Platinum vs Gold pair trade

Exec Time

Spread

Side

Qty

Pos Effect

Symbol

Exp

Strike

Type

Price

Net Price

Order Type

Pair

-240.5

3/2/2017 10:47

FUTURE

SELL

-1

TO OPEN

/GCJ7

17-Apr

FUTURE

1242.2

1242.2

MKT

3/2/2017 10:47

FUTURE

BUY

2

TO OPEN

/PLJ7

17-Apr

FUTURE

1001.7

1001.7

MKT

SLV: More Positive Delta & Theta (#5); Converting to Credit Spreads

Trades:

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/24/2017 10:09	SINGLE	BUY	1	TO OPEN	SLV	19-May-17	14	PUT	0.03	0.03	LMT
2/24/2017 10:06	VERTICAL	SELL	-1	TO OPEN	SLV	21-Jul-17	17.5	PUT	1.02	0.74	LMT
		BUY	1	TO OPEN	SLV	21-Jul-17	15.5	PUT	0.28	CREDIT

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

Position: 

None (using Beta Weighing on 'SLV')
Instrument	Qty	Days	Strike	Trade Price	Mark	Delta	Theta	Gamma	Vega	P/L Day	P/L Open	BP Effect
SLV						117.06	0.92	-52.77	-10.51	$12.00	$61.00	($1,081.28)
ISHARES SILVER TRUST	0			0	17.3701	0	0	0	0	$0.00	$0.00
100 19 MAY 17 14 PUT	1	84	14	0.03	0.025	-2.99	-0.08	3.3	0.58	($0.50)	($0.50)
100 19 MAY 17 16 PUT	-1	84	16	0.52	0.195	19.06	0.28	-15.5	-2.29	$2.50	$32.50
100 16 JUN 17 16.5 PUT	-1	112	16.5	0.47	0.425	30.48	0.31	-17.18	-3.39	$4.50	$4.50
100 (Weeklys) 30 JUN 17 17 PUT	-1	126	17	0.93	0.68	40.19	0.32	-17.67	-3.96	$6.00	$25.00
100 21 JUL 17 15.5 PUT	1	147	15.5	0.28	0.265	-18.5	-0.22	10.96	2.96	($1.50)	($1.50)
100 21 JUL 17 17.5 PUT	-1	147	17.5	1.02	1.01	48.81	0.31	-16.68	-4.41	$1.00	$1.00

Long Nat Gas: New Entry

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/23/2017 11:36	SINGLE	SELL	-1	TO OPEN	/NGK7 1/10000 MAY 17	/ONK7	2.25	PUT	0.011	0.011	LMT

Silver: One more SLV Naked Put (#4)

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
2/23/2017 9:34	SINGLE	SELL	-1	TO OPEN	SLV	16-Jun-17	16.5	PUT	0.47	0.47	LMT

+$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