Thursday, October 27, 2016

Getting A Little Volatile 10-26-16

Market pushed lower again today. RUT poked through its low of last week a little while SPX recovered most of its loss. VIX future is above 15 now. MACDs are pointing toward lower side on weekly but in narrow range on daily. It may take awhile to resolve it.

Made 7 trades today. The risk reversal on SPY I made for a long play failed. I closed the long side with 55% loss. Hope the puts at 209.5 will make some money. I made the strike too close. I sold couple more end of Nov put spreads in SPX and RUT. I sold two put spread on another individual stock as a earning play. BABA has 38% vol  with only 7 days to earning.

Risk profile dropped some but stayed on healthy level. Margin ratio is at 66% as margin shifted to put side. Net liq increased a little to 194K.

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