Entries Categorized as 'SPY'
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: 100% [?]
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: 98% [?]
Posted in Real Trades, Iron Condors, Calendars, RUT, SPY, RTH, WMT
2 Comments »
September 4, 2008
First a note that nearly all of the tecnical analysis blogs I read (hat tip to Slope of Hope) say that when the SPX breaks/broke 1261, that puts are on the menu. Today it closed at 1236. Lots of pressure for further downward moves, which is fine by me right now.
A few adjustments the last few […]
Popularity: 95% [?]
Posted in Real Trades, Iron Condors, Calendars, RUT, SPY, IBM
No 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: 80% [?]
Posted in Real Trades, Iron Condors, Calendars, RUT, SPY, RTH, IBM, WMT
No Comments »
August 26, 2008
I’ve been tardy on the blog, and in posting my trades so here they are all in the next few posts. I’m scaling back a little this month, trying to be smart after a couple of very meager months.
I actually opened this trade on the 18th. It took me a little while to pull the […]
Popularity: 67% [?]
Posted in Real Trades, Iron Condors, RUT, SPY
1 Comment »
May 1, 2008
Yesterday was a happy day… price movement compared with volatility increases handed me a significant profit to go from flat to up 4% for the calendar month of April. Every position was profitable. With a 2% spike today, I gave it all back. Still looking great for the month, but it would be much nicer […]
Popularity: 17% [?]
Posted in Real Trades, Iron Condors, Calendars, Double Diagonals, SPY, SPX, EEM, RTH
No Comments »
April 28, 2008
Couple of new trades added beow (the SMH Calendar and SPX Double Diag.) Overall, nearly all of my positions are under water, but just barely. Very large negative delta right now which I may need to adjust on sharp moves.
First my new trades…
SMH 30 May/June Calendar - the chart looked right for this one - historically […]
Popularity: 25% [?]
Posted in Real Trades, Iron Condors, Calendars, Double Diagonals, SPY, SPX, EEM, RTH, SMH
No Comments »
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