Открытие сделки на фьючерсах на австралийский доллар 6A, на живой скот LE, на английский фунт 6B, на японскую йену 6J (rollover)
Закрытие сделки на фьючерсах на сою ZS, на австралийский доллар 6A
open 5/15_6A_(4H)
sell PUT 1.01 (JUN 13)
trgt=50%
stop on break 1.01
mrkt=0.0048
exit 5/11_ZS
closed short PUT 1360 (MAY 13)
take profit
mrkt=5.5
It was open on 3 may at mrkt=11.0
P&L = $275 on 1 opt
{сгорело 50% премии}
open 5/16_LE_(4H)
sell PUT 119 (JUN 13)
trgt=50%
stop on break 119
mrkt=0.75
open 5/17_6B_(4Ho)
sell CALL 157 (JUN 13)
trgt=50%
stop on break 1.57
mrkt=0.0037
exit 5/15_6A
closed short PUT 1.01 (JUN 13)
stop
mrkt=0.0098
It was open on 9 may at mrkt=0.0048
P&L = -$500 on 1 opt
{сработал стоп по росту премий и уровню страйка}
exit 5/13_6J
closed short PUT 990 (JUN 13)
stop
mrkt=0.000138
It was open on 7 may at mrkt=0.000074
P&L = -$800 on 1 opt
{сработал стоп по росту премий, уход на rollover}
open 5/18_6J_(4H) rollover
sell strangle
CALL 1015 (JUN 13)
PUT 0975 (JUN 13)
trgt=50%
stop on break 1015 or 975
mrkt=0.000148
Закрытие сделки на фьючерсах на сою ZS, на австралийский доллар 6A
open 5/15_6A_(4H)
sell PUT 1.01 (JUN 13)
trgt=50%
stop on break 1.01
mrkt=0.0048
exit 5/11_ZS
closed short PUT 1360 (MAY 13)
take profit
mrkt=5.5
It was open on 3 may at mrkt=11.0
P&L = $275 on 1 opt
{сгорело 50% премии}
open 5/16_LE_(4H)
sell PUT 119 (JUN 13)
trgt=50%
stop on break 119
mrkt=0.75
open 5/17_6B_(4Ho)
sell CALL 157 (JUN 13)
trgt=50%
stop on break 1.57
mrkt=0.0037
exit 5/15_6A
closed short PUT 1.01 (JUN 13)
stop
mrkt=0.0098
It was open on 9 may at mrkt=0.0048
P&L = -$500 on 1 opt
{сработал стоп по росту премий и уровню страйка}
exit 5/13_6J
closed short PUT 990 (JUN 13)
stop
mrkt=0.000138
It was open on 7 may at mrkt=0.000074
P&L = -$800 on 1 opt
{сработал стоп по росту премий, уход на rollover}
open 5/18_6J_(4H) rollover
sell strangle
CALL 1015 (JUN 13)
PUT 0975 (JUN 13)
trgt=50%
stop on break 1015 or 975
mrkt=0.000148
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