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Options Trading History

For 2008

 

 

 

     This page contains a record of options trades for 2008.  

      Gaming houses need only a very small advantage to make a profit.  Their profit comes through a large number of transactions.  In terms of risk management we look at the net profit but also the probability of running out of capital.  A risk calculator is available to make these computations in the Members Area.  The model is explained in the April 2007 monthly newsletter on “Managing Risk”.  

Short Term Trading Results Since 2/11/08

(Fees are not included)

Input:                                                                     Options                       Stocks

Expectancy, average profit per trade, FP =              13.1%                         3.1%

Fraction of winning trades, FC =                              74.3%                        81.3%                         

Average gain for winning trades, FG =                     18.8%                         4.7%                           

Average loss for losing trades, FL =                        -3.2%                        -4.2%                         

Fraction of total risk capital per trade FT =             10%                            10%

Number of trades, N  =                                         144                              144

 

Output:

Profit as a percentage of initial risk capital =            550%                          55%                            

Probability of running out of capital =                    < 0.01%                       0.08%        

 

Options for 45 Weeks

Weekly Trading

13% Average Profit

74% winning trades

Total of 144 trades

Profit excluding fees 550%

 

Closed Options Trades for 2008

Option

Week of

% P/L

LOW APR 20.00 CALL

1/21

55.9%

CNW JUN 40.00 CALL

1/21

33.9%

JLL MAR 70.00 PUT

1/21

-38.8%

PHG APR 40.00 PUT

1/21

-27.4%

LAZ JUN 40.00 PUT

1/21

-14.0%

EV MAY 35.00 PUT

1/21

-26.7%

FAST MAY 35.00 PUT

1/21

-56.0%

RTI JUN 50.00 PUT

1/21

-4.8%

LOW APR 20.00 CALL

1/28

7.3%

CNW JUN 40.00 CALL

1/28

28.4%

ABX APR 50.00 PUT

1/28

-20.6%

AAPL APR 130.00 PUT

1/28

-31.7%

FAST MAY 35.00 PUT

1/21

-56.0%

RTI JUN 50.00 PUT

1/21

-4.8%

LOW APR 20.00 CALL

1/28

7.3%

CNW JUN 40.00 CALL

1/28

28.4%

ABX APR 50.00 PUT

1/28

-20.6%

AAPL APR 130.00 PUT

1/28

-31.7%

PHG APR 40.00 PUT

1/28

-37.5%

LAZ JUN 40.00 PUT

1/28

-61.1%

EV MAY 35.00 PUT

1/28

-43.2%

SNDK APR 30.00 PUT

1/28

-35.6%

COF JUN 55.00 CALL

2/4

-37.2%

UAUA JUN 40.00 CALL

2/4

-17.1%

R MAY 55.00 CALL

2/4

44.7%

SLM APR 22.50 CALL

2/4

-48.2%

MDC JUN 50.00 CALL

2/4

-42.0%

BHI APR 65.00 PUT

2/4

-2.2%

WBMD JUN 35.00 PUT

2/4

14.0%

GOOG JUN 400.00 PUT

2/4

-1.9%

Switch to Different System

OI MAY 50.00 CALL

2/11

6.9%

WBMD JUN 35.00 PUT

2/11

19.0%

CHK APR 40.00 CALL

2/18

19.0%

COG APR 45.00 CALL

2/18

35.1%

CMP JUN 55.00 CALL

2/18

0.0%

NEU JUN 60.00 CALL

2/18

10.8%

AMZN APR 70.00 PUT

2/18

-10.4%

CHK APR 40.00 CALL

2/25

18.2%

COG APR 45.00 CALL

2/25

14.3%

CENX JUN 65.00 CALL

2/25

13.7%

RRC JUN 65.00 CALL

2/25

-2.0%

HWAY MAY 45.00 PUT

2/25

148.8%

LTM MAY 40.00 PUT

2/25

22.1%

ESI APR 55.00 PUT

