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18-Jan-2019 Expiry

5 replies, 2 voices Last updated by Rahim Khataw 2 years, 6 months ago
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    • #13758

      Josh Borg
      Participant
      @borgshire@gmail.com
      Points: 189
      APM2Ultimate Income Trader Workshop
      Rank: Newbie

      apologies, the TLog data table I pasted doesn’t appear to have posted correctly.

      • #13760

        Rahim Khataw
        Participant
        @crxboyz@hotmail.com
        Points: 122
        Rank: Newbie

        For the 18-Jan-2019 expiry I had the following with TOS.

        Nov 23/18 – Rut was at $1491.22 so i entered the 1470 butterfly for $7.00 debit

        Nov 29/18 – Added the 1490 fly for $7.20

        Dec 4/18 – Added the 1510 fly for $8.80

        Dec 10/18 – Closed 1510 for $9.20 – profit $40

        Dec 14/18 – Closed 1490 for $10.80 – profit $360

        Dec 17/18 – Closed 1470 for $9.40 – profit $240

        Dec 17/18 – opened 1390 fly for $8.20

        Dec 21/18 – Closed 1390 fly for $8.9 – profit $70

        Dec 21/18 – opened 1320 fly for 9.20

        Dec 24/18 – Closed 1320 fly for 12.80 – profit $360

        Dec 24/18 – opened 1270 fly for 8.70

        Dec 27/18 – opened 1290 for 8.40

        Dec 28/18 – 21 DTE or 20 DTE on TOS…took off 1270 for 6.90 (loss of $180) and took off 1290 for 8.40 (breakeven).

        RUT went from $1491 to $1329 during that period. Overall profit was $890 excluding $48 in fees.

        I was trading it close to the open by the way..30 to 45 minutes after market open.

    • #13757

      Josh Borg
      Participant
      @borgshire@gmail.com
      Points: 189
      APM2Ultimate Income Trader Workshop
      Rank: Newbie

      Hello, I was back testing the BB for the Jan-18, 2019 expiration using OV but my results are drastically different than the weekly Monday a.m. webinar.  My first OV backtest was me following guidelines as if I were trading BB live which would have resulted in a $10k loss as of Dec-28 / 21 DTE, and would have max loss by Jan-2nd.  Given this was drastically different than weekly webinar, I manually inputted trades from John’s TLog into OV but still resulted in a $4.6k loss vs webinar of $6.2k gain.  Comparing trade by trade, it appears each B’fly entered on the rolldowns were more expensive on my backtest results (pasted in table below… apologies, I don’t know how to insert an .xls file or screenshot on this forum).  I can’t tell if this is an OV related pricing issue, my OV settings (I believe my settings are ok), or something entirely different.

      Curious if anyone encountered similar issue either with OV backtest or actual results?  Given the volatility, I decided not to trade the BB in Jan-2019 expiration cycle so do not have live results to compare with.

