0 DTE Strategy na SPX

roock · Ut 11 06, 2019 8:28 pm

BOT 1 NFLX Jun14'19 355 CALL @3.65 20:23:37

BOT 1 SPY Jun12'19 288 CALL @1.27 20:47:04

roock · St 12 06, 2019 1:25 am

Rado napísal:Ahoj, nejaký sumár nevieš dať? Tuším zatiaľ bola iba jedna strata, nie?

Trochu som to dal do kopy...

roock · St 12 06, 2019 4:54 pm

BOT 1 SPX Jun12 2855/2860 2910/2915 Iron Condor @-0.40 16:31:09
BOT 1 SPX Jun12 2870/2865 Bull Put @-0.65 16:30:08

BOT 1 SPX Jun12 2890/2885 Bull Put @-2.80 16:52:06
SLD 1 SPX Jun12 2890/2885 Bull Put @-4.70 17:15:01 -186.54

roock · Št 13 06, 2019 10:13 am

roock napísal:BOT 1 SPX Jun12 2855/2860 2910/2915 Iron Condor @-0.40 16:31:09
BOT 1 SPX Jun12 2870/2865 Bull Put @-0.65 16:30:08

BOT 1 SPX Jun12 2890/2885 Bull Put @-2.80 16:52:06
SLD 1 SPX Jun12 2890/2885 Bull Put @-4.70 17:15:01 -186.54

BOT 1 SPX Jun12 2855/2860 2910/2915 Iron Condor @-0.40 16:31:09 Expired +52.45
BOT 1 SPX Jun12 2870/2865 Bull Put @-0.65 16:30:08 Expired +66.70

roock · Št 13 06, 2019 11:50 am

roock napísal:BOT 1 NFLX Jun14'19 355 CALL @3.65 20:23:37

BOT 1 SPY Jun12'19 288 CALL @1.27 20:47:04

SLD 1 SPY Jun12'19 288 CALL @1.32 Jun 11 21:06:1 +3.19

roock · Št 13 06, 2019 4:43 pm

BOT 1 SPX Jun14 2850/2890 2890/2930 Iron Fly @-17.45 16:35:15

roock · Št 13 06, 2019 9:47 pm

roock napísal:BOT 1 SPX Jun14 2850/2890 2890/2930 Iron Fly @-17.45 16:35:15

SLD 1 SPX Jun14 2850/2890 2890/2930 Iron Condor @-16.20 21:46:14 +167.20

roock · Pi 14 06, 2019 5:44 pm

BOT 1 SPX Jun14 2850/2890/2930 Iron Fly @-8.85 17:11:59
TP/SL -2/+2

roock · So 15 06, 2019 10:16 am

roock napísal:BOT 1 SPX Jun14 2850/2890/2930 Iron Fly @-8.85 17:11:59
TP/SL -2/+2

Expired 1 SPX Jun14 2850/2890/2930 Iron Fly +676

roock · Po 17 06, 2019 4:22 pm

0 DTE

BOT 1 true SPX Jun17 2850/2890/2930 Iron Fly 15:48:48

roock · Ut 18 06, 2019 9:54 am

roock napísal:0 DTE

BOT 1 true SPX Jun17 2850/2890/2930 Iron Fly 15:48:48

Expirácia +850.64

roock · St 19 06, 2019 2:34 pm

0 DTE
dnes trochu zariskujem, kedže máme FED...

Iron Fly: SPX 2880/2920/2960 @20.20

roock · St 19 06, 2019 8:18 pm

roock napísal:0 DTE
dnes trochu zariskujem, kedže máme FED...

BOT Iron Fly: SPX 2880/2920/2960 @20.20

SLD Iron Fly: SPX 2880/2920/2960 @19.90 +37.2

BOT 5 SPX Jun19 2880/2875 Bull Put -0.45 USD SMART 16:16:59 0dte 13.34
SLD 5 SPX Jun19 2880/2875 Bull Put -0.10 USD SMART 20:07:12 0dte 12.44 +149.22