2/25

4.7%

MGM JUN 60.00 PUT

3/3

5.7%

NYX JUN 65.00 PUT

3/3

39.0%

LTM MAY 40.00 PUT

3/3

-8.8%

UAUA JUN 30.00 PUT

3/3

14.3%

BVN JUN 80.00 CALL

3/10

25.0%

AEM MAY 75.00 CALL

3/10

32.8%

GG JUL 42.50 CALL

3/10

11.3%

PAAS JUL 40.00 CALL

3/10

23.1%

LEH JUL 45.00 PUT

3/10

33.4%

ESI JUL 50.00 PUT

1/0

0.0%

UAUA JUN 30.00 PUT

3/10

-3.3%

LVS JUN 75.00 PUT

3/17

-4.0%

LEH JUL 40.00 PUT

3/17

20.0%

GFIG JUN 65.00 PUT

3/17

80.0%

CVH JUL 45.00 PUT

3/17

5.0%

NFLX JUN 35.00 CALL

3/24

23.0%

NKE JUL 65.00 CALL

3/24

-8.8%

PSA JUN 90.00 CALL

3/24

1.1%

GE JUN 36.00 CALL

3/24

-9.1%

CERN JUN 40.00 PUT

3/26

3.2%

RTI JUN 45.00 PUT

3/26

0.0%

NIHD JUN 30.00 PUT

3/26

3.3%

LSTR JUL 50.00 CALL

4/1

12.9%

AAPL JUL 150.00 CALL

4/1

15.4%

AAPL JUL 150.00 CALL

4/7

9.8%

MOS JUN 120.00 CALL

4/10

5.2%

AET JUL 45.00 PUT

4/9

7.5%

MICC JUL 95.00 PUT

4/9

2.0%

MOS JUN 125.00 CALL

4/16

17.6%

FAST AUG 50.00 CALL

4/16

0.0%

ACI JUL 50.00 CALL

4/15

23.8%

LVS JUN 75.00 PUT

4/14

36.6%

BYI JUL 35.00 PUT

4/14

30.0%

AA JUL 35.00 PUT

4/14

0.0%

CRK JUN 45.00 CALL

4/25

24.1%

IGT JUL 35.00 PUT

4/21

29.4%

WMT JUN 57.50 CALL

5/1

1.8%

BUCY JUL 130.00 CALL

4/28

12.5%

KCI SEP 40.00 PUT

5/7

2.5%

SGY SEP 70.00 CALL

5/14

0.0%

WLT SEP 95.00 CALL

5/14

13.8%

SCHN AUG 95.00 CALL

5/14

30.9%

MT SEP 95.00 CALL

5/13

17.3%

BUD SEP 55.00 CALL

5/29

8.5%

FDG SEP 80.00 CALL

5/28

0.0%

ZEUS OCT 65.00 CALL

5/28

9.7%

WLT SEP 100.00 CALL

6/5

13.0%

CNX OCT 100.00 CALL

6/5

23.1%

HWAY AUG 35.00 PUT

6/2

-4.3%

BAC AUG 35.00 PUT

6/4

25.9%

AIG AUG 40.00 PUT

6/6

13.7%

WLT SEP 100.00 CALL

6/9

12.7%

CNX OCT 110.00 CALL

6/9

8.1%

SCHN AUG 100.00 CALL

6/9

11.0%

MER OCT 40.00 PUT

6/9

-3.8%

SHLD SEP 85.00 PUT

6/9

2.9%

BAC AUG 35.00 PUT

6/9

-5.8%

JCP AUG 40.00 PUT

6/9

2.3%

CMP SEP 80.00 CALL

6/16

5.8%

MEE OCT 85.00 CALL

6/16

9.8%

ZION OCT 35.00 PUT

6/16

26.7%

CMA OCT 30.00 PUT

6/16

30.8%

UB SEP 45.00 PUT

6/16

0.0%

ACH AUG 35.00 PUT

6/21

16.7%

MGA SEP 75.00 PUT

6/21

2.8%

GMXR AUG 70.00 CALL

6/30

46.2%

PCAR NOV 45.00 PUT

6/30

1.4%

JPM SEP 35.00 PUT

6/30

16.0%

LVS SEP 50.00 PUT

6/30

32.9%

AMGN OCT 50.00 CALL

7/7

1.1%

FCN SEP 70.00 CALL

7/7

0.0%

GSK NOV 45.00 CALL

7/7

14.0%

ZION OCT 30.00 PUT

7/7

-9.2%

ZION OCT 30.00 PUT

7/7

4.8%

LM NOV 40.00 PUT

7/7

-7.9%

LM NOV 40.00 PUT

7/7

8.6%

CI OCT 35.00 PUT

7/7

-5.4%

AET OCT 40.00 PUT

7/7

0.0%

LVS SEP 40.00 PUT

7/7

-5.7%

LM NOV 40.00 PUT

7/14

19.1%

HOT NOV 35.00 PUT

7/14

9.1%

AMG SEP 80.00 PUT

7/14

14.5%

ILMN SEP 85.00 CALL

7/21

38.5%

OSIP OCT 45.00 CALL

7/21

-4.8%

MYGN NOV 60.00 CALL

7/21

20.3%

BAX NOV 65.00 CALL

7/21

-12.5%

PCU SEP 30.00 PUT

7/21

0.0%

ILMN SEP 90.00 CALL

7/28

8.3%

ACI SEP 55.00 CALL

7/28

13.1%

IWM SEP 70.00 CALL

7/28

-7.7%

ATI SEP 45.00 PUT

7/28

0.0%

NFX SEP 55.00 PUT

7/28

15.9%

ALNY DEC 35.00 CALL

8/4

13.9%

BIIB OCT 50.00 PUT

8/4

-8.9%

KLAC DEC 37.50 PUT

8/4

-8.7%

CNX OCT 65.00 PUT

8/4

13.8%

ABX OCT 40.00 PUT

8/4

81.3%

CAL DEC 15.00 CALL

8/11

12.5%

CI OCT 40.00 CALL

8/11

4.9%

HOG NOV 40.00 CALL

8/11

12.8%

AZO DEC 135.00 CALL

8/11

4.7%

SID DEC 35.00 PUT

