[En] Lv0057 [Protective Put aim at Put before three holidays] +60,000 JPY

2019.02.07 (THU) 23: 50 Protective put entry NY market open

■L57-h01-01日経225先物チャート

The Nikkei futures, the NY market, which has been lowered in response to the announcement of European GDP, opened and seems to have stopped falling once.

 

■L57-h01-02IVスマイルカーブ

The IV is slightly filled with calls, but the put is still unresponsive. It will not be available if we do not break 20500 yen.

 

■L57-h01-04ペイオフダイアグラム

■L57-h01-05日経225オプションポジション残高

When the futures have fallen to the vicinity of the lower limit of the 20500 yen range, I entered a prescribed protective put. This before 3 consecutive holidays is also huge tomorrow. Recently the frequency of taking a position completely in a quiet market has decreased. Oh, today it is the last trade date of the month of February, so we can see one strange position, but please disregard it.

 

2019.02.08 (FRI) 14: 45 Tokyo Market Close

■L57-h02-01日経225先物チャート
Nikkei futures continued a gradual decline. The Tokyo market will have three holidays from tomorrow.

 

■L57-h02-02IVスマイルカーブ

Put which was unresponsive has finally reacted. A prime of about 1%.

 

■L57-h02-04ペイオフダイアグラム

■L57-h02-05日経225オプションポジション残高

The position holds the protective put.

 

2019.02.08 (FRI) 22: 05 European Market Afternoon

■L57-h03-01日経225先物チャート
The Nikkei futures have also kept soft in European times.

 

■L57-h03-02IVスマイルカーブ

Deployment that Put weakly peels off as the futures contract lower.

 

■L57-h03-04ペイオフダイアグラム

■L57-h03-05日経225オプションポジション残高

Position hold. But I am in trouble getting the put off. Let’s look at the situation of NY open after this.

 

2019.02.08 (FRI) 23: 30 NY Market Open Full Repayment

■L57-h04-01日経225先物チャート

■L57-h04-02IVスマイルカーブ
Although there is no rebound which seems to be rebound so far, it is not an atmosphere that goes down DoCa doka like last night. Today ‘s NY seems to have no sense of direction. In addition, NS also seems to have been here for a while as Put has also been slightly flaky so far before three consecutive holidays. Full repayment.

 

1903M @+5qty 20575.00 JPY ー> close 20245.00 JPY (-165,000 JPY)
1903P19500 @+3qty 100.00 JPY ー> close 175.00 JPY (+225,000 JPY)
This profit and loss +60,000 JPY
Total profit and loss +60,000 JPY

 

Although I thought that the put was going to take place before the three consecutive holidays, I took the position, but in the end I lost by a little less than 1% and it is not a volatility trade-like result. But profit and loss must be positive. The difficult market price keeps going on, but I want to trade with high accuracy by firmly aiming.

Protective Put
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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

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