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Delta neutral Theta biased trading |
Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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Post: #166  Posted: Thu Feb 09, 2017 9:33 am Post subject: |
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Selling 2 lots 20400 PE at 222
Positions currently open
Buy BNF (feb) at 19057
Sold 19000 CE (23rd Feb) at 445
Sold 19500 CE (23rd Feb) at 225
Sold 2 lots 20200 PE at 271
Sold 2 lots 20400 PE at 222
Positions already booked
Sold 19000 PE (2nd Feb) at 121, booked at 71 = 50 points profit
Sold 19300 PE (2nd Feb) at 172, booked at 129 = 43 points profit
Sold 19400 PE (23rd Feb) at 314, booked at 256 = 58 points profit
Buy 19500 CE (2nd Feb) at 294, booked at 330 = 36 points profit
Sell 20000 CE (2nd Feb) at 111, booked at 135 = 24 points loss
Bought 19700 CE (2nd Feb) at 259, booked at 236 = 23 points loss
Sold 19600 PE (23rd Feb) at 392, exited at 171 = 221 points profit
Sold 19400 CE (2nd feb) at 88, exited at 617 = 529 points loss
Sold 2 lots 19800 PE (23rd Feb) at 295, exited at 200 = 190 points profit
Sold 2 lots 20000 PE at 324, exited at 195 = 258 points profit
Sold 2 lots 20000 PE at 160 (9th Feb), booked at 50 = 220 points profit
Total profit booked till now = 510 points
Cheers
SH[/quote] |
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Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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| Post: #167 Posted: Fri Feb 10, 2017 4:11 pm Post subject: |
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Booking BNF fut long at 20280
Booking 19000 CE at 1300
Buying 19700 CE at 650
Selling 1 lot 20200 CE at 274
Selling 1 lot 20500 CE at 131
Positions currently open
Sold 19500 CE (23rd Feb) at 225
Sold 2 lots 20200 PE at 271
Sold 2 lots 20400 PE at 222
Bought 19700 CE at 650
Sold 1 lot 20200 CE at 274
Sold 1 lot 20500 CE at 131
Positions already booked
Sold 19000 PE (2nd Feb) at 121, booked at 71 = 50 points profit
Sold 19300 PE (2nd Feb) at 172, booked at 129 = 43 points profit
Sold 19400 PE (23rd Feb) at 314, booked at 256 = 58 points profit
Buy 19500 CE (2nd Feb) at 294, booked at 330 = 36 points profit
Sell 20000 CE (2nd Feb) at 111, booked at 135 = 24 points loss
Bought 19700 CE (2nd Feb) at 259, booked at 236 = 23 points loss
Sold 19600 PE (23rd Feb) at 392, exited at 171 = 221 points profit
Sold 19400 CE (2nd feb) at 88, exited at 617 = 529 points loss
Sold 2 lots 19800 PE (23rd Feb) at 295, exited at 200 = 190 points profit
Sold 2 lots 20000 PE at 324, exited at 195 = 258 points profit
Sold 2 lots 20000 PE at 160 (9th Feb), booked at 50 = 220 points profit
Buy BNF (feb) at 19057, exited at 20280 = 1223 points profit
Sold 19000 CE (23rd Feb) at 445, booked at 1300 = 855 point loss
Total profit booked till now = 878 points
Cheers
SH |
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pkholla
Black Belt
Joined: 04 Nov 2010
Posts: 2890
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| Post: #168 Posted: Fri Feb 10, 2017 7:11 pm Post subject: Theta ki jai bolo! |
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Wow!!!!
As the month progresses twds NF, BNF close on last Thursday, the fall, in TV of options, accelerates and so does the profit amount collected in Alchemist's pocket
This thread is better than any James Bond or S Seagal action movie!
"Fortune favors the prepared mind"
Cheers, Prakash Holla |
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pmg123
White Belt
Joined: 14 Nov 2009
Posts: 25
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| Post: #169 Posted: Sat Feb 11, 2017 8:43 am Post subject: Kudos!! |
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Hello Alche,
This is truly brilliant performance to deliver 900 points in less than two weeks, as usual you are doing a splendid job in each and every strategy you are demonstrating here.
thanks much and please keep it going!!!