8/11

-1.8%

CENX DEC 50.00 PUT

8/11

-8.0%

SPWR DEC 95.00 CALL

8/18

6.3%

MDR NOV 35.00 PUT

8/18

7.1%

PKX NOV 110.00 PUT

9/1

45.4%

PCLN OCT 95.00 PUT

9/1

0.0%

FCX NOV 75.00 PUT

9/8

18.0%

CMTL JAN 45.00 PUT

9/8

25.0%

AMED DEC 50.00 PUT

9/8

14.1%

MOS DEC 95.00 CALL

9/15

18.9%

MON JAN 120.00 CALL

9/15

20.8%

BGC NOV 40.00 PUT

9/15

30.9%

DRYS DEC 55.00 PUT

9/15

4.3%

MS JAN 37.00 PUT

9/15

65.7%

LVS DEC 40.00 PUT

9/15

-4.5%

JPM NOV 50.00 CALL

9/29

89.3%

NKE NOV 65.00 CALL

9/29

6.5%

MHP NOV 35.00 PUT

9/29

18.6%

CENX DEC 35.00 PUT

9/29

20.3%

RS DEC 45.00 PUT

9/29

12.7%

CMI NOV 45.00 PUT

9/29

5.6%

BG JAN 50.00 PUT

10/6

6.4%

FCX JAN 45.00 PUT

10/6

0.0%

SCHN JAN 35.00 PUT

10/6

10.7%

AG JAN 35.00 PUT

10/6

-4.5%

ERTS DEC 35.00 PUT

10/6

7.7%

APA JAN 65.00 PUT

10/13

23.3%

SLB JAN 50.00 PUT

10/20

1.2%

CAT JAN 40.00 PUT

10/20

4.9%

ENR DEC 45.00 PUT

11/10

12.7%

WHR DEC 45.00 PUT

11/10

-3.8%

GS DEC 75.00 PUT

11/10

2.5%

 

 

 

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Weekly Stock Market Summary

 For the Week Ending
 April 25, 2009
 
 Major Averages
 Dow Jones       - 0.68%
 NASDAQ          + 1.27%
 S&P 500 Index   - 0.39%
 NYSE            - 0.22%
 Russell 2000    - 0.13%
 
 3 month Libor     1.10%
 30 Year Bond      3.876%
 10 Year Note      2.996%
 Fed Funds Rate    0.250%
 
 Leading Industries
 For the Past Week: (C’s=Companies)

Textile Industrial

C's

28.8%

Resorts & Casinos

C's

18.8%

REIT - Hotel/Motel

C's

17.8%

Paper & Paper Products

C's

15.1%

Silver

C's

12.9%

Gold

C's

11.3%

Lumber, Wood Production

C's

11.2%

Lodging

C's

10.3%

Small Tools & Accessories

C's

10.1%

Air Services, Other

C's

10.1%

 
 Lagging Industries
 For the Past Week: (C’s=Companies)

Technical & System Software

C's

-5.2%

Education & Training Services

C's

-5.3%

Regional - Southeast Banks

C's

-6.7%

Research Services

C's

-6.8%

Broadcasting - Radio

C's

-6.9%

Copper

C's

-7.2%

Farm Products

C's

-7.7%

Surety & Title Insurance

C's

-7.7%

Diagnostic Substances

C's

-8.8%

Music & Video Stores

C's

-12.2%

 
 Leading Industries
 For the Past Month: (C’s=Companies)

Resorts & Casinos

C's

64.4%

REIT - Hotel/Motel

C's

58.8%

Textile Industrial

C's

40.2%

Auto Parts

C's

36.5%

Credit Services

C's

35.5%

Real Estate Development

C's

35.3%

REIT - Retail

C's

34.0%

Lodging

C's

32.7%

Major Airlines

C's

29.2%

Recreational Vehicles

C's

29.1%

 
 Lagging Industries
 For the Past Month: (C’s=Companies)

Water Utilities

C's

-5.4%

Drug Manufacturers - Major

C's

-5.5%

Discount, Variety Stores

C's

-5.6%

Agricultural Chemicals

C's

-6.8%

Tobacco Products, Other

C's

-7.0%

Drug Delivery

C's

-7.2%

Diagnostic Substances

C's

-10.7%

Gold

C's

-11.0%

Education & Training Services

C's

-13.0%

Farm Products

C's

-14.2%

 
 Crude Oil                $51.49
 
 US Dollar Index          84.761
 
 Gold over the Past 30 Days
 USD                      - 3.25%
 CHF                      - 1.19%
 CAD                      - 3.90%
 GBP                      - 4.98%
 EUR                      - 0.42%
 JPY                      - 4.00%
 

 

     

 

 

 

 

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