14. Trade

Current price: 169.79 +1.20(0.71%) 

 1x Call Credit Spread (173/175 Expiration 17th August)

173.00    SPY130817C00173000    0.27    Up 0.04    0.28    0.29    12,671    78,155
175.00    SPY130817C00175000    0.08    Up 0.02    0.07    0.08    2,799    96,525

 0.28$ -  0.08$ = 0.20$

20$ - 2$ = 18$

-67$ + 18$ =  -49$

Blocked margin:       2400$ (61%)
Margin available:     1500$
PnL:                      -49$  (- 1.26%)




 
A account || Available margin 1500$/2700$
4x Call Credit Spread 171/173 (Expiration 17th August)
1x Call Credit Spread 174/176 (Expiration 17th August)
1x Call Credit Spread 175/177 (Expiration 17th August)
2x Put Credit Spread 160/158 (Expiration 17th August)
2x Put Credit Spread 163/161 (Expiration 17th August)
2x Put Credit Spread 156/154 (Expiration 21th September)

B account || Available margin 1000$/1200$
6x Call Credit Spread 173/175 (Expiration 17th August)
1x Put Credit Spread 162/160 (Expiration 17th August
2x Put Credit Spread 161/159 (Expiration 17th August

 _______________________________________________
 12x Call Credit spreads || 9x Put Credit spreads

13. Trade

Current price: 168.37 -0.77(0.46%)

2x Put Credit Spread (161/159 Expiration 17th August)
 
161.00    SPY130817P00161000    0.39    0.08    0.39    0.40    2,466    77,378
159.00    SPY130817P00159000    0.25    0.06    0.26    0.27    122,655    90,581

 0.39 - 0.27 = 0.12$

2x (12$ -2$) = 20$

2x Put Credit Spread ( 156/154 Expiration 21th September)

156.00    SPY130921P00156000    0.80    Up 0.14    0.78    0.79    1,900    77,774
154.00    SPY130921P00154000    0.63    Up 0.11    0.61    0.62    2,781    28,309

0.78 - 0.62 = 0.16$

2x ( 16$ - 2$) = 28$

-115$ + 20$ + 28$ = -67$

Blocked margin:       2200$ (56%)
Margin available:     1700$
PnL:                      -67$  (- 1.71%) 

A account || Available margin 1500$/2700$
4x Call Credit Spread 171/173 (Expiration 17th August)
1x Call Credit Spread 174/176 (Expiration 17th August) 
1x Call Credit Spread 175/177 (Expiration 17th August)
2x Put Credit Spread 160/158 (Expiration 17th August)
2x Put Credit Spread 163/161 (Expiration 17th August) 
2x Put Credit Spread 156/154 (Expiration 21th September)
 
B account || Available margin 1000$/1200$
5x Call Credit Spread 173/175 (Expiration 17th August)
1x Put Credit Spread 162/160 (Expiration 17th August
2x Put Credit Spread 161/159 (Expiration 17th August
 
 _______________________________________________
 11x Call Credit spreads || 9x Put Credit spreads
 

12. Trade

Current price: 169.14 0.36(0.21%)

2x Put Credit Spread => 163/161

163.00    SPY130817P00163000    0.47    Up 0.05    0.46    0.47    25,646    137,910
161.00    SPY130817P00161000    0.31    Up 0.04    0.29    0.32    18,891    73,795
 
 2x (0.46 - 0.32 = 0.14$ || 14$ -2$ = 12$) = 24$

-139$ + 24$ = -115$

Blocked margin:       2200$ (56%)
Margin available:     1700$
PnL:                      -115$  (- 2.98%) 

A account
4x Call Credit Spread 171/173 (Expiration 17th August)
1x Call Credit Spread 174/176 (Expiration 17th August) 
1x Call Credit Spread 175/177 (Expiration 17th August)
2x Put Credit Spread 160/158 (Expiration 17th August)
2x Put Credit Spread 163/161 (Expiration 17th August) 


B account
5x Call Credit Spread 173/175 (Expiration 17th August)
1x Put Credit Spread 162/160 (Expiration 17th August
 _______________________________________________
 11x Call Credit spreads || 5x Put Credit spreads
  

11. Trade

Current price: 169.50 0.33(0.20%) => Call credit spread 174/176

174.00    SPY130817C00174000    0.32    Down 0.13    0.30    0.32    13,173    44,430
176.00    SPY130817C00176000    0.12    Down 0.09    0.11    0.12    54,104    67,720

