Weekly Results – 2/4/11

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Friday Trades

IN
AMZN – APR 210 CALLS @ 1.05
DAL – MAR 11 PUTS @ 0.41
EXPE – APR 28 CALLS @ 0.40
GLD – MAR 135 CALLS @ 1.81
IEF – SEP 88 PUTS @ 1.75
PGshort APR 65 CALLS @ 0.85
PGbutterfly JUL 60/65/70 CALLS @ 1.81
SPY – FEB 129 PUTS @ 0.86

OUT (+0.892)
AMZN – MAR 145 PUTS @ 0.44 (-0.21)
FCX (covered short) – MAY 50 PUTS @ 2.30 (+0.33)
FRXvertical MAR 33/34 CALLS @ 0.45 (+0.25)
ICE – MAR 120 CALLS @ 3.90 (-0.385)
PG (part) – APR 62.5 CALLS @ 2.13 (+0.467)
ROVI (part) – MAR 65 CALLS @ 2.95 (+0.48)
SDS – MAR 23 CALLS @ 0.55 (-0.04)

Thursday Trades

IN
AMZN – APR 205 CALLS @ 1.05
AMZN – MAR 145 PUTS @ 0.65
CBOE – SEP 28 CALLS @ 0.80
PG – APR 62.5 CALLS @ 1.85
CBOEbutterfly MAR 22/24/26 @ 0.71
EXPE – APR 28 CALLS @ 0.50
FCXshort MAY 50 PUT @ 2.63
UUPshort SEP 24 CALLS @ 0.28

OUT (+2.667)
DBO – MAR 30 CALLS @ 0.60 (-0.15)
MCD (part) – MAR 75 CALLS @ 0.90 (+0.15)
ROVI (part) – MAR 65 CALLS @ 2.65 (+0.167)
ICE (covered short) – MAR 125 CALLS @ 2.15 (+0.28)
ICEvertical MAR 120/125 CALLS @ 1.82 (-0.086)

HEDGE
SDS – MAR 23 CALLS @ 0.59

OTHER
Reduced size of CME vertical and converted part to 300/310/320 butterfly then took part profit on 330 short leg of 320/330 vertical

CME (OUT part) – vertical MAR 320/330 CALLS @ 1.62 (-0.045)
1) CME (IN) – vertical MAR 300/310 CALLS @ 4.05
2) CME (IN) – short MAR 310 CALLS @ 6.20
3) CME (OUT covered part short) – MAR 330 CALLS @ 2.05 (+2.35)

orignal position: 320 + (320/330 vertical) = 2*+320 & -330
1: 300/310 vertical = +300 & -310
2: -310
3: +330

Two positions: 320/330 ratio vertical (net long) & 300/310/320 butterfly