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Quant Weekly Update 9/13/16

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Natural Gas October cycle. We already closed this cycle selling the 3400 call for a profit of +$130 and the 2400 put for a profit of +$90.

 

Crude Light October cycle. We already closed the October cycle. The 5300 call generated a +$200 profit and the 4000 put a +$120

 

ES September cycle.  The market did a big correction last Friday and we were forced to roll the 1980 put with the 1930 put (EOM). We exited the 1980 with a loss of $75 but we cashed $137.50 for the 1930 put and with today close we are basically at break even on this side of the strangle. The 2230 call (sold for $150) is showing a profit of about $100.

 

 

 

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