 0.30 - 0.12 = 0.18$

18-2= 16$

-155$ + 16$ = -139$

Blocked margin:       2200$ (56%)
Margin available:      1700$
PnL:                      -139$  (- 3.56%) 

A account
4x Call Credit Spread 171/173 (Expiration 17th August)
1x Call Credit Spread 174/176 (Expiration 17th August) 
1x Call Credit Spread 175/177 (Expiration 17th August)
2x Put Credit Spread 160/158 (Expiration 17th August)


B account
5x Call Credit Spread 173/175 (Expiration 17th August)
1x Put Credit Spread 162/160 (Expiration 17th August)   

10. Trade

Current price: 168.94 0.07(0.04%) => Call credit spread 175/177

                                                           =>  Put credit spread  162/160

175.00    SPY130817C00175000    0.25    Down 0.03    0.25    0.26    1,727    55,851
177.00    SPY130817C00177000    0.11    Down 0.02    0.11    0.12    2,892    27,352

1 call credit spread = 0.25 - 0.12 = 0.13$

13$ - 2$= 11$




162.00    SPY130817P00162000    0.51    Down 0.15    0.50    0.51    24,854    111,482
160.00    SPY130817P00160000    0.34    Down 0.13    0.34    0.35    18,047    199,072


1 put credit spread =0.50 -0.35 = 0.15$

15$ - 2$= 13$
-179$ + 11$ + 13$ = -155$

Blocked margin:       2000$ (51%)
Margin available:      1900$
PnL:                      -155$  (- 3.97%)


A account
4x Call Credit Spread 171/173 (Expiration 17th August)
1x Call Credit Spread 175/177 (Expiration 17th August)
2x Put Credit Spread 160/158 (Expiration 17th August)


B account
5x Call Credit Spread 173/175 (Expiration 17th August)
1x Put Credit Spread 162/160 (Expiration 17th August) 

9. Trade

Current price: 168.15 0.65(0.39%) 

closing
 4x Call Credit Spread 168/170 (Expiration 20th July)

Buying back
168.00    SPY130720C00168000    1.04    Up 0.21    1.02    1.04    66,292    90,350

Selling bought:
170.00    SPY130720C00170000    0.26    Up 0.01    0.26    0.27    31,521    169,319







0.26-1.04= -0.78

4x (-78-2)= -360

PnL: 27$ - 360$ =  -387$

 New call credit spreads:
 1x
171.00    SPY130817C00171000    1.26    0.14    1.25    1.27    17,649    28,382
173.00    SPY130817C00173000    0.69    0.09    0.67    0.69    3,803    38,114 

1.25 - 0.69 = 0.56

56$ - 2$ = 54$

4x
173.00    SPY130817C00173000    0.69    0.09    0.67    0.69    3,803    38,114
175.00    SPY130817C00175000    0.35    0.04    0.34    0.36    31,393    36,950

0.67-0.36= 0.31

4x (31$ - 2$) = 119$


2x Put Credit spread
160.00    SPY130817P00160000    0.59    0.14    0.57    0.58    11,520    154,713
158.00    SPY130817P00158000    0.41    0.10    0.39    0.42    693    115,748

0.57 - 0.42 = 0.15

2x (15$-2$)= 26$

-378$ + 54$ + 119$ + 26$ = -179$

Blocked margin:       1800$ (46%)
Margin available:     2100$
PnL:                           -179$


1.st  account
4x Call Credit Spread 171/173 (Expiration 17th August)
2x Put Credit Spread 160/158 (Expiration 17th August)

2.nd account
5x Call Credit Spread 173/175 (Expiration 17th August) 



 

8. Trade

Current price: 167.26 2.07(1.25%) 

2x RT 20th July


Buying back 
167.00    SPY130720C00167000    1.36    0.85    1.38    1.39    63,213    110,840



Selling bought:
169.00    SPY130720C00169000    0.47    0.34    0.47    0.48    26,252    69,853 

-1.39 + 0.47 = 0.92

2x 92$ + 2x 2$ = 186


1x RT 26 July

Buying back 
167.00    SPY130726C00167000    1.79    0.90    1.78    1.80    13,818    6,263


Selling bought:
169.00    SPY130726C00169000    0.81    0.49    0.83    0.85    3,601    5,110

-1.80 + 0.83 = 0.97

97$ + 2$ = 99$

PnL 143$ - 186$ - 99$ =  -142$


 New contracts

3x
171.00    SPY130817C00171000    1.04    Up 0.50    1.06    1.07    10,278    24,980
173.00    SPY130817C00173000    0.55    Up 0.30    0.55    0.56    10,557    33,140