PMG
| Alchemist wrote: | Booking BNF fut long at 20280
Booking 19000 CE at 1300
Buying 19700 CE at 650
Selling 1 lot 20200 CE at 274
Selling 1 lot 20500 CE at 131
Positions currently open
Sold 19500 CE (23rd Feb) at 225
Sold 2 lots 20200 PE at 271
Sold 2 lots 20400 PE at 222
Bought 19700 CE at 650
Sold 1 lot 20200 CE at 274
Sold 1 lot 20500 CE at 131
Positions already booked
Sold 19000 PE (2nd Feb) at 121, booked at 71 = 50 points profit
Sold 19300 PE (2nd Feb) at 172, booked at 129 = 43 points profit
Sold 19400 PE (23rd Feb) at 314, booked at 256 = 58 points profit
Buy 19500 CE (2nd Feb) at 294, booked at 330 = 36 points profit
Sell 20000 CE (2nd Feb) at 111, booked at 135 = 24 points loss
Bought 19700 CE (2nd Feb) at 259, booked at 236 = 23 points loss
Sold 19600 PE (23rd Feb) at 392, exited at 171 = 221 points profit
Sold 19400 CE (2nd feb) at 88, exited at 617 = 529 points loss
Sold 2 lots 19800 PE (23rd Feb) at 295, exited at 200 = 190 points profit
Sold 2 lots 20000 PE at 324, exited at 195 = 258 points profit
Sold 2 lots 20000 PE at 160 (9th Feb), booked at 50 = 220 points profit
Buy BNF (feb) at 19057, exited at 20280 = 1223 points profit
Sold 19000 CE (23rd Feb) at 445, booked at 1300 = 855 point loss
Total profit booked till now = 878 points
Cheers
SH |
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Redlionviji
White Belt
Joined: 22 Oct 2016
Posts: 47
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| Post: #170 Posted: Sat Feb 11, 2017 9:42 am Post subject: I love your trading style.and attitude and your helping mind |
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Alchemist sir Is always king of STRATEGIES   |
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Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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| Post: #171 Posted: Mon Feb 13, 2017 9:19 am Post subject: |
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Booking 20200 PE at 153
Positions currently open
Sold 19500 CE (23rd Feb) at 225
Sold 2 lots 20400 PE at 222
Bought 19700 CE at 650
Sold 1 lot 20200 CE at 274
Sold 1 lot 20500 CE at 131
Positions already booked
Sold 19000 PE (2nd Feb) at 121, booked at 71 = 50 points profit
Sold 19300 PE (2nd Feb) at 172, booked at 129 = 43 points profit
Sold 19400 PE (23rd Feb) at 314, booked at 256 = 58 points profit
Buy 19500 CE (2nd Feb) at 294, booked at 330 = 36 points profit
Sell 20000 CE (2nd Feb) at 111, booked at 135 = 24 points loss
Bought 19700 CE (2nd Feb) at 259, booked at 236 = 23 points loss
Sold 19600 PE (23rd Feb) at 392, exited at 171 = 221 points profit
Sold 19400 CE (2nd feb) at 88, exited at 617 = 529 points loss
Sold 2 lots 19800 PE (23rd Feb) at 295, exited at 200 = 190 points profit
Sold 2 lots 20000 PE at 324, exited at 195 = 258 points profit
Sold 2 lots 20000 PE at 160 (9th Feb), booked at 50 = 220 points profit
Buy BNF (feb) at 19057, exited at 20280 = 1223 points profit
Sold 19000 CE (23rd Feb) at 445, booked at 1300 = 855 point loss
Sold 2 lots 20200 PE at 271, booked at 153 = 236 points
Total profit booked till now = 1114 points
Cheers
SH[/quote] |
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Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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| Post: #172 Posted: Mon Feb 13, 2017 1:41 pm Post subject: |
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BNF is bearish now on my charts so exiting the 2 lots 20400 PE at 320
Positions currently open
Sold 19500 CE (23rd Feb) at 225
Bought 19700 CE at 650
Sold 1 lot 20200 CE at 274
Sold 1 lot 20500 CE at 131
Positions already booked
Sold 19000 PE (2nd Feb) at 121, booked at 71 = 50 points profit
Sold 19300 PE (2nd Feb) at 172, booked at 129 = 43 points profit
Sold 19400 PE (23rd Feb) at 314, booked at 256 = 58 points profit
Buy 19500 CE (2nd Feb) at 294, booked at 330 = 36 points profit
Sell 20000 CE (2nd Feb) at 111, booked at 135 = 24 points loss
Bought 19700 CE (2nd Feb) at 259, booked at 236 = 23 points loss
Sold 19600 PE (23rd Feb) at 392, exited at 171 = 221 points profit
