... for a 1.07 debit. Comments: Got paid 1.07 for the 66 and .50 for the 92 for a total of 1.57 in credits. Closed it out today for a .50 ($50) profit.
... for a 2.13 credit. Comments: An additive delta adjustment trade, selling the 23 delta put and the 11 delta call against my 24 delta call and 12 delta put, resulting in a net delta neutral position.
Comments: Replacing the short put aspects of my short strangles that I took off in profit earlier. (For all practical purposes, these are rolls of the untested side to delta balance). In any event, I received a 71.25 credit for the 3910 and a 53.25 credit for the 3850, with the resulting position net delta neutral.
... for a 68.75 credit. Comments: An additive delta adjustment trade. (68.75/20) = 3.4375 ($343.75) credit. My original thought process was to just leave what I had on mostly alone running into CPI, but didn't like how the position had skewed out short, so am adjusting it here to net delta flat. I actually intended to open this in the February 17th contract,...
... for a 2.65 credit. Comments: An additive delta adjustment trade, selling the 23 delta put and the 18 delta call.
... for a .93 debit. Comments: Mixing and matching profitable short put with profitable short call. 1.50 in credit collected for these two legs; 1.50 - .93 = .57 ($57) profit.
... for a 1.74 credit. Comments: Selling the 9 delta put and the 21 delta call here in Feb as an additive delta adjustment. Net position delta leans a smidge long ... .
... for a 25.50 debit. Comments: Matching profitable short call with profitable short put here and taking off some risk running into CPI. $43.75 profit. Position net delta leans slightly short ... .
... for a 1.12 debit. Comments: Pairing profitable short put with profitable short call ... . I sold the 94 short call for .79 and the 63 short put for .80 as part of short strangles I put on at different times, for a total of 1.59. Closing out here for 1.12 result in a .47 ($47) realized gain. Still in the February 15th 66/91 for a 2.02 credit and the March...
... for a 48.75 credit. Comments: An additive delta adjustment trade ... . 48.75/20 = $243.75 credit received. Because the remaining short strangle that I had was short the 19 delta put and short the 14 delta put, I sold the 14 delta put and the 19 delta call to delta balance, resulting in a net delta neutral position.
... for a 38.75 debit.* Comments: Mixing and matching profitable short call with profitable short put for a small realized gain ($35.00), leaving me with the 3590/4120, which I'll probably proceed to do an additive delta balance setup on here. * -- The credit and debit amounts take some getting used to. For example, a short strangle that routes for a 50.00...
... for a 46.00 credit. Comments: Additive delta balancing. $230 max on buying power effect of $790. 29.1% ROC as a function of buying power effect at max; 14.6% at 50% max. Total credits collected off $478.75. Will look to mix and match profitable call with profitable put and/or take the entire cannoli off in profit.
... for a 49.75 credit. Comments: Selling the 16 delta on both sides for my first trade of the year. Although this routed for 49.75, the max profit on this is actually 1/20th of that or 2.4875 ($248.75) on buying power effect of around 7.05 ($705). 35.3% ROC at max; 17.6% at 50% max. Will look to roll in untested side to adjust delta.
... for a 1.75 credit. Comments: A slightly short delta additive adjustment trade to bring the position back to net delta neutral. Total credits received: 3.61.
... for a 1.61 credit. Comments: Doing a slightly short delta-skewed additive adjustment here in my mini-slippery stuff position, with the short call at the -13 delta strike and the short put at the 11 delta strike, for a net of -2 delta. This gives me a smidge of short delta to bring back the net delta of the entire position more to neutral. The other option...
... for a 1.90 credit. Comments: Doing a little premium-selling in mini oil, selling the 13 deltas on both sides. 1.90 credit on buying power effect of 5.90; 32.2% ROC at max; 16.1% at 50% max.
... for a 3.67 credit. Comments: Rolling for a realized gain with this down move. There was no 127 strike, so rolled the short call to the 130 and the short put "as is." Total credits collected of 28.47 on a 17 wide inverted. Resulting delta/theta -38.14/15.30 with 13.43 of extrinsic, so I'm indicating here that it's a "short" position. Still looking at this...
... for an .83 debit. Comments: Filled this for a 1.33 credit. (See Post Below). Out today for a .50 ($50) profit.