Global Options Trades

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Bought a Straddle in AUDUSD as volatility was priced relatively cheaply.

NB My normal trading rules dictate that this would be a position for April expiry, but as I have a lot of open positions for April expiry, I bought May expiry instead.

Security / Ticker: AUD
Open Trade Date: 05 March 2019
Trade: Buy to Open
Expiry Date: 03 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.7050
Direction: Straddle
Opening Price: 0.0089

Security / Ticker: AUD
Open Trade Date: 05 March 2019
Trade: Buy to Open
Expiry Date: 03 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.7100
Direction: Straddle
Opening Price: 0.0073
 
Bought oil Straddles whilst volatility is relatively inexpensive.

Security / Ticker: CL
Open Trade Date: 11 March 2019
Trade: Buy to Open
Expiry Date: 16 April 2019
At the Money / Out of the Money: AtM
Exercise Price: 57.00
Direction: Straddle
Opening Price: 3.62
 
AUD, S&P500 and Nikkei225 all showed a reversal so closed put positions, mainly at a loss.

Security / Ticker: AUD
Open Trade Date: 01 March 2019
Trade: Sell to Close
Expiry Date: 05 April 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.7050
Direction: Put
Opening Price: 0.0051
Close Trade Date: 11 March 2019
Closing Price: 0.0048
Roundtrip P&L: -5.7%

Security / Ticker: AUD
Open Trade Date: 01 March 2019
Trade: Sell to Close
Expiry Date: 05 April 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.6850
Direction: Put
Opening Price: 0.0009
Close Trade Date: 11 March 2019
Closing Price: 0.0004
Roundtrip P&L: -54.1%


Security / Ticker: SPX
Open Trade Date: 21 February 2019
Trade: Sell to Close
Expiry Date: 18 April 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,770
Direction: Put
Opening Price: 52.91
Close Trade Date: 11 March 2019
Closing Price: 34.75
Roundtrip P&L: -34.3%

Security / Ticker: SPX
Open Trade Date: 21 February 2019
Trade: Sell to Close
Expiry Date: 18 April 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,650
Direction: Put
Opening Price: 12.66
Close Trade Date: 11 March 2019
Closing Price: 4.27
Roundtrip P&L: -66.3%


Security / Ticker: N225
Open Trade Date: 04 March 2019
Trade: Sell to Close
Expiry Date: 11 April 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,625
Direction: Put
Opening Price: 373.25
Close Trade Date: 11 March 2019
Closing Price: 543.66
Roundtrip P&L: 45.7%

Security / Ticker: N225
Open Trade Date: 04 March 2019
Trade: Sell to CloseExpiry Date: 11 April 2019
At the Money / Out of the Money: OotM
Exercise Price: 20,500
Direction: Put
Opening Price: 115.00
Close Trade Date: 11 March 2019
Closing Price: 104.22
Roundtrip P&L: -9.4%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD1973.
 
Last edited:
Initiated long positions in AUD, S&P500 and Nikkei 225 by buying calls:

Security / Ticker: AUD
Open Trade Date: 11 March 2019
Trade: Buy to Open
Expiry Date: 03 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 0.7100
Direction: Call
Opening Price: 0.0071

Security / Ticker: AUD
Open Trade Date: 11 March 2019
Trade: Buy to Open
Expiry Date: 03 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 0.7300
Direction: Call
Opening Price: 0.0017


Security / Ticker: SPX
Open Trade Date: 11 March 2019
Trade: Buy to Open
Expiry Date: 18 April 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,800
Direction: Call
Opening Price: 37.31

Security / Ticker: SPX
Open Trade Date: 11 March 2019
Trade: Buy to Open
Expiry Date: 18 April 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,880
Direction: Call
Opening Price: 6.75


Security / Ticker: N225
Open Trade Date: 11 March 2019
Trade: Buy to Open
Expiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,500
Direction: Call
Opening Price: 504.0

Security / Ticker: N225
Open Trade Date: 11 March 2019
Trade: Buy to Open
Expiry Date: 09 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 22,500
Direction: Call
Opening Price: 180.9
 
Outstanding March options expired at nil value on Friday.

