Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | VIX | DTE | ROC per year |
2/1/2017 10:56 | VERTICAL | BUY | 1 | TO CLOSE | VXX | 19-Jan-18 | 32 | CALL | 2.63 | 0.35 | LMT | 11.7 | 352 | 0.398302 |
SELL | -1 | TO CLOSE | VXX | 19-Jan-18 | 35 | CALL | 2.28 | DEBIT |
Wednesday, February 1, 2017
VIX Algo with Defined Risk: First Profit +$29
Decided to cover it because of extreme VIX lows; VIX ~ 20 is good for another trade.
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