... for a 64.51 debit.
Comments: IV of 32.3%.
Selling the -75 call against a one lot of stock to emulate a 25 delta short put with built-in short call defense.
Metrics:
Cost Basis in Stock/Break Even/BPE: 64.51/share
Max Profit: 1.49
ROC at Max: 2.31%
ROC at 50% max: 1.15%
... for a 1.75 credit.
Comments: Targeting the shortest duration <16 delta short put paying around 1% of the strike price in credit to emulate dollar cost averaging into the Russell 2000 exchange-traded fund.
... for a 4.25 debit.
Comments: Taking a small directional shot in wheat here on weakness with a bullish assumption long call vertical. $287.50 max on buying power of $212.50 with a 729.25 break even.
... for a 1.87 credit.
Comments: Did a few things right at the close ... . Went out a smidge more long-dated since I have positions on in April, May, and June. Just looking to get more capital deployed. Targeting the <16 delta strike paying around 1% of the strike price in credit to emulate dollar cost averaging into small caps. Will generally look to do...
... for a .98 debit.
Comments: Although I've still got 30 days to go with this, taking it off in small profit without affecting net delta much (the 68 was at the +11 delta, the 93 at the -10), leaving me with the fairly narrow 74.5/84 to manage in the Feb cycle, along with a far out-of-the-money short put at the 67. I'll leave that short put on here since I...
... to the December 16th 128C/133P inverted short strangle for a 4.02 credit.
Comments: Rolling out at 21 days to go to reduce "random" assignment risk on the short call. Total credits collected of 21.96.
I've gone slightly inverted here as well as improved the short call strike a smidge to keep the short delta metrics similar to what they would be were I to...
... for a 191.42 credit.
Comments: (Late Post). Paid 187.73 to put this on. (See Post Below). Money, take, run today. 3.69 ($369) winner. Will look to re-up in the next couple of days, as I still have IWM short delta on.
... for a 1.80 debit.
Comments: Had been rolling this one for a bit, collecting a total of 12.17. (See Post Below). Bailing here results in a total realized gain of 10.37 ($1037). Still have September 376's, October 333's, and November 18th 340's on.
... for a .16 credit.
Comments: Doing a little housekeeping while this is out of the money ... . Collected 12.41 (See Post Below) plus the smidge here for a total of 12.57.
... for a 2.64 credit.
Comments: Targeting the <16 delta strike paying 1% of the strike price in credit in the expiry nearest 45 DTE in the broad market exchange-traded fund with the highest 30-day IV to emulate dollar cost averaging into the broad market. Looking to get more maximally deployed over time, so increasing "occurrence frequency."
... for a 98.50 debit.
Comments: A short delta hedge against a perennially long delta IRA, which remains net delta long after the addition of this setup, just less long than it was.
The back month isn't that liquid, so I no doubt gave up some to the liquidity gods getting this filled. Buying the 90 delta back month, selling the 50 delta front. Paying 98.50 for...
