Thursday, June 8, 2017

+$15 Scratched ES Debit Put Spread

no Comey crash, reducing short delta in #SP500

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
6/8/2017 9:25 VERTICAL SELL -1 TO CLOSE /ESU7 1/50 JUN 17 (EOM) /EWM7 2435 PUT 20.5 3.75 LMT
BUY 1 TO CLOSE /ESU7 1/50 JUN 17 (EOM) /EWM7 2425 PUT 16.75 CREDIT
6/2/2017 15:45 VERTICAL BUY 1 TO OPEN /ESU7 1/50 JUN 17 (EOM) /EWM7 2435 PUT 19.5 3.25 LMT
SELL -1 TO OPEN /ESU7 1/50 JUN 17 (EOM) /EWM7 2425 PUT 16.25 DEBIT

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