Diversified Option Selling Portfolio - Options on Futures | futures.io
futures io futures trading


Diversified Option Selling Portfolio
Started: by myrrdin Views / Replies:33,074 / 682
Last Reply: Attachments:51

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 51  
 
Thread Tools Search this Thread
 

Diversified Option Selling Portfolio

  #31 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received


myrrdin View Post
Bought back USZ C160 with a profit of 24 %. Intend to sell USZ or USH calls again in the high 150s.

Best regards, Myrrdin

Back in the Bonds call trade, selling the USZ C170 at 0.17 . In my opinion, the upside is limited. Intend to hold the spread until a close above 160.

Best regards, Myrrdin

Reply With Quote
 
  #32 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received

Sold the SF C9, and intend to hold it until a close above 9.

For the US, I expect a gain in September until final yield, which will overcompensate possible acreage losses. Furthermore, supply from other countries is rising consistently. Chinese buying during the visit of their President in the US should be priced in.

Harvest pressure should increase soon.

Best regards, Myrrdin

Reply With Quote
 
  #33 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received



myrrdin View Post
Back in the Bonds call trade, selling the USZ C170 at 0.17 . In my opinion, the upside is limited. Intend to hold the spread until a close above 160.

Best regards, Myrrdin

Bought back USZ C170 for a profit of 23 %.

Best regards, Myrrdin

Reply With Quote
 
  #34 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received

Current positions of my option selling portfolio:


CH P340
CH C500
WH C600-800
BOH P24
SF C9

LHZ C75

SIH P14

CLZ C60-75
CLZ P35-25
CLF C60-75
NGZ C4.3
NGZ P2.25-2.18

I intend to buy back the CLZ strangle, and sell CLF P30 on a move down of the outright price.

Best regards, Myrrdin

Reply With Quote
 
  #35 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received

Futures Edge on FIO

myrrdin View Post
Sold the SF C9, and intend to hold it until a close above 9.

For the US, I expect a gain in September until final yield, which will overcompensate possible acreage losses. Furthermore, supply from other countries is rising consistently. Chinese buying during the visit of their President in the US should be priced in.

Harvest pressure should increase soon.

Best regards, Myrrdin

Bought back SF C9 for a small profit.

I am currently careful selling options in the grains & beans, as the October USDA report is approaching. This report is known for causing potentially large moves.

I am also considering buying back my corn & wheat options for the same reason.

Best regards, Myrrdin

Reply With Quote
 
  #36 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received

Sold a small lot (1/3 of normal lot size) of the ESZ P1300 at 3.5 yesterday before the close. Entered further orders at 5 and 6.5 to achieve a regular lot size in case the ES moves downwards towards its lows.

Best regards, Myrrdin

Reply With Quote
 
  #37 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received


myrrdin View Post
I intend to buy back the CLZ strangle, and sell CLF P30 on a move down of the outright price.

Bought back the CLZ strangle (profit 17 % / 81 % for puts / calls), and sold the CLF P30 to now hold a strangle in the January contract.

Best regards, Myrrdin

Reply With Quote
 
  #38 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received


myrrdin View Post
Current positions of my option selling portfolio:


CH P340
CH C500
WH C600-800
BOH P24
SF C9

LHZ C75

SIH P14

CLZ C60-75
CLZ P35-25
CLF C60-75
NGZ C4.3
NGZ P2.25-2.18

Bought back the NGZ C4.3 with a profit of 82 %.

Best regards, Myrrdin

Reply With Quote
 
  #39 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received

Added to the bean oil position, selling the BOH6 P26.

El Nino hurts palm oil increasingly, and, thus, prices for bean oil should not move downwards from current very low levels.

Best regards, Myrrdin

Reply With Quote
The following user says Thank You to myrrdin for this post:
 
  #40 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 782 since Nov 2014
Thanks: 1,140 given, 658 received


Sold again Live Cattle puts: LCG6 P120.

I am convinced that quarters end contributes to the severely lower prices today, and that the lows of today will hold.

Best regards, Myrrdin

Reply With Quote

Reply



futures io > > > > Diversified Option Selling Portfolio

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

Mastering Trading Pysychology w/Brett Steenbarger & Trading Technologies

Elite only

Spring Grains Outlook w/Sean Lusk @ Walsh Trading

Elite only

FIO Video Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

April

Process above all else w/Anthony Crudele @ Futures Radio Show

Elite only

Machine Learning - Quantitative Trading w/Martin Froehler @ Quantiacs

Elite only

Ask Me Anything w/Patrick Rooney @ Trading Technologies

Apr 18

Ask Me Anything w/FuturesTrader71

Apr 19

Machine Learning w/Kris Longmore

Elite only

Market Analysis w/Dave Forss

Apr 25

Introducing iSystems with Stage 5 Trading

Apr 27
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Webinar: Option Selling with and without insurance w/Carley Garner Big Mike Options on Futures 50 March 24th, 2015 05:52 PM
Portfolio Trader no erocla MultiCharts 1 November 27th, 2014 10:56 AM
"DTS" Diversified Trading System - Anybody out there!? ShaunG Vendors and Product Reviews 2 July 30th, 2014 05:54 AM
Diversified Trading Systems soch Vendors and Product Reviews 3 February 18th, 2013 09:12 PM
Portfolio Construction dgresens Psychology and Money Management 3 October 25th, 2012 03:33 AM


All times are GMT -4. The time now is 06:20 PM.

no new posts
Page generated 2017-03-22 in 0.11 seconds with 20 queries on phoenix via your IP 54.211.225.175