[En] Lv0055 [Put Calendar Spread which can not be helped by VIX 20 by all means] +90,000 JPY

2019.01.25 (FRI) 11: 40 Put Calendar Spread entries Tokyo Market Lunch Time

■L55-h01-01日経225先物チャート

Although Dow returns with a minus, the Tokyo market begins a mystery and starts a rocket. There is no particular material other than the rice settlement that is mixed with strength. As ever, the volume is low, and the market is a cold reaction. That’s right, I heard that this kind of market price is quite poor.

■L55-h01-02IVスマイルカーブ

OTM putt is served by the rise in futures. However, the FOTM putt rolls off.

■L55-h01-03時間的影響を排除したスマイルカーブ

Smile curve excluding temporal influence. It can be confirmed that the close proximity of the put OTM is palpating in the beginning.

■L55-h01-04日経225オプションポジション残高
■L55-h01-05ペイオフダイアグラム

I think that I do not want to make a mind, but there is no point in this price. I can not eat them with likes and dislikes. As in the last time, futures entered a put-calendar spread as saying that the futures have been raiding with Suluru. As I mentioned long in the previous report, “Practice Guild” such as attention point and trap of Put · Calendar · Spread, I think that those who are interested should refer to it together.

Lv0054【VIX再び21ポイント乗せは兆候?プット・カレンダー・スプレッド】+243,000円
2019.01.18(金)09:45 プット・カレンダー・スプレッド エントリー昨晩の堅調な米株を受けて日経先物も寄り付きから堅調にスタート。毎日のように叩かれている20500円の鉄板抵抗が突破できるのか注目。

 

2019.01.26 (Sat) 05: 20 NS Close Mini short New Entry

■L55-h02-01日経225先物チャート

Close NS shortly. U.S. stocks remain strong as you can see today.

■L55-h02-02IVスマイルカーブ
■L55-h02-03時間的影響を排除したスマイルカーブ

Put of a fine fill. Saya between contract months contracts, deployment is disadvantageous for put · calendar · spread.

■L55-h02-04日経225オプションポジション残高
■L55-h02-05ペイオフダイアグラム

At this time, positive news came out with the closure of US government agencies, “approval of the three-week tie-in budget in the form of cards breaks”. A dollar buying mechanism was entered by a business thin dilution, but rice strains are lying in reaction thin. Mini selling ball Newly built. It is exactly the same price as last Friday, last week’s report, so we will do the same this week. Position is over the weekend.

2019.01.28 (Monday) 14: 45 Tokyo Market Close

■L55-h03-01日経225先物チャート

On the opening day of the week the Tokyo market opened on the lower window and stuck. After that, it did not feel a sense of direction and it changed to dull. It will close soon.

■L55-h03-02IVスマイルカーブ
■L55-h03-03時間的影響を排除したスマイルカーブ

IV is a small movement. Obviously linked with the movement of futures.

■L55-h03-05ペイオフダイアグラム

Position is carried over to NS.

2019.01.28 (MON) 23: 30 NY Market opening process

■L55-h04-01日経225先物チャート

Nikkei futures that cheaper than NS.

■L55-h04-02IVスマイルカーブ
■L55-h04-03時間的影響を排除したスマイルカーブ

Early in the afternoon, IV has not changed at the beginning. In the smile curve excluding the temporal influence, it is possible to observe that the early put puts on the early stage and the smile curves are likely to overlap. VIX has soared to about 20 points again.

■L55-h04-04日経225オプションポジション残高
■L55-h04-05ペイオフダイアグラム

Disadvantageous development continues for put · calendar · spread. At the put line (red) of the payoff diagram, you can see that the profit peak has already reached at the present moment. VIX feels horror in putting selling at around 20 points. It is my signal of withdrawal. Is this position so far?

2019.01.29 (TUE) 00: 10 Put Calendar Spread repayment

Repayment of put · calendar · spread. Even if I could do it again, it was only for the sweater. The position is for mini selling only.
1902M19500@-4qty 38.00 JPY -> repayment 53.00 JPY (-60,000 JPY)
1903M19500@+2qty 160.00 JPY -> repayment 200.00 JPY (+80,000 JPY)
This profit and loss +20,000 JPY
Total profit and loss +20,000 JPY

2019.01.29 (THU) 00:20 All repayment

■L55-h05-01日経225先物チャート
■L55-h05-02IVスマイルカーブ

We also repaid the mini selling and completed all repayment. VIX put on 20 points. There is no choice but to care about VIX by all means.
1903M@-2qty 20855.00 JPY -> repayment 20505.00 JPY (+70,000 JPY)
This profit and loss +70,000 JPY
Total profit and loss +90,000 JPY

Put Calendar Spread
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Dogezaemon_Uenoharaをフォローする

【日経225オプション】専業トレーダー。Extremistan に生息するユキヒョウ、好物はクズOP。2005年にFXデビュー後、2010年からオプションをメインにトレード。3.11で吹き飛んだことを切欠に、とある天才プロ集団であるクローズドギルドで勉強させてもらえることに。以来、戦友たちと切磋琢磨しつつ【ギルドの訓え】を身に付けるべく実践し、真剣に日々の取引を積み上げています。本サイトの開設は2018.07。

[Nikkei 225 option] trader. Snow leopard living in Extremistan, favorite is garbage OP. After FX debut in 2005, we trade the option to main from 2010. By noticing what we blew up in 3.11 we decided to study at a closed guild, a genius professional group. Since then, practicing to acquire [Guild's lesson] while practicing hardly with the fellows, we are accumulating daily transactions seriously. The opening of this site is 2018.07. TOKYO, JAPAN.

[Monthly profit and loss]

2019.02 +330,000 JPY
2019.01 +474,000 JPY
2018.12 +1,735,000 JPY
2018.11 +371,000 JPY
2018.10 +1,947,000 JPY
2018.09 +201,000 JPY
2018.08 +556,500 JPY

Dogezaemon_Uenoharaをフォローする
Emon Report for Nikkei225option trading
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