      Thank you, Josh
      <table width=”1673″>
      <tbody>
      <tr>
      <td width=”67″></td>
      <td width=”83″></td>
      <td width=”58″></td>
      <td width=”41″></td>
      <td width=”38″></td>
      <td width=”113″></td>
      <td width=”9″></td>
      <td width=”68″></td>
      <td width=”68″></td>
      <td width=”86″>MY BACKTEST</td>
      <td width=”16″></td>
      <td width=”168″></td>
      <td width=”8″></td>
      <td width=”8″></td>
      <td width=”1″></td>
      <td width=”67″></td>
      <td width=”7″></td>
      <td width=”7″></td>
      <td width=”67″></td>
      <td width=”67″></td>
      <td width=”103″>from Locke Tlog</td>
      <td width=”8″></td>
      <td width=”86″></td>
      <td width=”90″>Diff btwn my Backtest and John’s TLog</td>
      <td width=”339″></td>
      </tr>
      <tr>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td> Total PnL</td>
      <td> $  (4,328.00)</td>
      <td colspan=”2″>from OV backtest</td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td> Total PnL</td>
      <td> $         6,240.00</td>
      <td></td>
      <td></td>
      <td>     (10,568.00)</td>
      <td></td>
      </tr>
      <tr>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>Transaction Log</td>
      <td>2019_01_BB_Test2</td>
      <td>#######</td>
      <td>#####</td>
      <td></td>
      <td></td>
      <td></td>
      <td> Price</td>
      <td> Cmsn</td>
      <td> Net</td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td colspan=”2″> LOCKE TLOG</td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>1</td>
      <td>1/1/2018</td>
      <td></td>
      <td>Dep</td>
      <td>Qty</td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td>     50,000.00</td>
      <td>ø</td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td> Price</td>
      <td> Cmsn</td>
      <td> Net</td>
      <td></td>
      <td> Diff</td>
      <td> Diff by Day</td>
      <td> Notes</td>
      </tr>
      <tr>
      <td>2</td>
      <td>11/23/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1420</td>
      <td>O</td>
      <td>        26.20</td>
      <td>        10.00</td>
      <td>    (26,210.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1420 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 23.9%</td>
      <td></td>
      <td></td>
      <td>        23.45</td>
      <td>        15.00</td>
      <td>         (23,465.00)</td>
      <td></td>
      <td>      (2,745.00)</td>
      <td>       (1,456.50)</td>
      <td>Locke Tlog trade executed at 12:15p; baacktest 3:30pm</td>
      </tr>
      <tr>
      <td>3</td>
      <td>11/23/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>20</td>
      <td>RUT 19M1470</td>
      <td>O</td>
      <td>        41.17</td>
      <td>        16.50</td>
      <td>     82,323.50</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1470 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 22.2%</td>
      <td></td>
      <td></td>
      <td>        37.57</td>
      <td>        30.00</td>
      <td>           75,110.00</td>
      <td></td>
      <td>        7,213.50</td>
      <td></td>
      <td>1/3’rd entered</td>
      </tr>
      <tr>
      <td>4</td>
      <td>11/23/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1520</td>
      <td>O</td>
      <td>        64.81</td>
      <td>        10.00</td>
      <td>    (64,820.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1520 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 20.7%</td>
      <td></td>
      <td></td>
      <td>        58.88</td>
      <td>        15.00</td>
      <td>         (58,895.00)</td>
      <td></td>
      <td>      (5,925.00)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>5</td>
      <td>11/28/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1440</td>
      <td>O</td>
      <td>        18.11</td>
      <td>        10.00</td>
      <td>    (18,120.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1440 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 22.5%</td>
      <td></td>
      <td></td>
      <td>        18.20</td>
      <td>        15.00</td>
      <td>         (18,215.00)</td>
      <td></td>
      <td>              95.00</td>
      <td>           (506.50)</td>
      <td>2/3’rds entered</td>
      </tr>
      <tr>
      <td>6</td>
      <td>11/28/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>20</td>
      <td>RUT 19M1490</td>
      <td>O</td>
      <td>        30.44</td>
      <td>        16.50</td>
      <td>     60,863.50</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1490 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 20.7%</td>
      <td></td>
      <td></td>
      <td>        30.60</td>
      <td>        30.00</td>
      <td>           61,170.00</td>
      <td></td>
      <td>         (306.50)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>7</td>
      <td>11/28/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1540</td>
      <td>O</td>
      <td>        50.45</td>
      <td>        10.00</td>
      <td>    (50,460.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1540 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 18.9%</td>
      <td></td>
      <td></td>
      <td>        50.15</td>
      <td>        15.00</td>
      <td>         (50,165.00)</td>
      <td></td>
      <td>         (295.00)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>8</td>
      <td>12/3/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1460</td>
      <td>O</td>
      <td>        13.76</td>
      <td>        10.00</td>
      <td>    (13,770.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1460 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 21.0%</td>
      <td></td>
      <td></td>
      <td>        13.80</td>