roock · Št 20 06, 2019 9:42 pm

0 DTE
BOT 1 SPX Jun 2970/2980 Bear Call @-0.87 21:30:43

roock · Pi 21 06, 2019 3:54 pm

roock napísal:0 DTE
BOT 1 SPX Jun 2970/2980 Bear Call @-0.87 21:30:43

zavreté
SLD 1 SPX Jun 2970/2980 Bear Call @-0.40 15:52:29 +53.73

roock · Po 24 06, 2019 5:43 pm

BOT 1 SPX Jun24 2925/2950/2975 Iron Fly @-6.00 17:40:27

roock · Ut 25 06, 2019 10:22 am

roock napísal:BOT 1 SPX Jun24 2925/2950/2975 Iron Fly @-6.00 17:40:27

Expirácia +168.64

roock · Št 27 06, 2019 6:51 pm

1 dte

BOT 10 SPX Jun28 2900/2895 Bull Put @-0.63 16:03:06
SLD 10 SPX Jun28 2900/2895 Bull Put @-0.50 18:34:42 +76.65

roock · Pi 28 06, 2019 3:57 pm

BOT 1 SPX Jun28 2895/2935/2975 Iron Fly @-10.00 15:51:33 0 dte

3 nohy uzavreté
SLD 1 SPX (SPXW) Jun28'19 2895 PUT @0.10 16:38:26 -28.09
BOT 1 SPX (SPXW) Jun28'19 2935 PUT @6.30 16:35:39 166.73
BOT 1 SPX (SPXW) Jun28'19 2935 CALL @2.15 16:30:58 21.73

SLD 1 SPX (SPXW) Jun28'19 2975 CALL bez ceny
pridaná
BOT 1 SPX (SPXW) Jun28'19 2960 CALL @0.05 16:43:48

roock · Po 01 07, 2019 4:19 pm

TOS 0DTE
SPX STO Iron Fly 2930/2970/3010 @11.40
TP 10.30 SL 13.65
SPX BTC Iron Fly 2930/2970/3010 @10.25

roock · Ut 02 07, 2019 5:21 pm

SPX Jul03 Iron Fly 2910/2965/3010 @-12.50
TP 2
SL 3

roock · So 06 07, 2019 2:32 pm

roock napísal:SPX Jul03 Iron Fly 2910/2965/3010 @-12.50

Expirácia
-1453

Rado · Št 11 07, 2019 10:38 am

Prvá väčšia strata? Bola možnosť to zavrieť na SL?

roock · Št 11 07, 2019 5:20 pm

Rado napísal:Prvá väčšia strata? Bola možnosť to zavrieť na SL?

Bohužial SL to v noci preskočilo kedže to bola 2 dňová expirácia a ešte som bol mimo PC, mno a tak to dopadlo a ešte problém so uzavretím celého spreadu holt IB

Rado · Št 11 07, 2019 6:03 pm

Stále je to demo? Myslím, že problém nie je v IB, ale v likvidite. Jediná možnosť je zavrieť short spolu s long, ktorý je ITM. Zvyšok necháš expirovať. Dá sa to dohnať, ale...problém je, že taká strata na úrovni 34% sa ťažko maže, ak robíš 4% zisku pri ostatných obchodoch. Do problémov by si sa dostal, ak by si niečo podobné mal 2x po sebe.

roock · Št 11 07, 2019 7:04 pm

Rado napísal:Stále je to demo? Myslím, že problém nie je v IB, ale v likvidite. Jediná možnosť je zavrieť short spolu s long, ktorý je ITM. Zvyšok necháš expirovať. Dá sa to dohnať, ale...problém je, že taká strata na úrovni 34% sa ťažko maže, ak robíš 4% zisku pri ostatných obchodoch. Do problémov by si sa dostal, ak by si niečo podobné mal 2x po sebe.

Riešim to nákupom short pozícií ako straddle,long pozície (pozíciu) nehám expirovať, myslím že je to jediná cesta. Doposial sa mi nepodarilo využiť bracket orders IB na to niak moc nereaguje...

