Friday, November 20, 2015

OPEX Day 11-20-15

Bulls have been persistence and won't give up much ground. ES had a 14 point range day barely closed a down gap.  ES/SPX 2100 is insight now. The bullish engulfing pattern worked out this time.

With the 5th up days in a roll I didn't get a chance to close any of my SPY bear calls. I rolled total 25 calls out to next week and January 3 according to my plan. I collected additional $1700 premiums while booked this week's losses. I may have to wait for the uptrend to turn down.

Risk parameters improved as positions coming off line. Net liq/margin is at 57% for the first time this month. Cash is above $150K again. Leverage is not up slightly to 36. I guess it's these bear calls without enough long calls in hedging.

I will review this week tomorrow.

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