| Position Statement on 10/30/15 12:18:18 | |||||||||
| using Beta Weighing on '/CL' | |||||||||
| Instrument | Qty | Days | Strike | Trade Price | Mark | Delta | Theta | Vega | BP Effect |
| /CL | 1051.43 | 110.53 | -111.28 | -$14,419.00 | |||||
| Crude Oil Futures,Dec-2015,ETH | 0 | 21 | 0 | 46.16 | 0 | 0 | 0 | ||
| 1/1000 DEC 15 /LOZ5 34 PUT | 4 | 18 | 34 | 0.035 | 0.02 | -36.91 | -17.05 | 10.53 | |
| 1/1000 DEC 15 /LOZ5 40 PUT | -1 | 18 | 40 | 0.25 | 0.16 | 72.89 | 17.41 | -14.64 | |
| 1/1000 DEC 15 /LOZ5 42.5 PUT | -1 | 18 | 42.5 | 0.43 | 0.43 | 175.99 | 29.34 | -27.29 | |
| 1/1000 DEC 15 /LOZ5 44.5 PUT | -1 | 18 | 44.5 | 1.12 | 0.93 | 324.92 | 38.89 | -37.92 | |
| 1/1000 DEC 15 /LOZ5 46.5 PUT | -1 | 18 | 46.5 | 2.1 | 1.8 | 514.54 | 41.94 | -41.96 | |
| /NG | 8.58 | 10.36 | -22.21 | -$1,217.00 | |||||
| Natural Gas Futures,Jan-2016,ETH | 0 | 60 | 0 | 2.421 | 0 | 0 | 0 | ||
| 1/10000 JAN 16 /ONF6 1.95 PUT | -1 | 59 | 1.95 | 0.041 | 0.045 | 8.58 | 10.36 | -22.21 | |
| Totals | 1060.01 | 120.89 | -133.49 | -$15,636.00 |
Friday, October 30, 2015
Second Cycle: Base Positions
With 18 days left to the expiration of second cycle the base positions are all established now. I still can try SP500 scalping.
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