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% |