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Diversified Option Selling Portfolio
Started:September 6th, 2015 (11:22 AM) by myrrdin Views / Replies:28,674 / 618
Last Reply:January 11th, 2017 (12:57 PM) Attachments:43

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Diversified Option Selling Portfolio

Old   #31 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 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

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Old   #32 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 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

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Old   #33 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 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

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Old   #34 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 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

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Old   #35 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 received

Futures Edge on FIO

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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

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Old   #36 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 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

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Old   #37 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 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

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Old   #38 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 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

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Old   #39 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 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

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The following user says Thank You to myrrdin for this post:
 
Old   #40 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, Vantage, Trade Navigator
Broker/Data: DeCarley, RJO
Favorite Futures: Commodities
 
Posts: 716 since Nov 2014
Thanks: 1,068 given, 585 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

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