      <td>        15.00</td>
      <td>         (13,815.00)</td>
      <td></td>
      <td>              45.00</td>
      <td>           (216.50)</td>
      <td>3/3’rds entered</td>
      </tr>
      <tr>
      <td>9</td>
      <td>12/3/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>20</td>
      <td>RUT 19M1510</td>
      <td>O</td>
      <td>        24.73</td>
      <td>        16.50</td>
      <td>     49,443.50</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1510 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 19.1%</td>
      <td></td>
      <td></td>
      <td>        24.93</td>
      <td>        30.00</td>
      <td>           49,830.00</td>
      <td></td>
      <td>         (386.50)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>10</td>
      <td>12/3/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1560</td>
      <td>O</td>
      <td>        44.04</td>
      <td>        10.00</td>
      <td>    (44,050.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1560 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 17.2%</td>
      <td></td>
      <td></td>
      <td>        44.16</td>
      <td>        15.00</td>
      <td>         (44,175.00)</td>
      <td></td>
      <td>           125.00</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>11</td>
      <td>12/7/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1460</td>
      <td>O</td>
      <td>        52.27</td>
      <td>        10.00</td>
      <td>     52,260.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1460 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 23.6%</td>
      <td></td>
      <td></td>
      <td>        52.46</td>
      <td>        15.00</td>
      <td>           52,445.00</td>
      <td></td>
      <td>         (185.00)</td>
      <td>            513.50</td>
      <td>upper B’fly removed, 2/3’rds entered now</td>
      </tr>
      <tr>
      <td>12</td>
      <td>12/7/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>20</td>
      <td>RUT 19M1510</td>
      <td>O</td>
      <td>        80.80</td>
      <td>        16.50</td>
      <td> (161,616.50)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1510 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 21.4%</td>
      <td></td>
      <td></td>
      <td>        80.60</td>
      <td>        30.00</td>
      <td>      (161,230.00)</td>
      <td></td>
      <td>         (386.50)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>13</td>
      <td>12/7/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1560</td>
      <td>O</td>
      <td>     118.60</td>
      <td>        10.00</td>
      <td>   118,590.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1560 Puts</td>
      <td></td>
      <td></td>
      <td colspan=”2″>RUT.INX</td>
      <td></td>
      <td></td>
      <td>     117.52</td>
      <td>        15.00</td>
      <td>        117,505.00</td>
      <td></td>
      <td>        1,085.00</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>14</td>
      <td>12/13/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1440</td>
      <td>O</td>
      <td>        40.53</td>
      <td>        10.00</td>
      <td>     40,520.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1440 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 22.1%</td>
      <td></td>
      <td></td>
      <td>        40.64</td>
      <td>        15.00</td>
      <td>           40,625.00</td>
      <td></td>
      <td>         (105.00)</td>
      <td>       (1,676.50)</td>
      <td>middle B’fly removed, 1/3’rd entered now</td>
      </tr>
      <tr>
      <td>15</td>
      <td>12/13/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>20</td>
      <td>RUT 19M1490</td>
      <td>O</td>
      <td>        69.65</td>
      <td>        16.50</td>
      <td> (139,316.50)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1490 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 20.8%</td>
      <td></td>
      <td></td>
      <td>        69.13</td>
      <td>        30.00</td>
      <td>      (138,290.00)</td>
      <td></td>
      <td>      (1,026.50)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>16</td>
      <td>12/13/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1540</td>
      <td>O</td>
      <td>     107.25</td>
      <td>        10.00</td>
      <td>   107,240.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1540 Puts</td>
      <td></td>
      <td></td>
      <td colspan=”2″>RUT.INX</td>
      <td></td>
      <td></td>
      <td>     107.80</td>
      <td>        15.00</td>
      <td>        107,785.00</td>
      <td></td>
      <td>         (545.00)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>17</td>
      <td>12/14/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1360</td>
      <td>O</td>
      <td>        21.97</td>
      <td>        10.00</td>
      <td>    (21,980.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1360 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 25.7%</td>
      <td></td>
      <td></td>
      <td>        21.90</td>
      <td>        15.00</td>
      <td>         (21,915.00)</td>
      <td></td>
      <td>            (65.00)</td>
      <td>           (176.50)</td>
      <td>roll-down B’fly</td>
      </tr>
      <tr>
      <td>18</td>
      <td>12/14/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>20</td>
      <td>RUT 19M1410</td>
      <td>O</td>
      <td>        39.06</td>
      <td>        16.50</td>
      <td>     78,103.50</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1410 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 23.8%</td>
      <td></td>
      <td></td>
      <td>        39.06</td>
      <td>        30.00</td>
      <td>           78,090.00</td>
      <td></td>
