Tuesday Trades

 

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Monday Trades

IN
AIG – AUG 48 CALLS @ 2.59
BAC – AUG 16 CALLS @ 0.87
CME (hedge) – MAR 280 PUTS @ 3.40
DG – MAY 30 CALLS @ 0.90
EXPE (added) – APR 28 CALLS @ 0.45
FFIV (hedge) – APR 105 PUTS @ 2.25
MCD (added) – MAR 75 CALLS @ 0.67

OUT (-1.545)
AMZN (covered short) – APR 210 CALLS @ 0.73 (+0.10)
CME (part) – MAR 320 CALLS @ 3.30 (-2.833)
PG (part) – APR 62.5 CALLS @ 2.73 (+1.02)
PG (part) – APR 67.5 CALLS @ 0.428 (+0.258)
ROVI (part) – MAR 65 CALLS @ 3.36 (+0.91)
VIX (part) – MAR 20 CALLS @ 1.30 (-1.00)

SCALP (-0.091)
FFIV (in) – MAR 145 CALLS @ 1.521
FFIV (in short) – MAR 150 CALLS @ 1.05
FFIV (out part) – MAR 145 CALLS @ 1.25 (-0.271)
ROVI (in) – MAR 70 CALLS @ 1.52
ROVI (out part) – MAR 70 CALLS @ 1.70 (+0.18)

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

Wednesday Trades

IN
AMZN – APR 205 CALLS @ 1.18
MCD – MAR 75 CALLS @ 0.75
PG – APR 62.5 CALLS @ 1.57
PG – APR 67.5 CALLS @ 0.17
OI – MAR 30 CALLS @ 0.95
VIX – APR4 18 CALLS @ 3.70
UUP – SEP 23 CALLS @ 0.51
ROVI –  Short MAR 70 CALLS @ 1.40
GLD (added) – MAR 129 PUTS @ 2.56

OUT
GLD – MAR 131 CALLS @ 2.423 (-0.180)
GLD (covered short) –  MAR 132 CALLS @ 2.00 (+0.129)
GLD – MAR 129 PUTS @ 2.46 (-0.215)
FRX (part) – MAR 33 CALLS @ 0.85 (+0.15)
ROVI (part) – MAR 65 CALLS @ 3.10 (+0.60)
ICE (part) – vertical MAR 120/125 CALLS @ 2.40 (+0.494)
UUP (rolled forward exp) – MAR 22 CALLS @ 0.41 (-0.235)
VIX (rolled forward exp) – FEB 20 CALLS @ 0.70 (-0.59)