#SPXcampaign Bought to close $SPX Aug 12th 2050/2025 put spreads for .40. Sold for 2.75 on July 8th. This was an over-sized position that I didn’t want to leave out there now that the market has shown some volatility. A successful roll in my build-back of call spread losses.

#SPXcampaign Bought to close $SPX Aug 3rd 2190 calls for .05. Sold as the 2190/2215 spread for 3.10 on July 22nd. Closed for margin management only.

#SPXcampaign Sold to Open $SPX Sept 2nd 2225/2250 call spreads for 1.40, with SPX at 2156.

#SPXcampaign Bought to close $SPX Aug 18th 2235/2260 call spreads for .60. Sold for 1.25 on July 18th.
Bought to close $SPX Aug 12th 2035/1985 put spreads for .60. These were told as two spreads, 2035/2010 for 1.30 on July 13th, and 2010/1985 for 1.25 on July 11th. Closing at once and a bit early to ease margin pressure should we continue dropping.

#SPXcampaign Sold to Open $SPX Aug 18th 2110/2085 put spreads for 2.50. This order filled at the low tick of the day, 2166.

#SPXcampaign Sold to Open $SPX Sept 2nd 2040/2115 put spreads for 1.35.
Bought to close $SPX Aug 12th 2235/2260 call spreads for .30

#SPXcampaign Bought to close $SPX Aug 3rd 2125/2100 put spreads for .20. Sold for 2.24 on July 21st.

#SPXcampaign Sold the following rolls to the spreads stopped immediately below this post:
Sold to Open $SPX Aug 5th 2120/2145/2200/2225 iron condors for 3.60 (1.5x position size).
Sold to Open $SPX Aug 12th 2125/2150/2195/2220 iron condors for 8.15 (1.5x position size).

I only moved one additional week out on each. Feel fairly safe about next Friday’s condor, but the following one is more aggressive (needed more premium) so may have to roll one side (hopefully not both sides!)

#SPXcampaign Exited these on the last dip:
Bought to close $SPX July 29th 2170 calls for 5.00. Part of 2170/2195 spreads sold for 2.10 on July 1st.
Bought to close $SPX Aug 5th 2165/2190 call spreads for 11.80. Sold for 1.45 on July 6th.

I will be rolling these.

#SPXcampaign Sold to Open $SPX Aug 26th 2230/2255 call spreads for 1.45, with SPX at 2174.

#SPXcampaign Forgot to cancel this order! Bought to close $SPX July 29th 2140/2115 put spreads for .15. Sold for 2.05 on July 20th.

#SPXcampaign Sold to Open $SPX Aug 5th 2200/2225 call spreads for 1.30, with SPX at 2163. Expire in 6 trading days.

#SPXcampaign Sold to Open $SPX Aug 26th 2050/2025 puts for 1.60, with SPX at 2160.

#SPXcampaign Sold to Open $SPX Aug 5th 2125/2100 put spreads for 2.75, when SPX was at 2162. Since my standard spreads for this expiry were already closed, sold this extra spread to offset call spreads that are still open.

#SPXcampaign Sold to Open $SPX Aug 26th 2235/2260 call spreads for 1.40, with SPX at 2167.

#SPXcampaign Sold to Open $SPX Aug 26th 2040/2015 put spreads for 1.40, with SPX at 2167.

#SPXcampaign Sold these before the other two, but forgot to post:
Sold to Open $SPX Aug 3rd 2190/2215 call spreads for 3.10.

#SPXcampaign Since the 401K accounts I manage are Reg T margin, any put spread in a given expiry can be offset by a call spread margin free. Since I have the July 27th 2130/2105 put spreads, I sold the following:

Sold to Open $SPX July 27th 2185/2210 call spreads for 1.70, with SPX at 2166.

I feel we’re hitting at resistance and any move higher will be slower. I also did NOT sell these in my main Portfolio Margin account, as margin is not calculated in the same way.

#SPXcampaign Sold to Open $SPX Aug 18th 2225/2250 call spreads for 1.55, with SPX at 2166.

#SPXcampaign Sold to Open $SPX Aug 18th 2055/2030 puts for 1.30, with SPX at 2167.

#SPXcampaign Sold to Open $SPX Aug 3rd 2125/2100 for 2.25, with SPX at 2167

#SPXcampaign Last night, $SPX July 20th 2135/2110 put spreads expired. Sold for 1.50 last Friday.
In pre-market, bought to close $SPX July 29th 2075/2050 put spreads for .20. Sold for 2.90 on July 9th.

#SPXcampaign Sold to Open $SPX July 29th 2140/2115 put spreads for 2.05, right before bell with the small spike down to 2172.

#SPXcampaign This completes my roll from the ITM call spread that was stopped Friday. I sold these in three batches: 11.80, 12.50, and 14.10

Sold to Open $SPX Aug 12 2160/2185 call spreads for 14.10, with SPX at 2172.

Again, this is NOT the best way to play this strategy… but I got stuck with too many call spreads after Brexit and now am managing ATM & ITM rolls until we get a significant pullback. If no pullback comes, I will be rolling mysteries higher until I’m out.