1 - Options Trades as Long Term Investments

Martin Mansour Rank: 50 Followers: 13 Votes: 0 Years Member: 12 Last Update: 16 March 2018, 10:17 Categories: Trade Reporting
Market Breadth Analysis

Multi-Part Options Trades. My personal positions & investments.
Get a Price Discount & Reduce Risk -- by combining options and selling some premium.
Options Income Trades - Short Strangles on SPX (/ES futures) when volatility spikes; Lately have been selling premium in the Bond Futures (ZB), Gold (GC) & Oil (CL) because they're less correlated to stocks.
Market Breadth: McClellan Oscillator, Summation Index; $VIX , Put-Call Ratio, Advance-Decline, $TICK, $TRIN.
** FUTURES -- selling premium (short options for income) in Bonds ZB: and Crude Oil CL; some tail-risk hedges are in place.
PORTFOLIO HEDGE: long QQQ March 168 Puts @ $4.40
**Recent Trades:


! * . Bond Trade: NOB: notes / bonds - Spread Trade

The first two charts are the Notes/Bond trade.

Notes are 10 year government Bonds (ETF: IEF); (Futures: ZN)
Bonds are 30 year government Bonds (ETF: TLT) (Futures: ZB)

NOTES and BONDS are highly correlated. (they trade together over 90% of the time)
When the pair diverge, trade the pair for a reversion to the mean (back to neutral)

*-Dec 17th - Long NOB spd: LONG /ZN; SHORT /ZB; 12/18 Closed NOB spread

-Nov 16th pre-market: LONG NOB Spread: sold /ZB, bought /ZN
Nov 29th: EXITED

Nov 8th: Bonds (blue line) were much higher than Notes.
-Sold short the Bonds; Bought the Notes
sold /ZB, bought /ZN


! * . Bond Trade: NOB: notes / bonds Spread Trade

this chart plots the Notes - the Bonds on one chart.
Long the Spread : buy notes, sell bonds
Short the spread: sell notes, buy bonds
12/17: Long; 12/18 Closed

November 8th: I went long the spread
Nov 10th: exited

The Futures trade overnight, so they're easier to trade. (no gaps)
The Futures have a very low capital requirement, and are taxed favorably (60% long term; 40% short term)

! * . Bond Trade: NOB: rates TYX - TNX - 1 hour

! * . Bond Trade: NOB: rates TYX - TNX - daily

! * ..VIX - w/ SPX, VXX & XIV

! * ..VIX - w/ VXN, RVX, OVX

! * .^CBOE E-Mini S&P 500 - Mar 2018 (EOD) (^ESH18)

! * .VIX - 2 Hour

! * .VXN - 2 Hour (Nasdaq VIX)

2 Hour chart of the Nasdaq's VIX. Implied Volatility of 30 DAY options on the $NDX

! * UVXY - 2 hour Candlesticks, 1024

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