+$180, Gold Naked Put Expired worthless

12/16/2016 10:42

SINGLE

SELL

-1

TO OPEN

GLD

17-Feb-17

113

PUT

-$340 /ES Collect theta along the upper bound of the regression channel #4

#4  -$340

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/16/2017 8:43	SINGLE	BUY	1	TO CLOSE	/ESH7 1/50 MAR 17	/ESH7	2385	CALL	9	9	LMT
2/9/2017 10:51	SINGLE	SELL	-1	TO OPEN	/ESH7 1/50 MAR 17	/ESH7	2385	CALL	2.3	2.3	LMT

-------------------------------------------------------------------------------------------------------------------------

#3  +$75

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/2/2017 11:26	SINGLE	BUY	1	TO CLOSE	/ESH7 1/50 FEB 17 (Wk3)	/EW3G7	2365	CALL	0.35	0.35	LMT
1/25/2017 11:14	SINGLE	SELL	-1	TO OPEN	/ESH7 1/50 FEB 17 (Wk3)	/EW3G7	2365	CALL	2	2	LMT

-------------------------------------------------------------------------------------

#2 +$75

1/18/2017 10:25	SINGLE	BUY	1	TO CLOSE	/ESH7 1/50 JAN 17 (EOM)	/EWF7	2305	CALL	1.2	1.2	LMT
1/13/2017 15:49	SINGLE	SELL	-1	TO OPEN	/ESH7 1/50 JAN 17 (EOM)	/EWF7	2305	CALL	2.8	2.8	LMT

----------------------------------------------------------------------------------------------

#1 +$94

1/12/2017 11:09	1	TO CLOSE	/ESH7 1/50 JAN 17 (Wk3)	/EW3F7	2300	CALL	0.8	0.8	LMT
1/5/2017 14:42	-1	TO OPEN	/ESH7 1/50 JAN 17 (Wk3)	/EW3F7	2300	CALL	2.8	2.8	LMT

-----------------------------------------------------------------------------------------------

$140 Take Profit & New Entry

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/15/2017 11:24	SINGLE	SELL	-1	TO OPEN	/CLM7 1/1000 JUN 17	/LOM7	40	PUT	0.15	0.15	LMT
2/15/2017 11:19	SINGLE	BUY	1	TO CLOSE	/CLK7 1/1000 MAY 17	/LOK7	40	PUT	0.06	0.06	LMT

Long Delta and Positive Theta in Silver #3

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/14/2017 9:35	SINGLE	SELL	-1	TO OPEN	SLV	30-Jun-17	17	PUT	0.93	0.93	LMT

Long Delta and Positive Theta in Silver #2

#2 

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/3/2017 9:51	SINGLE	SELL	-1	TO OPEN	SLV	19-May-17	16	PUT	0.52	0.52	LMT

-------------------------------------------------------------------------------------------------------------------------

#1 +$10

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/3/2017 9:41	CUSTOM	BUY	1	TO CLOSE	SLV	17-Mar-17	16	CALL	0.79	0.53	LMT
		SELL	-1	TO CLOSE	SLV	17-Mar-17	16.5	CALL	0.5	DEBIT
		BUY	1	TO CLOSE	SLV	17-Mar-17	16	PUT	0.24

/ES Collect theta along the upper bound of the regression channel #3 +$75

#3  +$75

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/2/2017 11:26	SINGLE	BUY	1	TO CLOSE	/ESH7 1/50 FEB 17 (Wk3)	/EW3G7	2365	CALL	0.35	0.35	LMT
1/25/2017 11:14	SINGLE	SELL	-1	TO OPEN	/ESH7 1/50 FEB 17 (Wk3)	/EW3G7	2365	CALL	2	2	LMT

-------------------------------------------------------------------------------------

#2 +$75

1/18/2017 10:25	SINGLE	BUY	1	TO CLOSE	/ESH7 1/50 JAN 17 (EOM)	/EWF7	2305	CALL	1.2	1.2	LMT
1/13/2017 15:49	SINGLE	SELL	-1	TO OPEN	/ESH7 1/50 JAN 17 (EOM)	/EWF7	2305	CALL	2.8	2.8	LMT

----------------------------------------------------------------------------------------------

#1 +$94

1/12/2017 11:09	1	TO CLOSE	/ESH7 1/50 JAN 17 (Wk3)	/EW3F7	2300	CALL	0.8	0.8	LMT
1/5/2017 14:42	-1	TO OPEN	/ESH7 1/50 JAN 17 (Wk3)	/EW3F7	2300	CALL	2.8	2.8	LMT

-----------------------------------------------------------------------------------------------

VIX Algo with Defined Risk: First Profit +$29

Decided to cover it because of extreme VIX lows; VIX ~ 20 is good for another trade.

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