SPY

piatok 19. júla 2013

10. Trade

Current price: 168.94 Up 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) 

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