... for an 8.21 debit. Comments: Collected a total of 10.10 in credits with rolls. (See Post Below). Closing out here results in a total realized gain of 1.89 ($189).
... for a 2.23 debit. Comments: Opened this for a 2.92 credit. (See Post Below). Taking profit with 28 days to go in lieu of adjusting the setup to delta balance. .69/$69 winner.
... for a 3.10 credit. Comments: Targeting the strike that is ~75% of current price and is paying around 3.00 in credit. Will look to add should we get further weakness, higher IV (which isn't so great here at 20.3%). 1.55 max (due to the 50 x multiplier in /ES) on buying power effect of 16.34; 9.5% ROC as a function of buying power at max; 4.7% at 50% max.
... for a 1.73 debit. Comments: Opened this for a 3.70 credit. (See Post Below). Taking profit at >50% max; 1.97 ($197) profit with 66 days to go. Still laddered out at the moment in November, December, and January.
... for a 1.27 debit. Comments: Filled for a 2.93 credit. (See Post Below). Out here at >50% max; 1.66 ($166) profit with 38 days to go. Still have September 30th 289's, October 21st 268's and 300's on.
... for a 1.80 credit. Comments: Not a great place or a great IV environment to be doing this, but looking to offset some of my IWM short delta. Previously, I did a covered call, but I don't need that much long delta here at the moment, so am doing a lower delta out-of-the-money short put and will add at intervals if necessary. Delta/theta 15.18/5.
... for a 2.95 credit. Comments: Targeting the <16 delta strike in the shortest duration paying around 1% of the strike price in credit in the exchange-traded fund with the highest 30-day IV to emulate dollar cost averaging into the broad market. Take profit at 50% max or greater and/or roll out for duration and a credit. This would be more ideally put on in...
... for an .81 credit. Comments: Small delta adjustment here in my short strangle. Total credits collected of 7.04. Resulting delta/theta -20.58/17.32.
... to September 30th 304/345 for a 1.96 credit. Comments: (Late Post). Realized a small gain (.54/$54) and recentered risk with 22 days to go. Rolled out to the 25 delta and collected a total of 8.14 (See Post Below) plus 1.96 or 10.10 so far.
... for a 1.47 debit. Comments: (Late Post). The highest of my remaining SPY short put rungs, for which I collected a total of 12.57 in credits. (See Post Below). Total realized gains: 11.10 ($1110).
... for a 1.13 debit. Comments: (Late Post). Rolled this a few times, collecting a total of 9.60 in credit. (See Post Below). Closed it out today for 1.13, resulting in a total realized profit of 8.47 ($847).
... 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 3.41 credit. Comments: (Late Post). Part of a longer-dated strategy to emulate dollar cost averaging into the broad market, targeting the <16 delta strike paying around 1% of the strike price in credit. This is also an effort to stay more maximally deployed while I wait for shorter duration to be more productive from a premium-selling standpoint....
... for a 6.23 credit. Comments: High 30-day IV at 49.0%. Selling the 25 deltas on both sides. 6.23 on BPE of 13.99. 44.5% ROC at max as a function of buying power effect; 22.3% ROC at 50% max. Delta/theta -.24/14.96.
... for a 2.92 credit. Comments: High IV at 59.3%. Being a little more aggressive and selling the 25's here. Delta/theta -2.55/7.07.
for an 187.73 debit. Comments: Since I've got IWM short delta hedge still hanging out there and no remaining IWM short puts to offset, doing a heavy long delta covered call (it's 67.48 long delta). Will look to roll out the short call (currently marking at 2.42) at 50% max to a similarly delta'd strike at or above my cost basis. From a price action...
... for a 3.70 credit. Comments: Part of a longer-dated strategy to emulate dollar cost-averaging into the broad market, targeting the <16 delta strike the shortest duration expiry paying around 1% of the strike price in credit.
... for a 2.93 credit. Comments: Selling premium in the broad market exchange-traded fund having the highest 30-day IV, targeting the <16 delta strike in the shortest duration paying around 1% of the strike price in credit.