Sold 19400 CE (2nd feb) at 88, exited at 617 = 529 points loss
Sold 2 lots 19800 PE (23rd Feb) at 295, exited at 200 = 190 points profit
Sold 2 lots 20000 PE at 324, exited at 195 = 258 points profit
Sold 2 lots 20000 PE at 160 (9th Feb), booked at 50 = 220 points profit
Buy BNF (feb) at 19057, exited at 20280 = 1223 points profit
Sold 19000 CE (23rd Feb) at 445, booked at 1300 = 855 point loss
Sold 2 lots 20200 PE at 271, booked at 153 = 236 points profit
Sold 2 lots 20400 PE at 222, exited at 320 = Loss 196 points
Total profit booked till now = 918 points
Cheers
SH[/quote][/quote] |
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adg123
White Belt
Joined: 20 Feb 2014
Posts: 8
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| Post: #173 Posted: Mon Feb 13, 2017 5:01 pm Post subject: |
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Without FUTURE in this time ?
Your strategy is great but I am little bit confused to select proper strike  |
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Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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| Post: #174 Posted: Mon Feb 13, 2017 6:47 pm Post subject: Re: Theta ki jai bolo! |
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| pkholla wrote: | Wow!!!!
As the month progresses twds NF, BNF close on last Thursday, the fall, in TV of options, accelerates and so does the profit amount collected in Alchemist's pocket
This thread is better than any James Bond or S Seagal action movie!
"Fortune favors the prepared mind"
Cheers, Prakash Holla |
Before everyone goes into a collective orgasm, please note that below profit is only the booked profit and does not take into account any notional loss running on the open position, you would see I haven't booked loss on 19500 CE yet which is in around 600 points loss as of today 
The truth is that had I closed all positions today at day end, my overall profit would be roughly 350 points only (which isn't bad in itself either but I don't want people to fool themselves by thinking I am in 900+ points profit)
Cheers
SH |
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Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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| Post: #175 Posted: Tue Feb 14, 2017 9:33 am Post subject: |
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Selling 2 lots of 20200 PE at 164 again.
Positions currently open
Sold 19500 CE (23rd Feb) at 225
Bought 19700 CE at 650
Sold 1 lot 20200 CE at 274
Sold 1 lot 20500 CE at 131
Sold 2 lots of 20200 PE at 164
Positions already booked
Sold 19000 PE (2nd Feb) at 121, booked at 71 = 50 points profit
Sold 19300 PE (2nd Feb) at 172, booked at 129 = 43 points profit
Sold 19400 PE (23rd Feb) at 314, booked at 256 = 58 points profit
Buy 19500 CE (2nd Feb) at 294, booked at 330 = 36 points profit
Sell 20000 CE (2nd Feb) at 111, booked at 135 = 24 points loss
Bought 19700 CE (2nd Feb) at 259, booked at 236 = 23 points loss
Sold 19600 PE (23rd Feb) at 392, exited at 171 = 221 points profit
Sold 19400 CE (2nd feb) at 88, exited at 617 = 529 points loss
Sold 2 lots 19800 PE (23rd Feb) at 295, exited at 200 = 190 points profit
Sold 2 lots 20000 PE at 324, exited at 195 = 258 points profit
Sold 2 lots 20000 PE at 160 (9th Feb), booked at 50 = 220 points profit
Buy BNF (feb) at 19057, exited at 20280 = 1223 points profit
Sold 19000 CE (23rd Feb) at 445, booked at 1300 = 855 point loss
Sold 2 lots 20200 PE at 271, booked at 153 = 236 points profit
Sold 2 lots 20400 PE at 222, exited at 320 = Loss 196 points
Total profit booked till now = 918 points
Cheers
SH[/quote][/quote][/quote] |
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adg123
White Belt
Joined: 20 Feb 2014
Posts: 8
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| Post: #176 Posted: Wed Feb 15, 2017 8:17 am Post subject: |
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You have maintaining a good PERSONAL profit/loss diary, Keep it up. We novice really like to see your growing profit day by day. You are really James of this forum, infact father of of trading world.