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-2273.

NB this is the first time that rolling monthly P&L has been negative.
 
Thanks for the share! Is this purely mechanical buy/sell or is there discretion made my you based on technicals
 
Closed S&P500 Calls on Thursday.

Security / Ticker: SPX
Open Trade Date: 11 March 2019
Trade: Sell to Close
Expiry Date: 18 April 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,800
Direction: Call
Opening Price: 37.31
Close Trade Date: 20 March 2019
Closing Price: 54.00
Roundtrip P&L: 44.7%

Security / Ticker: SPX
Open Trade Date: 11 March 2019
Trade: Sell to Close
Expiry Date: 18 April 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,880
Direction: Call
Opening Price: 6.75
Close Trade Date: 20 March 2019
Closing Price: 10.00
Roundtrip P&L: 48.1%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD914.
 
Opened short positions on DAX30 and S&P500 by buying Puts.

Following Friday's move downwards in many markets I'm expecting to sell Calls to Close and Buy Puts tomorrow.

Security / Ticker: SPX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,820
Direction: Put
Opening Price: 54.72

Security / Ticker: SPX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,700
Direction: Put
Opening Price: 13.63

Security / Ticker: DAX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 11,600
Direction: Put
Opening Price: 263.80

Security / Ticker: DAX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 10,900
Direction: Put
Opening Price: 49.61
 
Opened short positions on Oil and FTSE100 following signals at Friday's close.

Security / Ticker: CL
Open Trade Date: 25 March 2019
Trade: Buy to Open
Expiry Date: 16 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 58.50
Direction: Put
Opening Price: 2.30

Security / Ticker: CL
Open Trade Date: 25 March 2019
Trade: Buy to Open
Expiry Date: 16 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 52.50
Direction: Put
Opening Price: 0.69

Security / Ticker: FTSE
Open Trade Date: 25 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 7,175
Direction: Put
Opening Price: 155.2

Security / Ticker: FTSE
Open Trade Date: 25 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 6,900
Direction: Put
Opening Price: 53.4
 
Last edited:
Closed DAX Puts 9 days after opening the position.

Security / Ticker: DAX
Open Trade Date: 20 March 2019
Trade: Sell to Close
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 11,600.00
Direction: Put
Opening Price: 263.80
Close Trade Date: 29 March 2019
Closing Price: 278.19
Roundtrip P&L: 5.5%

Security / Ticker: DAX
Open Trade Date: 20 March 2019
Trade: Sell to Close
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 10,950.00
Direction: Put
Opening Price: 49.60
Close Trade Date: 29 March 2019
Closing Price: 51.46
Roundtrip P&L: 3.7%
 
An addition to the portfolio that has backtested well, made a positive contribution to the portfolio recently, and is suitably loosely-correllated to the rest of the portfolio is US Treasury Bonds (Ticker ZB).

Bought Call options on DAX30 and Put options on Treasury Bonds.

Security / Ticker: DAX
Open Trade Date: 29 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 11,550
Direction: Call
Opening Price: 237.8

Security / Ticker: DAX
Open Trade Date: 29 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 12,200
Direction: Call
Opening Price: 34.9

Security / Ticker: ZB
Open Trade Date: 29 March 2019
Trade: Buy to Open
Expiry Date: 24 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 149.00
Direction: Put
Opening Price: 1.27

Security / Ticker: ZB
Open Trade Date: 29 March 2019
Trade: Buy to Open
Expiry Date: 24 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 145.00
Direction: Put
Opening Price: 0.20

NB ZB Futures are priced fractionally, in 32nds, and options are priced in 64ths. I'm going to present figures in decimals for consistency, but can switch to fractions if necessary.
 
Took advantage of lower volatility to buy Straddles on S&P500 and Nikkei225.

Security / Ticker: SPX
Open Trade Date: 03 April 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,870
Direction: Straddle
Opening Price: 90.6

Security / Ticker: N225
Open Trade Date: 03 April 2019
Trade: Buy to Open
Expiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,750.0000
Direction: Straddle
Opening Price: 795.5
 
A bit of a catch-up.

