#SPX0dte Sold to Open $SPX Nov 11th 5950/5970-6060/6080 condors for .90, IV 15.84%, deltas -.09 +.03, at 9:35 ET
I entered this trade when the deltas were -.07 +.05 but it didn’t fill until the slight move down when deltas were pretty skewed.
#SPX0dte Sold to Open $SPX Nov 11th 5950/5970-6060/6080 condors for .90, IV 15.84%, deltas -.09 +.03, at 9:35 ET
I entered this trade when the deltas were -.07 +.05 but it didn’t fill until the slight move down when deltas were pretty skewed.
#SPX0dte Sold to Open $SPX Oct 28th 5750/5770-5880/5900 condors for 1.10, IV 19.10%, deltas -.07 +.05
Deltas seem a bit off again… despite the delta put being 2 pts higher than the call, the premium I’m getting from the call side is twice as much as the put side.
#SPX0dte Sold to Open $SPX Oct 16th 5740/5760-5865/5885 condors for 1.10, IV 18.29%, deltas -.06 +.06
Third day’s a charm? Two days straight of no econ data but still big moves and stops on this trade. Thought about going long with this instead, but I think chances are stronger that today will quiet down ahead of tomorrow’s data. But I’m ready to exit early if we start to move.
#SPX0dte Sold to Open $SPX Oct 7th 5640/5660-5790/5810 condors for 1.10, IV 22.90%, deltas -.06 +.05
#SPX0dte Sold to Open $SPX Sept 27th 5680/5700-5795/5815 condors for 1.10, IV 16.88%, deltas -.07 +.06
#SPX0dte Sold to Open $SPX Sept 26th 5675/5695-5800/5820 condors for 1.40, IV 17.42%, deltas -.08 +.06. First time with strikes over 5800
#SPX0dte Sold to Open 5660/5680-5770/5790 condors for 1.00, IV 16.11%, deltas -.07 +.06
#SPX0dte Sold to Open $SPX 5560/5580-5700/5720 condors for 1.20, IV 22.32%, deltas -.06 +.06, at 9:18am ET
#SPX0dte Sold to Open $SPX Sep 5th 5410/5430-5585/5605 condors for 1.35, IV 29.35%, deltas -.06 +.06
#SPX0dte Sold to Open $SPX 5400/5420-5585/5605 condors for 1.35, IV 31.50%, deltas -.06 +.06
JOLT numbers released at 10am could throw a monkey in my wrench but I’m getting a decent width here so going with typical 6-delta sale.
#SPX0dte Sold to Open $SPX Aug 30th 5525/5545-5670/5690 condors for 1.05, IV 22.49%, deltas -.06 +.05
#SPX0dte Sold to Open $SPX Aug 28th 5555/5575-5665/5685 condors for 1.10, IV 17.56%, deltas -.06 +.06