#FuzzyLEAPs
Rolled $XSP Oct 8th 775 puts to Oct 9th 775 puts, .75 credit

#FuzzyLEAPs Back to rolling downward…
Rolled $XSP Oct 7th 776 puts DOWN to Oct 8th 775 puts, .55 credit
Still have 780’s to contend with

#FuzzyLEAPs I was stuck with 780+ strikes deeply underwater for weeks, and as soon as I give up and take the loss (on Sept 25) the market shoots to all time highs. So irritating.

Rolled $XSP Oct 6th 774 puts UP to Oct 7th 780 puts, .72 credit

#FuzzyLEAPs I’m looking to even it all out this week, with the end goal of short strikes expiring each day and finally all ATM or OTM. It’s happening faster than expected; all OTM now, with farthest expiration now on Wednesday. Also rolled a strike DOWN while market shot up above it, and rolled another strike much higher but still decently OTM. I plan to be on top of rolling short strikes lower for the next dip or correction and not get stuck ITM.

Rolled $XSP Oct 6th 777 puts DOWN to Oct 7th 776 puts, .10 credit
Rolled $XSP Oct 5th 768 puts UP to Oct 6th 774 puts, .80 credit

#FuzzyLEAPs
Rolled $XSP Oct 2nd 768 puts to Oct 5th 768 puts, .60 credit
Also on Wednesday’s morning highs, rolled Oct 2nd 778 puts DOWN to Oct 6th 777 puts, .10 credit.

777 now my highest strike, working to roll down.

#FuzzyLEAPs Another day with bond yields reaching new heights. Every time this happened before was followed by a financial crisis. So I rolled down two strikes. I have other positions at higher strikes still not expiring for a week or two. This strategy continues to be a struggle for XSP, without meaningful profit for weeks again. The only solution may have to be just to take a hit to roll lower as rolling down and out for profit gets you stuck if the market fails to make new highs.
Rolled $XSP Sep 29th 770 puts DOWN to Oct 2nd 768 puts, .65 credit

#FuzzyLEAPs
Rolled $XSP Sep 28th 770 puts to Sep 29th 770 puts, 1.00 credit. Filled soon after the opening bell.

#FuzzyLEAPs I threw in the towel on my DITM puts. I had the Oct 16th 783 puts, which were just too far out in time and too DITM to roll down. So I rolled back in time and down so I can resume daily trading and also be poised to roll lower if necessary.
Rolled $XSP Oct 16th 783 puts DOWN to Sept 28th 770 puts, -12.30 debit

I hopefully can recoup that debit in about three weeks with daily ATM rolls.

These rocketing bond yields have me a bit spooked.

#FuzzyLEAPs Possibly booking myself a vacation by jumping out in time… using the pre-market rally to roll down strikes. I won’t wait for expiration if the rally continues and rolling becomes lucrative before the expiry dates.
Rolled $XSP Sep 21st 779 puts to Oct 2nd 778 puts, .39 credit
Rolled $XSP Sep 21st 784 puts to Oct 16th 783 puts, .90 credit

#FuzzyLEAPs i think today set a record for biggest LOSSES in a roll. I actually had one decent pullback for profit but was holding out for more when it bounced to never return. The saving grace is we had a good up day. This strategy is crashing down around me and I’m only holding on with hopes that I can better manage roll-downs on future drops. I think after today I’m going to start rolling out in the future rather than continuing to try swing-rolls; they worked great during June’s downside warning, but have flopped dramatically for the past month.
Rolled $XSP Sep 17th 779 puts to Sep 18th 779 puts, -1.60 debit
Rolled $XSP Sep 17th 784 puts to Sep 18th 784 puts, -1.10 debit

#FuzzyLEAPs Annoying long wait after legging out early, but wanted to finish the trade before FOMC. I missed several fills due to low liquidity of these deep ITM options.
Rolled $XSP Sep 16th 779 puts to Sep 17th 779 puts, .20 credit
Rolled $XSP Sep 16th 784 puts to Sep 17th 784 puts, .05 credit

#FuzzyLEAPs
Rolled $XSP Sep 15th 779 puts to Sep 16th 779 puts, .60 credit
Rolled $XSP Sep 15th 784 puts to Sep 16th 784 puts, .45 credit

#FuzzyLEAPs Another day of middling swing roll attempts.
Rolled $XSP Sep 14th 779 puts to Sep 15th 779 puts, .20 credit
Rolled $XSP Sep 14th 784 puts to Sep 15th 784 puts, -.50 debit

#FuzzyLEAPs It took a decent up day for me to finally pick a good entry
Rolled $XSP Sep 11th 784 puts to Sep 14th 784 puts, 1.00 credit

Now need to swing-roll the 779 puts

#FuzzyLEAPs Still struggling to choose good exit points for these swing rolls. Plus getting deeper ITM means less liquidity and wider bid/ask; got to be 20.30 ITM to sell the option for 20.00.
Rolled $XSP Sep 10th 784 puts to Sep 11th 784 puts, -.30 debit
Rolled $XSP Sep 11th 779 puts to Sep 11th 779 puts, -.35 debit

#FuzzyLEAPs Got four dimes today
Rolled $XSP Sep 9th 784 puts to Sep 10th 784 puts, .40 credit

#FuzzyLEAPs Another day, another dime.
Rolled $XSP Sep 8th 784 puts to Sep 9th 784 puts, .10 credit (swing-roll)

#FuzzyLEAPs Only one expiring today and I didn’t push for big credit on this swing roll
Rolled $XSP Sep 4th 784 puts to Sep 8th 784 puts, +.10 credit

#FuzzyLEAPs My swing-roll blunders have become so assured that I need to stop them until we’re in a downside warning. I managed to get a decent diagonal on my 780’s, but got slammed again on the 783’s.

Rolled $XSP Sep 3rd 780 puts OUT to Sep 10th 779 puts, .66 credit (diagonal trade)
Rolled $XSP Sep 3rd 783 puts UP to Sep 4th 784 puts, .24 credit (failed swing-roll)

#FuzzyLEAPs I got one day of respite yesterday, but today I returned to my awful timing for swing rolls. Tried to git’er done early and that screwed me.
Rolled $XSP Sep 2nd 780 puts UP to Sep 3rd 783 puts, .60 credit
Rolled $XSP Sep 2nd 778 puts UP to Sep 3rd 780 puts, -.40 debit

#FuzzyLEAPs was able to roll one down a strike but not both
Rolled $XSP Sep 1st 781 puts DOWN to Sep 2nd 780 puts, 1.00 credit
Rolled $XSP Sep 1st 778 puts to Sep 2nd 778 puts, .30 credit

#FuzzyLEAPs Friday turned out to be the only ATM day for me, and only briefly at that. It was an opportunity to roll to lower strikes but I didn’t take it, thinking I’d have at least another day. Not so. So I continue to be stuck ITM and monumentally awful at picking points to swing roll. Today was so bad I had to roll up strikes. I remain in the red on rolls for almost a month now.
Rolled $XSP Aug 31st 780 puts to Sept 1st 781 puts, even
Rolled $XSP Aug 31st 777 puts to Sept 1st 778 puts, even