Closed Oil Puts at a loss following breakout.

Security / Ticker: CL
Open Trade Date: 22 March 2019
Trade: Buy to Open
Expiry Date: 16 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 58.50
Direction: Put
Opening Price: 2.30
Close Trade Date: 01 April 2019
Closing Price: 0.87
Roundtrip P&L: -62.1%

Security / Ticker: CL
Open Trade Date: 22 March 2019
Trade: Buy to Open
Expiry Date: 16 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 52.50
Direction: Put
Opening Price: 0.43
Close Trade Date: 01 April 2019
Closing Price: 0.22
Roundtrip P&L: -49.1%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-1428.
 
Last edited:
Bought Nikkei225 straddle whilst volatility is relatively cheap.

Security / Ticker: N225
Open Trade Date: 03 April 2019
Trade: Buy to Open
Expiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,750
Direction: Straddle
Opening Price: 400.2

Security / Ticker: N225
Open Trade Date: 03 April 2019
Trade: Buy to OpenExpiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,750
Direction: Straddle
Opening Price: 395.3
 
Closed S&P500 Puts at a loss following breakout.

Security / Ticker: SPX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,820.00
Direction: Put
Opening Price: 54.72
Close Trade Date: 03 April 2019
Closing Price: 23.66
Roundtrip P&L: -56.8%

Security / Ticker: SPX
Open Trade Date: 20 March 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,700.00
Direction: Put
Opening Price: 13.63
Close Trade Date: 03 April 2019
Closing Price: 7.1
Roundtrip P&L: -47.9%

Successive poor decisions to short S&P500 during the last three months contributed to a Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-2912.
 
Closed long position in Nikkei225 by selling Calls.

Security / Ticker: N225
Open Trade Date: 11 March 2019
Trade: Sell to Close
Expiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,500
Direction: Put
Opening Price: 503.95
Close Trade Date: 08 April 2019
Closing Price: 531.83
Roundtrip P&L: 5.5%

Security / Ticker: N225
Open Trade Date: 11 March 2019
Trade: Sell to Close
Expiry Date: 09 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 22,500
Direction: Put
Opening Price: 180.9
Close Trade Date: 08 April 2019
Closing Price: 123.32
Roundtrip P&L: -31.8%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-1528.
 
Bought Puts on Nikkei225 following a reversal.

Security / Ticker: N225
Open Trade Date: 08 April 2019
Trade: Buy to Open
Expiry Date: 09 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 21,750
Direction: Put
Opening Price: 348.65

Security / Ticker: N225
Open Trade Date: 08 April 2019
Trade: Buy to Open
Expiry Date: 09 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 20,625
Direction: Put
Opening Price: 41.58
 
Closed Long FTSE position at a profit.

Security / Ticker: FTSE
Open Trade Date: 28 March 2019
Trade: Sell to Close
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 7,300
Direction: Call
Opening Price: 119.2
Close Trade Date: 09 April 2019
Closing Price: 170.3
Roundtrip P&L: 42.9%

Security / Ticker: FTSE
Open Trade Date: 28 March 2019
Trade: Sell to Close
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 7,550
Direction: Call
Opening Price: 39.6
Close Trade Date: 09 April 2019
Closing Price: 51.2
Roundtrip P&L: 29.3%

Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-1366.
 
...And bought Puts.

Security / Ticker: FTSE
Open Trade Date: 09 April 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 7,400
Direction: Put
Opening Price: 98.3

Security / Ticker: FTSE
Open Trade Date: 09 April 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 7,150
Direction: Put
Opening Price: 20.7


Bought S&P500 Puts on the same day.

Security / Ticker: SPX
Open Trade Date: 09 April 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: AtM
Exercise Price: 2,870
Direction: Put
Opening Price: 37.90

Security / Ticker: SPX
Open Trade Date: 09 April 2019
Trade: Buy to Open
Expiry Date: 17 May 2019
At the Money / Out of the Money: OotM
Exercise Price: 2,750
Direction: Put
Opening Price: 13.55
 
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