1 - Options Trades as Long Term Investments

Martin Mansour Rank: 42 Followers: 16 Votes: 3 Years Member: 12 Last Update: 17 October 2017, 20:19 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.
Aug 17th:
*** Market Breadth is weakening. Getting very close to a sell signal on the A/D line (see last chart on page 1)
**Recent Trades:
Tues May 9th: Did a pairs trade: long IWM (517 sh), short SPY (300 sh) @ net credit $305. Exit @ limit $500 net credit.
6/15: CL (Crude Oil): sold Aug 43Put & Sep 42Put
6/14: SHOP: Sold January 80P-100C (strangle); 6/26: SHOP: Bought Vertical January 80-100 Call Spd
6/29: FB: Sold to Open Sep 145Put; 7/03: AFSI - STO August 15P;
7/10: QQQ Hedge: BTO Sep 138-130 Put Spd; 7/11: ULTA - BTO Jan 250-260 Call spd
7/13: IYR: STO Jan 80-60 Put Spd (sold 80, bot 60); NTES: BTO Sep 300-310 Call Spd;
7/14: NTES: BTO Aug 300-310 Call Spd; BX: BTO Dec. 30-35 Call Spd; STO July 33.5 Put
7/14: SPX; BTO Sep 08/ Aug11 Dbl Calendar Spread (2425 & 2465)
8/01: BTO PAYC NOV 70-80 Call Spd;
8/02: BTO MZOR FEB 35-50 Call Spd; BTO TTWO Sep & Dec Call Spds;
8/10: BTC crude oil strangles; BTO RUT Oct 1280-1480 strangle; BTO SRS Oct 37Put
8/14: closed (BTC) RUT 1480 short call


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

! * .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

! *$SPX - 1 hour, Correlations: Stocks, Bonds, Yen, Dollar, Gold, Oil. Elder Impulse

2016-2017: Selling Option Premium in Futures: Gold (/GC); Bonds (/ZB); Crude Oil (/CL); S&P's (/ES).
Selling Strangles, Puts & Calls -- Managing the Risk with Delta Hedging.

April12, 2017 - Volatility has been spiking recently. Safe-haven assets; Gold, Bonds, Yen are rallying.

! *$SPX - 10 minute - correlations

! *$VVIX - Daily; 'VIX of the VIX' -- implied volatility of VIX Options

$VIX measures the implied volatility of options on the SPX index

$VVIX (this chart) measures the implied volatility of options on the VIX index - (these are priced off /VX futures).
When this is high people are buying protection with VIX options.

11/18: When Volatility is LOW, I'm buying SPX Calendar Spreads (Delta .40, short 30 day/long 60 day)
exit @ +10%.

! - $ ..NYAD - NYSE Advance-Decline line - Weekly Cumulative, 1024

Breadth is strong.
Watch the 80-line (on the Stocastics 60 period) for the next sell signal. This is a very good signal.

! - $ .NYAD - NASDAQ Advance-Decline line - Weekly Cumulative

! - $ .NYAD - NYSE Advance-Decline Line 'Slo Sto 60' signal; McClellan Oscillator

**Slow Stocastic, 60 period: this is a great signal for when to lower risk or add risk in a portfolio. **
Aug 17th: Getting very close to a sell signal
Aug 10, 2017: McClellan Oscillator is OVERSOLD; also Sto 14 is oversold
4/1/17: Market Breadth is still strongly positive. Holding Longs

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