By the way, is it PAPER TRADING or real ? |
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Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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| Post: #177 Posted: Wed Feb 15, 2017 9:07 am Post subject: |
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| adg123 wrote: | You have maintaining a good PERSONAL profit/loss diary, Keep it up. We novice really like to see your growing profit day by day. You are really James of this forum, infact father of of trading world.
By the way, is it PAPER TRADING or real ? |
ADG - these are all my personal trades.
Cheers
SH |
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Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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| Post: #178 Posted: Wed Feb 15, 2017 2:45 pm Post subject: |
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BNF is sideways for almost 10 days now which means it can start a trending move in any direction now very soon which isn't good for option sellers.
Therefore I am booking all positions today with overall 437 points profit made this month.
Will open a fresh strategy for March next week now.
Positions already booked
Sold 19000 PE (2nd Feb) at 121, booked at 71 = 50 points profit
Sold 19300 PE (2nd Feb) at 172, booked at 129 = 43 points profit
Sold 19400 PE (23rd Feb) at 314, booked at 256 = 58 points profit
Buy 19500 CE (2nd Feb) at 294, booked at 330 = 36 points profit
Sell 20000 CE (2nd Feb) at 111, booked at 135 = 24 points loss
Bought 19700 CE (2nd Feb) at 259, booked at 236 = 23 points loss
Sold 19600 PE (23rd Feb) at 392, exited at 171 = 221 points profit
Sold 19400 CE (2nd feb) at 88, exited at 617 = 529 points loss
Sold 2 lots 19800 PE (23rd Feb) at 295, exited at 200 = 190 points profit
Sold 2 lots 20000 PE at 324, exited at 195 = 258 points profit
Sold 2 lots 20000 PE at 160 (9th Feb), booked at 50 = 220 points profit
Buy BNF (feb) at 19057, exited at 20280 = 1223 points profit
Sold 19000 CE (23rd Feb) at 445, booked at 1300 = 855 point loss
Sold 2 lots 20200 PE at 271, booked at 153 = 236 points profit
Sold 2 lots 20400 PE at 222, exited at 320 = Loss 196 points
Sold 19500 CE (23rd Feb) at 225, exited at 763 = Loss 538 points
Bought 19700 CE at 650, exited now at 575 = Loss 75 points
Sold 1 lot 20200 CE at 274, exited now at 202 = Profit 72 points
Sold 1 lot 20500 CE at 131, exited now at 71 = Profit 60 points
Sold 2 lots of 20200 PE at 164, exited now at 164 = no P&L
Total profit booked on Feb strategy = 437 points
Cheers
SH |
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Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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| Post: #179 Posted: Wed Feb 15, 2017 2:49 pm Post subject: |
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A quick summary of results of all trades taken in this thread since Sep 16
Sep trade : BNF profit booked 596 points
Oct trade : BNF profit booked 465 points
Nov trade : BNF 50 points profit (800 points if I include puts bought)
Dec 2 trades : BNF 90 points profit (just held for one day) & Nifty 365 points profit
Jan trade : BNF 464 points profit
Feb Trade : BNF 437 points profit
Every month has been a profitable month till now since last 6 months , thats the magic of delta neutral strategy.
Cheers
SH |
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Alchemist
Yellow Belt
Joined: 09 Aug 2010
Posts: 853
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| Post: #180 Posted: Fri Feb 17, 2017 9:33 am Post subject: |
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| as expected by me, BNF blasted off today with a 3% gap up. I exited the delta hedge position timely 2 days back otherwise it would have become a loss making trade now. |
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