Friday, July 17, 2015

Options Expiration Friday 7-17-15

My plan:

Indices futures stayed up in a very narrow range overnight. With the monthly options expiration we may see some random price actions. One possibility is ES pinning 2110 as a high volume of OI parked there. My targets for ES: 2123-25, 2133-35, new high; 2116-14, 2112-10 below; RUT: 1276-78.5. 1283.8-1286 after the gap fill above; 1269-67,  1264-62; I will try to reduce naked calls and add put spread in.

I will evaluate my approach to corn and wheat since the last lows could not hold. Plus I plan to close more of my July positions.  

My execution:

Indices traded in small ranges again. It appears building energies for another run. ES did test my 2nd level below. RUT reached 1264 also. But I didn't have any new positions added. I took off one RUT call of Aug 3 to reduce my margin and bear side exposures. ES closed at 2119.75, high of the day.

I sold 2 wheat Nov 770 calls and corn Nov 350 puts. I am relatively balanced for now.

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