[En] Lv0059 [Target a call height of 21000JPY on Call Back Spread] +49,000 JPY

2019.02.13 (Wed) 09:15 Call back spread entry Entry

■L59-h01-01日経225先物チャート

Nikkei futures started with recovering 21,000 yen from the closing of the Tokyo market. IV is in full bloom, especially put is strong.

 

■L59-h01-04ペイオフダイアグラム

■L59-h01-05日経225オプションポジション残高

Oh, this seems to be possible with a call back spread just like yesterday.

I think that it is good for those thinking that it is difficult for option trading to have a lot of spreads. There are a lot of spreads, but in the end they either “sell a high IV, bought a cheap IV and are doing that squeezing.” What is option trade is the trading of volatility and the advantage of volatility trade is to “use regression characteristics with strong volatility”.

As a result of selling a high IV on a smile curve and buying a cheap IV, trying to take shelter using a strong volatility regression characteristic, it became a ○ ○ spread, that kind of atmosphere. It’s not with spreads, “Everything depends on a smile curve.”

 

A note on call back spread is a yesterday’s report.

[En] Lv0058 [Target a sleeping skew of three consecutive holidays by call back spread] +61,000 JPY
2019.02.12 (TUE) 10:40 Call back spread entry Entry The Tokyo market in the triple vacation starts a rocket. Foll...

 

2019.02.13 (Wed) 10: 30 Delta adjustment

■L59-h02-01日経225先物チャート

■L59-h02-02IVスマイルカーブ

■L59-h02-04ペイオフダイアグラム

■L59-h02-05日経225オプションポジション残高

Mini selling of delta adjustment with close attention to the Chinese market. In the report of yesterday regarding delta adjustment as well.

 

2019.02.13 (Wed) 11: 40 Delta adjustment

Add mini selling of delta adjustment again. The image is omitted.

 

2019.02.13 (Wed) 12: 30 Tokyo Market Afternoon Progress

■L59-h03-01日経225先物チャート

The Nikkei futures also posted a solid performance.

 

■L59-h03-02IVスマイルカーブ

IV has exceeded + 1%.

 

■L59-h03-04ペイオフダイアグラム

■L59-h03-05日経225オプションポジション残高

Tokyo Market In the afternoon, the futures seem to drip. I’ve been raised to 21,000 yen so far, so I will peel off if I lower it. Volatility · Long’s position is quick to wither. Let’s return it while fruit remains. The position will be repaid soon.

 

2019.02.13 (Wed) 13:10 Total repayment

■L59-h04-01日経225先物チャート

■L59-h04-02IVスマイルカーブ

Full repayment is completed. Let’s look for the next opportunity.

1903C22500 @+12qty 18.00 JPY -> close 27.00 JPY (+108,000 JPY)
1903C21000 @-1qty 370.00JPY -> close 430.00 JPY (-60,000 JPY)
1903M @-2qty 21145.00 JPY -> close 21140.00 JPY (+1,000 JPY)
This profit and loss +49,000 JPY
Total profit and loss +49,000 JPY

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【日経225先物オプション】専業トレーダー。Extremistan の僻地辺境、山岳地帯にひっそりと生息する Chronolynx(クロノリンクス) というユキヒョウに似たネコ科のサブスピーシーズ。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]

2019.03 +384,000 JPY
2019.02 +385,000 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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Emon Report for Nikkei225option trading
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