July 29, 2008First, plan on coming back here later this week - I plan to revamp my risk-greeks (specifically RRGamma, which doesn’t have a lot of value right now), plus write a little about some experiments I’ve done with Google Spreadsheets to analyze daily movements of the SPX and NDX based on thier IV each day, to see if […]
Popularity: 24% [?]
Posted in Real Trades, Iron Condors, Calendars, QQQQ, EEM, RTH, IBM 
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July 24, 2008RTH has been good to me lately on the calendar side of the house, giving up a couple of 20%+ months in a row. However, RTH is one of the few symbols where IV is actually near the top end of the IV scale. Sticking to what should work theoretically, I chose to open a […]
Popularity: 11% [?]
Posted in Real Trades, Iron Condors, RTH No Comments »
June 6, 2008What a difference a couple of days makes. Until a couple of days ago, this trade was a perpetual -10% loser. Last couple of days, as predicted, the trade spiked, and when I noticed it was over 20% today, I jumped in and took the profit.
I opened this back on 5/16 (3 weeks ago today) […]
Popularity: 9% [?]
Posted in Real Trades, Calendars, RTH No Comments »
June 5, 2008Two other positions were detailed earlier, with adjustments, these are the remaining ones (with the exception of a new trade I have not mentioned yet). An up and down day the last coupld of days, but more up than down. The overall portfolio is up 7.46% for the month now, with more yet to harvest […]
Popularity: 17% [?]
Posted in Real Trades, Iron Condors, Calendars, IWM, EEM, RTH, CAT No Comments »
June 3, 2008Looking up - my goal for each month is 3-7%, with the rest as gravy, and I’m up 5.44% for June, with a couple of losing positions poised to turn profitable. Details below.
CAT Calendar - 85 Jun/July
RRDelta
24%
RRGamma
-7%
RRVega
10%
Delta/Theta = 11.6
1 Day 1 Std Dev Move (1.08 points)
A little IV bump gives me a 15.5% profit so far. Quite nice, […]
Popularity: 18% [?]
Posted in Real Trades, Iron Condors, Calendars, IWM, SPX, EEM, RTH, CAT No Comments »
May 31, 2008Good finish to the week… all of my calendars are in good shape, no longer in need of adjusting. For the calendar month, marked-to-market, I’m up slightly, around 4%, but for the current expiration cycle I’m slightly less up. Very pleased to be profitable.
My SPX condor (covered a few posts back) is not included below.
CAT Calendar […]
Popularity: 14% [?]
Posted in Real Trades, Iron Condors, Calendars, IWM, EEM, RTH, CAT No Comments »
May 22, 2008These are in additon to the CAT calendar in the last post. Overall, movement has hurt my calendars, but due to the warm and comfortable magic of diversification, gains in my condors have offset those losses, and I’m very much in position to have a great month, possibly in the double digits.
EEM Calendar - 150/160 Jun/Sep
RRDelta
14%
RRGamma
-2%
RRVega
15%
Delta/Theta […]
Popularity: 24% [?]
Posted in Real Trades, Mistakes, Iron Condors, Calendars, IWM, SPX, EEM, RTH, MSFT No Comments »
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