Date: 15 February 2019
At the Money / Out of the Money: AtM
Exercise Price: 10,550
Direction: Strangle
Opening Price: 264.8
Close Trade Date: 14 January 2019
Closing Price: 594.1
Roundtrip P&L: 124.4%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD3431.