How to calculate and trade Simple Crack Spread using RBOB and WTI Futures.
When a pair trade goes wrong and martingale doesn't help one has to use theta to save the game.
Monday 6/25/18
Trade Update: Scaled in @16.54 and sold 4 /CLQ8 65 Puts
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | |
| Crack | ||||||||||||
| 16.5358 | ||||||||||||
| 6/25/2018 10:41 | FUTURE | SELL | -1 | TO OPEN | /CLQ8 | 18-Aug | FUTURE | 68.51 | 68.51 | MKT | ||
| 6/25/2018 10:41 | FUTURE | BUY | 1 | TO OPEN | /RBQ8 | 18-Aug | FUTURE | 2.0249 | 2.0249 | LMT | ||
| 6/23/2018 10:40 | SINGLE | SELL | -1 | TO OPEN | /CLQ8 1/1000 AUG 18 | /LOQ8 | 65 | PUT | 0.48 | 0.48 | LMT | |
| 6/24/2018 10:40 | SINGLE | SELL | -2 | TO OPEN | /CLQ8 1/1000 AUG 18 | /LOQ8 | 65 | PUT | 0.48 | 0.48 | LMT | |
| 6/25/2018 10:40 | SINGLE | SELL | -1 | TO OPEN | /CLQ8 1/1000 AUG 18 | /LOQ8 | 65 | PUT | 0.48 | 0.48 | LMT | |
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