      <td>              13.50</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>19</td>
      <td>12/14/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1420</td>
      <td>O</td>
      <td>        43.56</td>
      <td>        10.00</td>
      <td>     43,550.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1420 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 23.4%</td>
      <td></td>
      <td></td>
      <td>        43.69</td>
      <td>        15.00</td>
      <td>           43,675.00</td>
      <td></td>
      <td>         (125.00)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>20</td>
      <td>12/14/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1460</td>
      <td>O</td>
      <td>        66.77</td>
      <td>        10.00</td>
      <td>    (66,780.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1460 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 22.4%</td>
      <td></td>
      <td></td>
      <td>        66.47</td>
      <td>        15.00</td>
      <td>         (66,485.00)</td>
      <td></td>
      <td>         (295.00)</td>
      <td>       (1,386.50)</td>
      <td></td>
      </tr>
      <tr>
      <td>21</td>
      <td>12/14/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>20</td>
      <td>RUT 19M1470</td>
      <td>O</td>
      <td>        73.63</td>
      <td>        16.50</td>
      <td> (147,276.50)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1470 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 22.3%</td>
      <td></td>
      <td></td>
      <td>        73.30</td>
      <td>        30.00</td>
      <td>      (146,630.00)</td>
      <td></td>
      <td>         (646.50)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>22</td>
      <td>12/14/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1520</td>
      <td>O</td>
      <td>     111.95</td>
      <td>        10.00</td>
      <td>   111,940.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1520 Puts</td>
      <td></td>
      <td></td>
      <td colspan=”2″>RUT.INX</td>
      <td></td>
      <td></td>
      <td>     112.40</td>
      <td>        15.00</td>
      <td>        112,385.00</td>
      <td></td>
      <td>         (445.00)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>23</td>
      <td>12/19/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1300</td>
      <td>O</td>
      <td>        23.46</td>
      <td>        10.00</td>
      <td>    (23,470.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1300 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 28.4%</td>
      <td></td>
      <td></td>
      <td>        23.40</td>
      <td>        15.00</td>
      <td>         (23,415.00)</td>
      <td></td>
      <td>            (55.00)</td>
      <td>            473.50</td>
      <td>roll-down B’fly</td>
      </tr>
      <tr>
      <td>24</td>
      <td>12/19/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>20</td>
      <td>RUT 19M1350</td>
      <td>O</td>
      <td>        42.80</td>
      <td>        16.50</td>
      <td>     85,583.50</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1350 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 27.0%</td>
      <td></td>
      <td></td>
      <td>        42.90</td>
      <td>        30.00</td>
      <td>           85,770.00</td>
      <td></td>
      <td>         (186.50)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>25</td>
      <td>12/19/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1360</td>
      <td>O</td>
      <td>        46.77</td>
      <td>        10.00</td>
      <td>     46,760.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1360 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 26.0%</td>
      <td></td>
      <td></td>
      <td>        46.06</td>
      <td>        15.00</td>
      <td>           46,045.00</td>
      <td></td>
      <td>           715.00</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>26</td>
      <td>12/19/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1400</td>
      <td>O</td>
      <td>        71.18</td>
      <td>        10.00</td>
      <td>    (71,190.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1400 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 24.9%</td>
      <td></td>
      <td></td>
      <td>        69.86</td>
      <td>        15.00</td>
      <td>         (69,875.00)</td>
      <td></td>
      <td>      (1,315.00)</td>
      <td>       (4,696.50)</td>
      <td></td>
      </tr>
      <tr>
      <td>27</td>
      <td>12/19/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>20</td>
      <td>RUT 19M1410</td>
      <td>O</td>
      <td>        78.54</td>
      <td>        16.50</td>
      <td> (157,096.50)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1410 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 24.9%</td>
      <td></td>
      <td></td>
      <td>        77.05</td>
      <td>        30.00</td>
      <td>      (154,130.00)</td>
      <td></td>
      <td>      (2,966.50)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>28</td>
      <td>12/19/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1460</td>
      <td>O</td>
      <td>     117.88</td>
      <td>        10.00</td>
      <td>   117,870.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1460 Puts</td>
      <td></td>
      <td></td>
      <td colspan=”2″>RUT.INX</td>
      <td></td>
      <td></td>
      <td>     118.30</td>
      <td>        15.00</td>
      <td>        118,285.00</td>
      <td></td>
      <td>         (415.00)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>29</td>
      <td>12/21/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1240</td>
      <td>O</td>
      <td>        21.61</td>
      <td>        10.00</td>