1.06 - 0.56 = 0.50$

3 x (50$ -2$ ) = 144$

173.00    SPY130817C00173000    0.55    Up 0.30    0.55    0.56    10,557    33,140
175.00    SPY130817C00175000    0.28    Up 0.17    0.27    0.28    17,519    43,765

0.55 - 0.28 = 0.27

27$ - 2$ = 25$

PnL -142 + 144 + 25 =  27$


Blocked margin:       1600$ (41%)
Margin available:      1127$
PnL:                           27$

Summary:
1.st account
4x Call Credit Spread 168/170 (Expiration 20th July)
3x Call Credit Spread 171/173 (Expiration 17th August)

2.nd account
1x Call Credit Spread 173/175 (Expiration 17th August)

7. Trade

Option expiration 20th July

Current price: 166.83 1.64(0.99%)      => Call credit spread 168/170

At price 166.95 will rollover to higher price 169/171

168.00    SPY130720C00168000    0.67    Up 0.39    0.66    0.67    11,728    87,209
170.00    SPY130720C00170000    0.18    Up 0.11    0.17    0.18    2,517    151,488


1 call credit spread = 0.66 - 0.18 = 0.48$


48$ - 2$ (commision) = 46$

Blocked margin:       1400$ (31%)
Margin available:      1443$
Profit:                      143$

Summary:
3x Call Credit Spread 167/169 (Expiration 20th & 26th July)
4x Call Credit Spread 168/170 (Expiration 20th July)

6. Trade

Option expiration 20th July

Current price: 165.17 Up 0.04(0.02%)     => Call credit spread 168/170

168.00    SPY130720C00168000    0.27    Down 0.04    0.26    0.27    12,540    86,376
170.00    SPY130720C00170000    0.05    Down 0.02    0.05    0.06    23,549    147,644


1 call credit spread = 0.27 - 0.06 = 0.21$


21$ - 2$ (commision) = 19$

Blocked margin:       1200$ (31%)
Margin available:      1597$
Profit:                      97$

Summary:
3x Call Credit Spread 167/169 (Expiration 20th & 26th July)
3x Call Credit Spread 168/170 (Expiration 20th July)

5. Trade

Option expiration 20th July

Current price: 165.13 Up 1.18(0.72%)   => Call credit spread 168/170

168.00    SPY130720C00168000    0.31    Up 0.13    0.27    0.30    42,214    76,040
170.00    SPY130720C00170000    0.07    Up 0.03    0.07    0.09    35,019    160,435


1 call credit spread = 0.27 - 0.09 = 0.18$


18$ - 2$ (commision) = 16$

Blocked margin:       1000$ (25%)
Margin available:     1778$
Profit:                       78$

Summary:
3x Call Credit Spread 167/169 (Expiration 20th & 26th July)
2x Call Credit Spread 168/170 (Expiration 20th July)

4. Trade

Option expiration 20th July

Current price: 163.95 Up 0.93(0.57%)  => Call credit spread 168/170

168.00    SPY130720C00168000    0.18    0.07    0.16    0.19    14,873    78,093
170.00    SPY130720C00170000    0.04    0.00    0.04    0.06    3,264    162,190


1 call credit spread = 0.16 - 0.06 = 0.10$


10$ - 2$ (commision) = 8$

Blocked margin:       800$
Margin available:     1962$

Summary:
3x Call Credit Spread 167/169 (Expiration 20th & 26th July)
1x Call Credit Spread 168/170 (Expiration 20th July)

3. Trade

Option expiration 26th July

Current price: 163.02  1.74(1.08%) => Call credit spread 167/169

167.00 SPY130726C00167000 0.42 0.09 0.44 0.48   388 2,459
169.00 SPY130726C00169000 0.16 0.03 0.14 0.17   281 713


1 call credit spread = 0.44 - 0.17 = 0.27$


27$ - 2$ (commision) = 25 $

Blocked margin:       600$
Margin available:     2154$

Summary:
3x Call Credit Spread 167/169 (Expiration 20th & 26th July)

2. trade

Option expiration 26th July

 
Current price: 160.94 => Call credit spread 167/169

167.00           SPY130726C00167000                    0.28       0.09      0.27       0.28       296         2,427

169.00           SPY130726C00169000                    0.14       0.00      0.09       0.12       336         581

1 call spread = 0.27 - 0.12 = 0.15 $

15$ - 2$ (commision) = 13 $

Blocked margin:       400$
Margin available:     2327$

Summary:

2x Call Credit Spread 167/169 (Expiration 20th & 26th July)