Covered call today on SWHC. Feb 19 call and stock. If called away, 6.3% return in a little over a week.
If not called, will continue to write calls.
Sold $TSLA Sep 16 60 puts @ 2.20
Didn’t have anything for Feb 26, so STO Feb 26 2005/1995/1740/1730 for 1.25
$TSLA #ShortPuts #ScalpingTrade – Sold TSLA FEB 12 2016 82.0 Puts @ 0.17. Did it in enough size to be a nice 2 day gain when these expire on Friday
Going out about 3 standard deviations to a strike the stock hasn’t seen in over 2 1/2 years. I’ll go long TSLA at 108.35 if it comes to it.
Sold $TSLA Feb 12 110 put @ 1.65.
Starting small. I may add if the premium gets better into the close.
#SPXcampaign, following @Ramie on this one, Sold to Open $SPX Feb 26th 1980/2005 call spreads for 1.35.
Being short some VIX futures allows an aggressive roll up of next week’s UVXY puts. Rolled next week’s 33 puts up to 38 for .60 credit. Total credit on these is now up to 2.26 on a decent size position. If these get in trouble the short futures will be cranking! Ideally UVXY drops but not all the way to 35.74. Short a bunch of call spreads as well so UVXY…come on down!
$WLL STO 2/12/16 6.0 CALLS @.25 Expires Friday.
$UVXY STO 3/18/16 30.0 PUTS @1.64 Followed @fuzzball. Thanks kid.
Using today’s move up to do some rolling and hedging.
Rolled $NOW Feb 60 puts out to Mar 60 puts for .77 credit
Sold $NOW Mar 60 call @ 1.10
So, with yesterday’s Mar 55 call sale, the complete adjustment to my Feb 60 puts has now become part straddle, part inverted strangle:
Mar 60 puts
Mar 55 calls
Mar 60 calls
Sold $SPX Feb 26 1980/2005 BeCS @ 1.35. Outside of 1 standard deviation (1965) and over 100 points out of the money.