Friday, March 20, 2015

Quad Witching Friday 3-20-15

My plan:

Indices futures popped up with European market. It's going to be a gap up open around Fed day's VPOC. Price actions could be unpredictable on this quad witching day. I may sell options both ways on their edge.

Grains are moving up. I may add small positions in corn and wheat for recovery contracts.

My execution:

No wild price swings in indices today. It was a trending day until a small pull back before closing. I didn't have any chance to sell puts. I sold three RUT April call spread as it reached top of BB on weekly & daily. No SPX/ES trades were filled today. It may have more to go.

Corn and wheat broke out to the upside. Soybean also tried to move up. I closed one wheat bull put of  475.

I will review this week's activity tomorrow.  

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