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Showing results 1 to 25 of 46
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Posts Made By:
dvbattul
Forum:
Options
September 14th, 2018, 06:38 AM
Replies:
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Sticky:
Selling Options on Futures?
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Posted By
dvbattul
On August 14, sold ESZ8/EWX8 2170P(-2) 1840P(+3)...
On August 14, sold ESZ8/EWX8 2170P(-2) 1840P(+3) for 4.6 at 109 DTE. On Sep 13, closed the positions at 2.3. 30 days held. MROI: 2.62% using 6xIM. (TOS IM was $549).
Forum:
Options
August 15th, 2018, 04:16 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
On August 14, sold ESZ8(EOM)/EW3X8 2170P(-2)...
On August 14, sold ESZ8(EOM)/EW3X8 2170P(-2) 1840P(+3) for 4.6 at 109 DTE. TOS IM $549.
Forum:
Options
August 5th, 2018, 05:34 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Trade
On July 17, sold ESZ8/EW3V8 2190P(-2) 1890P(+3) for 4.2 at 94 DTE. On Aug 3, closed the positions at 2.1. 17 days held. MROI: 2.09% using 5xIM. (TOS IM was $1288).
Forum:
Options
July 10th, 2018, 10:02 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
On June 7, sold ESU8 2160P(-2) 1850P(+3) for 4.1...
On June 7, sold ESU8 2160P(-2) 1850P(+3) for 4.1 at 106 DTE. On July 10, closed the positions at 2.1. 34 days held. MROI: 1.2% using 6xIM due to higher TOS IM.
Forum:
Options
July 7th, 2018, 05:47 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
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Posted By
dvbattul
TOS IM
My TOS showed credit of $217.5 and IM of $1267. Deltas with three decimal point precision were -3 and -1 exactly. Sorry for late reply.
Regards,
Dilip
Forum:
Options
July 2nd, 2018, 10:00 PM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Lower mROI for ES Ratio Spread
You are right but the mROI in the Excel file is calculated for ES, and not for SPX. The margin was assumed to be same as 6x$765 for all ES trades. ES premiums were approximately half of that for SPX....
Forum:
Options
June 30th, 2018, 09:58 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
SPX Ratio Spread Backtesting & ES Spread Estimate
I am attaching backtesting done on SPX from 2015 to 2018 on TOS for a ratio spread. TOS doesn't allow backtesting of ES and I have still not grasped the concepts of XLS SPAN; I will be working on it....
Forum:
Options
June 12th, 2018, 11:01 PM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Backtesting of ES ratio credit spread
Hi Ron,
I am on Thinkorswim platform since 2007 and it is very difficult to backtesting. I papertraded ES ratio credit spread on weeklys for 15 DTE for 6 months. They worked well. So, I went live...
Forum:
Options
June 12th, 2018, 04:15 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Minor correction->ES ratio credit spread
Correction->I feel if ES comes down slowly, the long put option premium will erode less than that of the short put option giving a profit to the position. Only when ES falls sharply, both puts'...
Forum:
Options
June 11th, 2018, 08:41 PM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
ES Ratio Credit spread at 90-100 DTE?
I traded ES ratio credit spread as mentioned in the book by James Cordier for two years from 2016 till Feb 2018 using weeklys. I stopped it as it required too much monitoring when the trade is on...
Forum:
Options
June 8th, 2018, 08:34 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Just trying to help fellow forum member
Hi Jefforey,
As GoldenRatio has written, I was just trying to help you on the option symbol query. If you see various posts in this forum, you will notice that many forum members chip in and try to...
Forum:
Options
June 7th, 2018, 10:29 PM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Symbols of contracts
Hi Jefforey,
You had asked similar questions sometime ago about as option symbol. Actually, the trading platform indicates the symbols for all option chains. I think your platform doesn't display...
Forum:
Options
June 7th, 2018, 05:38 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Trade
On May 18, sold EWQ8 2090P(-2) 1780P(+3) for 4.2 at 106 DTE. On June 6, closed the positions at 2.1. 18 days held. mROI: 2.6% using 6xIM.
Regards,
Dilip
Forum:
Options
May 15th, 2018, 08:00 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Strategy
Hi KySt,
Ron has done a great job by giving examples and strategy parameters throughout the thread as the changes took place. A few others have also given their inputs.
I can mention just entry...
Forum:
Options
May 12th, 2018, 06:27 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Trade and new position/
On May 1, sold EW3Q8 1990P(-2) 1690P(+3) for 4.6 at 108 DTE. On May 11, closed the positions at 2.3. 10 days held. mROI:5.2% using 6xIM.
Did not put new position as want to wait for down-day but...
Forum:
Options
April 8th, 2018, 01:42 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Sorry, exiting after 30 days not correct
Thanks, Ron for pointing out my mistake. Yes, the rule says exit at 50% drop in premium.
I had made a note based on your Excel file that averaged days the spread was held were 27 days for one long...
Forum:
Options
April 6th, 2018, 10:45 PM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Supposed to exit after 30 days?
Hi Babak,
I thought after 30 days you are supposed to exit as the premium for long option will erode faster. I did not have any trade then, so not sure how the premiums changed.
Regards,
Dilip
Forum:
Options
April 5th, 2018, 07:04 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
New trades?
Hi,
For the past few days, SPX has been flirting with 200-day MA which is considered a brick wall. It traded below it also. If two lower highs and two lower lows are formed below 200 MA, then...
Forum:
Options
April 1st, 2018, 11:15 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Initial cash and drawdown
Hi,
Ron has given many examples in the thread especially in jpg format where you can see how the premium changes. There are some Excel files too on the old strategy.
In case of backtesting of 25...
Forum:
Options
April 1st, 2018, 05:19 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
MROI
Hi Ron,
I refer to your posts #6474, #6476 where you mentioned MROI. As I am newbie, please let me know if my calculations given below are correct.
Your profit without commission was 1.5x50= $75....
Forum:
Options
March 31st, 2018, 12:18 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Brokerage?
Hi Ron,
I see that some of you, including you, are with DeCarley Trading. DeCarley Trading website mentions $3.5 per option for the self-directed online. So, RT cost is $7 per option. You had...
Forum:
Options
March 22nd, 2018, 03:49 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Where is the backtest/analysis for this strategy?
Hi Ron,
I am returning to this great forum after few months. I shall be grateful if you could let me know the page number where backtest of the above-mentioned strategy is done after which you...
Forum:
Options
December 25th, 2016, 09:49 PM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Exit criteria
Hi Ron,
In my post in which I quoted your post, you were replying that exit it based on 50% drop from initial premium. It was suggested in another post ->"why not exit also when premium increases by...
Forum:
Options
December 25th, 2016, 01:36 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Exit also at Acct Balance =100%?
Hi Ron,
This is about exit. Should we not exit also when Acct Balance =100%? Is not this similar to margin call? When this happens, your drawdown may not be small. But I think it is better than big...
Forum:
Options
September 8th, 2016, 09:57 AM
Replies:
7,370
Sticky:
Selling Options on Futures?
Views:
1,951,150
Posted By
dvbattul
Stop orders
Yes, Ron. Thinkorswim allows stop order and also OCO consisting of profit/loss together on stock/option/spreads.
Showing results 1 to 25 of 46
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