Open SPX Jul-07-23 4000/3900/3700 put 1/3/2 @ -17.3
45 DTE, with a GTC order to close for another $10.

Open SPX May-24-23 4120/4100/4060 put 1/3/2 @-0.9.
this is a “lunch money trade”, just 1 contract, overnight risk.

STC SPX 4200 calendar $9 on the last contract.

The premium is definitely lower with the low IV. In the few rare occasions in the 2000-2022 era, with an almost pin to the strike on expiration, this type of calendar can get 12-18.

STC SPX May-22-23/May-19-23 4200 Call Calendar @4-5.8 earlier today, only have a small position left.

added SPX May-22-23 4200/May-19-23 4200 Call Calendar @1.8

One day it will break out of this range…

BTO SPX May-22-23 4200/May-19-23 4200 Call Calendar @1.2

also open SPX May-19-23 4000/May-22-23 3975 Put Diagonal @0.15 credit.

Open SPX May-04-23 4075/4050/4000 put 1/3/2 for $2.2 credit.

BTO TSLA 200 calendar 1.22
earning AMC, big volume, and big IV skew.

BTO TSLA Apr-14-23 180/175/165 1/3/2 BF @ 1.02 credit

BTO VIX 25/30/35 call BF for the following expirations
Apr @0.22 , May @0.3, June @0.35

some just-in-case trades, good RR but low prob.

STC the last SPX 4/3 3/31 4100 calendar @7.6, from the batch with cost @0.62
closed most of the QQQ 315 calendar @0.7-0.8, holding onto a few to see if it will pull back a little in the pm.

Taking partials
STC SPX 4100 calendar @2-4, avg cost @0.82
STC QQQ 315 calendar @0.8, avg cost @0.35
both long 4/3 and short 3/31 expirations.

BTO SPX 4100 calendar @1.1
BTO QQQ 315 calendar @0.38
both long 4/3 and short 3/31 expirations.

BTW, this week’s QQQ 315 calendar was closed around breakeven, could have been much better if managed properly.

Plenty IV skew to go around, not surprisingly.

BTO Mar-23-23/Mar-22-23 315 Call Calendar @ 0.56
BTO Mar-27-23/Mar-22-23 315 Call Calendar @ 1.26 – intend to roll the short
BTO Mar-27-23/Mar-24-23 315 Call Calendar @ 0.38

not sure which timeframe will work out the best, so I did three. will take the first partial on 100%

BTO SPX Mar-27-23/Mar-24-23 4100 call calendar @1.8

BTC partial SPX Mar-27-23 3675/Mar-24-23 3700 Put Diagonal @ 0.95 credit

Opened last week at 1.05 credit.

plan to hold the rest through Wednesday.

BTO SPX Mar-27-23 3675/Mar-24-23 3700 Put Diagonal @ 1.05 credit

Will benefit if market drops, as long as it doesn’t fall through 3700 :-(.

BTO SPX Apr 4000/4100/4300 1/3/2 call BWB @15 credit.

This pairs up with the put side 3700/3600/3400 1/3/2 BWB opened last week at 21.3, for a total of 36 credit. no additional margin cost.

For this type of trades, i try to leg into each side, sometimes there may not be opportunity to add the other side. Depending how things shake up, I may leg out by 1 week before expiration, or hold a little longer for some extra credit to close.

I also do day scalping on SPX, but generally don’t post, too time sensitive, the window may only be there for a few mins.

BTO SPX Apr 3700/3600/3400 1/3/2 BWB @21.3 credit.

A lot of fear out there. short around the Oct low.

BTO SPX 3/20 3/17 4050 call calendar @1.2 ,
good RR if it moves that direction, doesn’t have to get there.

STO VIX Apr 30/31 BeCS 0.2 , this pairs up with the 19/15 BuPS sold on monday.

STO VIX Apr 19/15 BuPS $1.0 , GTC BTC VIX 19 put @0.05

BTO TSLA 2/24 2/17 200 call calendar @2.8
decent IV skew. looking for 50-200%.

Hope everyone is doing well at the Bistro!