3/08/2014

Option Trade (Last week of Feb)

立て続けに更新します。

先ず、エラク時が過ぎていますが、取り敢えず結果。


 Russell 2000 Index (RUT)


|
Open
[ RUT ]
Close

%chg
|
Open
[ BXR ]
Close

%chg
| My position
%chg
Jan.2014 | 1,163.62 1,130.88 -2.90% | 200.91 197.2 -1.88% | -5.16%


Note Date CP δ γ κ θ P/L ML
ADJ. Feb.03 1,094.58 0.1479 -0.0027 1.3737 0.6124 -4.76% 0%
- Feb.04 1,102.84 0.1031 -0.0042 1.3639 0.7810 -4.14% 0%
ADJ. Feb.05 1,093.59 0.2056 -0.0104 2.6669 1.1671 -3.77% 0%
- Feb.06 1,103.93 0.1362 -0.0116 2.9072 0.8761 -3.72% 0%
- Feb.07 1,116.55 -0.1747 -0.0182 2.9865 1.9070 -3.90% 0%
- Feb.10 1,118.73 -0.2792 -0.0229 3.0994 2.2115 -3.35% 0%
ADJ. Feb.11 1,129.16 -1.0125 0.0140 3.9995 -0.9891 -4.50% 0%
ADJ. Feb.12 1,132.54 -0.3842 0.0594 2.9665 -7.1376 -6.25% 0%
ADJ. Feb.13 1,147.79 -0.5361* 0.0035* 2.4876* -0.2466* -6.56% 0%
- Feb.14 1,149.21 -0.5387 0.0050 2.4512 -0.1466 -7.45% 0%
ADJ. Feb.18 1,161.48 -0.5779 0.0148 0.6772 -0.7277 -11.58% 7.44%
ADJ. Feb.19 1,149.07 -0.1812 0.0349 0.6137 -3.5507 -9.01% 7.27%
ADJ. Feb.20 1,162.12 -0.7670 0.0151 1.3678 -1.2567 -9.29% 14.57%
ADJ. Feb.21 1,164.63 -0.9366 0.0040 1.0008 -0.5104 -10.84% 18.47%
- Feb.24 1,174.55 6.3532 0.2034 10.1221 -12.5128 0.84% 0%
ADJ. Feb.25 1,173.95 1.0954 0.0405 3.4044 -2.2833 1.82% 0%
ADJ. Feb.26 1,181.72 1.3803 0.0419 3.2420 -2.4619 4.21% 0%
ADJ. Feb.27 1,187.94 1.6546 0.0409 2.9163 -2.5205 2.21% 0%
ADJ. Feb.28 1,183.03 0.0000 0.0000 0.0000 0.0000 8.88% 0%
  • * = Settlement waiting exclusion


  • Performance

  • BXR = CBOE Russell 2000 BuyWrite Index
  • My position is shown as below.


  • Beginning position
  • Adjustment
Short Feb.06 1190C Feb.03 STC Feb.06 1180C
Feb.13 1110P BTC Feb.06 1190C
Feb.20 1175C STC Feb.06 1200C
Long Feb.06 1180C BTC Feb.20 1175C
Feb.06 1200C Feb.05 STO Feb.20 1115C
Feb.13 1180C STO Feb.20 1075P
Feb.13 1210C BTO Mar.20 1115C
Feb.13 1230C BTO Mar.20 1075P
Feb.20 1215C Feb.11 STC Feb.13 1180C
Feb.20 1230C BTC Feb.13 1110P
Mar.06 1110P BTC Feb.20 1075P
Feb.12 BTO Feb.13 1130P
BTO Feb.13 1130C
STO Feb.27 1100P
Feb.13 STC Feb.13 1130P
STC Feb.13 1130C
EXP Feb.13 1210C
EXP Feb.13 1230C
STC Feb.20 1215C
STC Feb.20 1230C
Feb.18 BTC Feb.20 1115C
BTC Feb.27 1100P
BTO Feb.27 1130P
STC Mar.06 1110P
STO Mar.06 1170C
BTO Mar.06 1180C
STC Mar.20 1075P
STC Mar.20 1115C
Feb.19 BTO Feb.20 1155C
STO Feb.27 1120P
Feb.20 STC Feb.20 1155C
STO Feb.27 1170C
BTO Feb.27 1190C
BTO Feb.27 1110P
BTO Mar.20 1100P
Feb.21 BTO Feb.27 1180C
STC Feb.27 1180C
STC Feb.27 1190C (Half)
STO Mar.06 1170C
BTO Mar.13 1180C
Feb.24
|
Feb.28
 Omitted because it's too many
 position.


  • Note
24 (Mon)
no comment

25 (Tue)
no comment

26 (Wed)
no comment

27 (Thu)
no comment

28 (Fri)
closed all positions
ガンマのやられはガンマで取り戻す。そんな夜通しの闘いも2末で一旦終了。



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