... for a 2.06 credit. Comments: High IVR/IV at 76/49. Selling around the 16 delta on both sides. Delta/theta .4/5.73.
... for a 1.39 debit. Comments: Opened for a 3.00 credit (See Post Below). Closing out here at >50% max, 1.61 ($161) profit.
... for a 3.45 credit. Comments: Targeting the <16 delta strike in the shortest duration expiry paying 1% of the strike price in credit to emulate dollar cost averaging into the broad market.
... for a 2.40 credit. Comments: Targeting the <16 delta strike in the expiry nearest 45 days paying around 1% of the strike price in credit to emulate dollar cost averaging into the broad market.
... for a 1.57 credit. Comments: Targeting the <16 delta short put paying around 1% in credit in the expiry nearest 45 days to emulate dollar cost averaging into the broad market.
... for a 6.10 credit and selling the 180 call for 2.52. Comments: Inverting my original short strangle to a 5-wide (165P/160C) and selling the 180 call to flatten net delta. Total credits collected of 17.48. Resulting delta/theta 8.27/29.95 with a downside break even of 147.52. This underlying ... has been pesky. It's possible that taking on shares and...
... for a 1.01 credit. Comments: Delta balancing my short strangle a smidge ... . Total credits collected of 6.06. Delta/theta 8.84/16.84.
... for a 1.13 credit. Comments: Inverting my short strangle further ... . Total credits collected of 3.59 on a 5 wide inverted (12C/17P).
... for a 1.27 credit. Comments: Delta balancing my IWM short strangle a smidge ... . Total credits collected of 4.08. End-of-day delta/theta 4.86/11.98. Will look at managing any remaining setups that are "out of kilter" on Friday.
... for a 3.05 credit. Comments: A basic bet that /ES doesn't lose more than 25% of its value over the next 36 days put on in weakness/higher implied volatility. Still have July 29th and August 19th rungs on. 1.525 ($152.50) max on buying power effect of 19.79; 7.7% ROC at max as a function of buying power effect; 3.9% at 50% max.
... for a 1.76 credit. Comments: Targeting the <16 delta strike in the August monthly (53 DTE) paying around 1% of the strike price in credit. Adding a smidge of long delta back into my portfolio to keep my net delta happy using an ETF that is closely correlated with the broad market (SPY 3-month correlation of .92) instead of cluttering up my IWM, QQQ, and SPY...
... for a .75 credit. Comments: Doing a little early housekeeping where I can running into the July 4th weekend ... . Rolling for a realized gain to the <16 delta strike in the expiry nearest 45 days paying around 1% of the strike price in credit. Collected 3.65 (See Post Below) plus the .75 here for a total of 4.40 relative to an August 19th 347 short put...
... for a 1.67 credit. Comments: Rolling here at around 50% max instead of adding new units. Total credits collected of 2.64 (See Post Below) plus the 1.67 here for a total of 4.31 relative to an August 5th 260 short put value of 3.08, so I've realized gains of 1.23 ($123) in this one so far.
... for a .46 credit. Comments: Locking in some realized gain and recentering risk/balancing delta. Total credits collected of 2.81. Delta/theta 2.69/10.46.
... for a 1.56 credit. Comments: Adding back in some long delta here in IWM, targeting the <16 strike in the expiry nearest 45 days paying around 1% of the strike price in credit.
... for a 5.05 credit. Comments: 5.05 ($505) credit on buying power of 29.26 ($2926); 17.3% ROC as a function of buying power effect; 8.6% at 50% max. Currently the highest IVR/IV broad market ETF on the board at 71/35. Went a little wider here than usual (13 delta both sides) to accommodate more whip. Delta/theta .45/14.52.
... for a 2.70 credit. Comments: Recentering risk ... . Total credits collected of 8.86.
... for a 1.50 debit. Comments: Filled for a 3.00 credit (See Post Below). Out on Friday at 50% max. (3.00 - 1.50)/2 = .75 ($75) profit. Although still quite far out of the money, this was the highest rung of my /ES short put ladder, so wanted to dry the powder out for a potential dip going forward. Still have rungs on in the July 29th expiry (2850, 2700,...