      <td>    (21,620.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1240 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 31.3%</td>
      <td></td>
      <td></td>
      <td>        21.47</td>
      <td>        15.00</td>
      <td>         (21,485.00)</td>
      <td></td>
      <td>         (135.00)</td>
      <td>            313.50</td>
      <td>roll-down B’fly</td>
      </tr>
      <tr>
      <td>30</td>
      <td>12/21/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>20</td>
      <td>RUT 19M1290</td>
      <td>O</td>
      <td>        38.74</td>
      <td>        16.50</td>
      <td>     77,463.50</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1290 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 29.1%</td>
      <td></td>
      <td></td>
      <td>        38.70</td>
      <td>        30.00</td>
      <td>           77,370.00</td>
      <td></td>
      <td>              93.50</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>31</td>
      <td>12/21/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1300</td>
      <td>O</td>
      <td>        42.56</td>
      <td>        10.00</td>
      <td>     42,550.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1300 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 28.2%</td>
      <td></td>
      <td></td>
      <td>        42.21</td>
      <td>        15.00</td>
      <td>           42,195.00</td>
      <td></td>
      <td>           355.00</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>32</td>
      <td>12/21/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>10</td>
      <td>RUT 19M1340</td>
      <td>O</td>
      <td>        65.13</td>
      <td>        10.00</td>
      <td>    (65,140.00)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1340 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 26.6%</td>
      <td></td>
      <td></td>
      <td>        64.95</td>
      <td>        15.00</td>
      <td>         (64,965.00)</td>
      <td></td>
      <td>         (175.00)</td>
      <td>       (1,226.50)</td>
      <td></td>
      </tr>
      <tr>
      <td>33</td>
      <td>12/21/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>20</td>
      <td>RUT 19M1350</td>
      <td>O</td>
      <td>        71.20</td>
      <td>        16.50</td>
      <td> (142,416.50)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1350 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 25.8%</td>
      <td></td>
      <td></td>
      <td>        70.80</td>
      <td>        30.00</td>
      <td>      (141,630.00)</td>
      <td></td>
      <td>         (786.50)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>34</td>
      <td>12/21/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1400</td>
      <td>O</td>
      <td>     108.98</td>
      <td>        10.00</td>
      <td>   108,970.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1400 Puts</td>
      <td></td>
      <td></td>
      <td colspan=”2″>RUT.INX</td>
      <td></td>
      <td></td>
      <td>     109.25</td>
      <td>        15.00</td>
      <td>        109,235.00</td>
      <td></td>
      <td>         (265.00)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>35</td>
      <td>12/28/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1240</td>
      <td>O</td>
      <td>        10.70</td>
      <td>        10.00</td>
      <td>     10,690.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1240 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 35.2%</td>
      <td></td>
      <td></td>
      <td>        10.75</td>
      <td>        15.00</td>
      <td>           10,735.00</td>
      <td></td>
      <td>            (45.00)</td>
      <td>           (526.50)</td>
      <td>close-out trade 21 DTE</td>
      </tr>
      <tr>
      <td>36</td>
      <td>12/28/2018</td>
      <td>15:30</td>
      <td>Buy</td>
      <td>20</td>
      <td>RUT 19M1290</td>
      <td>O</td>
      <td>        21.15</td>
      <td>        16.50</td>
      <td>    (42,316.50)</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1290 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 32.5%</td>
      <td></td>
      <td></td>
      <td>        21.05</td>
      <td>        30.00</td>
      <td>         (42,130.00)</td>
      <td></td>
      <td>         (186.50)</td>
      <td></td>
      <td></td>
      </tr>
      <tr>
      <td>37</td>
      <td>12/28/2018</td>
      <td>15:30</td>
      <td>Sel</td>
      <td>10</td>
      <td>RUT 19M1340</td>
      <td>O</td>
      <td>        38.61</td>
      <td>        10.00</td>
      <td>     38,600.00</td>
      <td>1</td>
      <td>RUT Jan 18 2019 1340 Puts</td>
      <td></td>
      <td></td>
      <td>RUT.INX</td>
      <td>IV = 29.8%</td>
      <td></td>
      <td></td>
      <td>        38.91</td>
      <td>        15.00</td>
      <td>           38,895.00</td>
      <td></td>
      <td>         (295.00)</td>
      <td></td>
      <td></td>
      </tr>
      </tbody>
      </table>
       

    • #13697

      Rahim Khataw
      Participant
      @crxboyz@hotmail.com
      Points: 122
      Rank: Newbie

      Got out of the trade with 20 DTE left on TOS.

      $890 profit excluding $48 in trading fees.

      RUT goes from $1491 to $1330 and still came out with a decent profit 😉

    • #13672

      Rahim Khataw
      Participant
      @crxboyz@hotmail.com
      Points: 122
      Rank: Newbie

      Got the 1340/1390/1440 fly on and up $940 so far. Might reset back to ATM again.

    • #13606

      Rahim Khataw
      Participant
      @crxboyz@hotmail.com
      Points: 122
      Rank: Newbie

      Rut was trading at $1491.22 in the morning. Bought 1420/1470/1520 for $7.00 debit. Delta -3.14, Theta 6.35

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