by Tom Nunamaker | Sep 16, 2014 | Options trading, Trading
I updated my trades in SPX, RUT and 6E futures options. The RUT call credit spread was +$850 in one day! I'm trying to close it on Tuesday. SPX is drifting lower but we are negative delta so that's ok. 6E is going sideways which will help us; however, volatility keeps...
by Tom Nunamaker | Sep 14, 2014 | Options trading, Trading
I updated my trades in SPX, RUT and 6E futures options. I had to adjust the near term SPX trade to flatten the T+0 line a bit but the trade is still in great position. The RUT is a weekly trade…a call credit spread and the 6E futures options (on the EURUSD) is...
by Tom Nunamaker | Sep 12, 2014 | Options trading, Trading
Len Yates, founder and CEO of OptionVue International, was our guest last night on the Round Table. Len showed us the latest volatility modeling he's implemented into OptionVue software that more accurately simulates the volatility changes that occur in a stock before...
by Tom Nunamaker | Sep 12, 2014 | Options trading, Trading
The EURUSD is starting to consolidate, which will help our put credit spread position. The short delta is -7.9 so we're in pretty good shape. SPX continues to stay near 2000 which is helping all of the butterfly positions. Over all slight negative delta with good...
by Tom Nunamaker | Sep 11, 2014 | Options trading, Trading
I closed the SPX butterfly expiring this week for a $70 credit ($5 in commissions), so the net was +$1287 in profit. The 6E futures options position is now at a -10 delta with two new contracts added today. Cash at expiration is +$700 but we have nearly two months to...
by Tom Nunamaker | Sep 10, 2014 | Options trading, Trading
The EURUSD had a strong reversal today, gaining back close to 100 pips from the low of the day. The 6E futures options position was morphed into a put credit spread at a lower delta (from -23.5 delta to -9.5 delta). I increased the size 50% to have a net credit at...