roock · Št 11 07, 2019 9:47 pm

BOT 1 SPX Jul12 2955/2995/3035 Iron Fly @-13.55 16:42:29
SLD 1 SPX Jul12 2955/2995/3035 Iron Fly @-11.45 21:42:46 +217.29

roock · Ut 16 07, 2019 4:50 pm

BOT 1 SPX Jul17 2965/3015/3065 Iron Fly @-10.15 16:41:39

roock · Pi 19 07, 2019 6:59 pm

roock napísal:BOT 1 SPX Jul17 2965/3015/3065 Iron Fly @-10.15 16:41:39

Expirácia -748

roock · Pi 19 07, 2019 7:09 pm

BOT 1 SPX Jul 2960/3000/3040 Iron Fly @-8.60

SLD 1 SPX (SPXW) Jul19'19 2960 PUT @0.10 18:43:07 -8.09
BOT 1 SPX Jul 3000 Straddle @6.50 18:35:19 +223.46

Call 3040 do expirácie

roock · Pi 19 07, 2019 7:21 pm

BOT 1 TWLO Jul26'19 147 CALL @2.28 USD NASDAQOM 16:40:42

SLD 1 TWLO Jul26'19 147 CALL @2.99 USD BOX 19:19:02 +69.10

roock · Po 22 07, 2019 4:27 pm

BOT 1 SPX Jul22 2950/2985/3020 Iron Fly @-8.30 16:23:04

BOT 1 SPX Jul22 2985 Straddle @7.00 17:55:21 +143.46
SLD 1 SPX (SPXW) Jul22'19 2950 PUT @0.05 17:56:12 -13.09

SPX (SPXW) Jul22'19 3020 CALL do expirácie (-6)

roock · Ut 23 07, 2019 5:37 pm

1 DTE
BOT 1 SPX Jul24 2965/2990/3015 Iron Fly @-12.04 16:38:49

TP/SL 1.19/2.41

roock · Po 29 07, 2019 4:20 pm

roock napísal:1 DTE
BOT 1 SPX Jul24 2965/2990/3015 Iron Fly @-12.04 16:38:49

TP/SL 1.19/2.41

SL opäť preskočený... -298

roock · Po 29 07, 2019 4:41 pm

TOS
16:00:32 STO SPX Iron Fly 29 JUL 19 3000/3020/3040 @7.25
16:37:13 BTC SPX Iron Fly 29 JUL 19 3000/3020/3040 @6.35

16:26:26 STO SPX Iron Fly 29 JUL 19 2995/3015/3035 @7.45
17:35:09 STO SPX Iron Fly 29 JUL 19 2995/3015/3035 @7.00

roock · Ut 30 07, 2019 4:11 pm

TOS 1 DTE

15:52:01 STO -1 IRON FLY SPX 100 (Weeklys) 31 JUL 19 3055/3005/2955 CALL/PUT @23.45
16:08:55 BTO +1 BWB SPX 100 (Weeklys) 31 JUL 19 2985/2980/2970 PUT @-.45

roock · Ut 30 07, 2019 9:14 pm

TOS 1 DTE

19:47:15 BTO +1 BWB SPX 100 (Weeklys) 31 JUL 19 3035/3040/3080 CALL @-.90

roock · St 31 07, 2019 3:54 pm

roock napísal:TOS 1 DTE

15:52:01 STO -1 IRON FLY SPX 100 (Weeklys) 31 JUL 19 3055/3005/2955 CALL/PUT @23.45
16:08:55 BTO +1 BWB SPX 100 (Weeklys) 31 JUL 19 2985/2980/2970 PUT @-.45

15:34:15 STC -1 BWB SPX 100 (Weeklys) 31 JUL 19 2985/2980/2970 PUT @-.05

roock · St 31 07, 2019 7:02 pm

roock napísal:TOS 1 DTE

15:52:01 STO -1 IRON FLY SPX 100 (Weeklys) 31 JUL 19 3055/3005/2955 CALL/PUT @23.45
16:08:55 BTO +1 BWB SPX 100 (Weeklys) 31 JUL 19 2985/2980/2970 PUT @-.45

18:38:49 BTC +1 IRON FLY SPX 100 (Weeklys) 31 JUL 19 3055/3005/2955 CALL/PUT @ @21.10

roock · St 31 07, 2019 8:08 pm

roock napísal:TOS 1 DTE

19:47:15 BTO +1 BWB SPX 100 (Weeklys) 31 JUL 19 3035/3040/3080 CALL @-.90

20:03:41 STC +1 BWB SPX 100 (Weeklys) 31 JUL 19 3035/3040/3080 CALL @-.05