Entries Categorized as 'RTH'
September 16, 2008
.. at least that’s what the talking heads are saying. My account balance doesn’t agree
My apologies for the lack of updates. As of this moment all of my open trades for September are closed, with the exception of a put wing on my SPY Condor (at 113-115). The volatility increase puped it up […]
Popularity: 27% [?]
Posted in Real Trades, Iron Condors, Calendars, RUT, SPY, RTH, WMT
2 Comments »
September 4, 2008
After flirting with adjustments (and losses) the last couple of days, today’s downward move yielded some great returns for my positions.
A note on the graphs - I’ve decided to ampilfy the price movement, as on the scale price movement is hard to spot. I’m going to try amplifying it by a factor of 4.
Also, I […]
Popularity: 31% [?]
Posted in Real Trades, Iron Condors, Calendars, RUT, SPY, RTH, WMT
2 Comments »
August 29, 2008
This should be a fun update I hope. Lots of analysis, and I hope the graphs go over well. All of my calendars are stalling right now, condors behaving as expected.
RUT Iron Condor - 650/660 puts, 780/790 Sep Calls
RRDelta
-22%
RRGamma
-1%
RRVega
-10%
Delta/Theta = -4.13
1 Day 1 Std Dev Move (9.62 points)
I already rolled the call side down (and regretted it yesterday.) […]
Popularity: 35% [?]
Posted in Real Trades, Iron Condors, Calendars, RUT, SPY, RTH, IBM, WMT
No Comments »
August 26, 2008
Forgive me for skipping the template on these in this post. These round out my positions, and were all opened this past Friday. Here is a short explanation and rationale for each:
RTH Calendar (95 puts) - RTH has been very kind, and has stayed in a tight range for a few months. After banking a […]
Popularity: 27% [?]
Posted in Real Trades, Calendars, RTH, IBM, WMT
No Comments »
August 6, 2008
In this for 14 days…. closed the RTH put condor for a credit of 4.3, after opening it for a debit of 3.8, for a 13% profit.
I actually closed it with an even number of contracts, leaving me with some extra puts at the 85 strike. They’ll probably expire worthless but if RTH should fall this […]
Popularity: 13% [?]
Posted in Real Trades, Iron Condors, RTH
1 Comment »
August 4, 2008
Not much movement since the last post until today, and it was still a small movement overall. For my first adjustment of this cycle, I closed half of my EEM contracts as the position lost all its profit and seung to a loss. I had the thought of opening another calendar but didn’t at the end […]
Popularity: 26% [?]
Posted in Real Trades, Iron Condors, Calendars, QQQQ, EEM, RTH, IBM, NDX
No Comments »
July 30, 2008
Things are perfect for these positions on many levels… the portfolio is up a combined 6% now, with 16 days to go (hopefully I’ll be out within 8 though). A stray thought… I have “max loss” levels for individual trades, including that if the trade is up say 10%, I won’t let it turn into […]
Popularity: 28% [?]
Posted in Real Trades, Iron Condors, Calendars, QQQQ, EEM, RTH, IBM, NDX
No Comments »
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