ETH — Trade-This Diagonal (2025/2026 regime)
The variant to trade, chosen on the years that matter — 2025 + 2026 (ETF + Trump changed the market structure; 2024 is a different regime, secondary). Drawdown is the primary criterion. Only executable variants (Put base — the close-always rule is an exec trap that sells deep-ITM longs at the bid). All numbers post the re-strike bugfix.
THE VARIANT — s0→l1 Cbase/Pbase+f
- Short = at the money (most premium, tightest spread). Long = 1 strike OTM (grid $25). Both sides each week.
- Both sides = base (hold longs to expiry): hold the 14-day long to expiry (cash-settle, no bid sale); sell a near-money weekly short, 2nd one re-struck at the new spot on day 7. Never sell a long at the bid — that's the execution-robust choice (the close-always rule looks smoother on the model but bleeds the spread selling the long every week — and on illiquid ETH quotes it's fatal).
- IV filter: only open when DVOL < its trailing-90-day median (sit out high-vol weeks — that's where run-overs and wide spreads cluster). Trades 45 of the 25+26 weeks.
Why this one (2025+2026, DD-first):
- Every year positive: 2024 +42 / 2025 +28 / 2026 +23. 25+26 total +51%.
- Lowest executable drawdown: M2 25+26 max-DD -21.7%, ret/DD 2.4. On real Tardis 2026: +17.4% at max-DD only -3.2% (ret/DD 5.5).
- The IV-filter is the DD lever — it cuts the M2 DD by ~35% vs no filter and improves real execution.
Honest on DD: the M2 25+26 DD (-21.7%) is the conservative model number — M2 over-states vol-spikes (flat DVOL, no term structure). Real Tardis 2026 with the filter drew down only -3.2%. Truth is between; size for the model number, not the rosy real one. M2 is the long-history proxy (2024+); Tardis is real Deribit marks (2026 only, ~4 months).
Config matrix — ATM short, gap × filter (sorted as run; ★ = trade-this, ⚠ = exec trap)
| config | trades | '24 | '25 | '26 | 25+26 | M2 DD | r/DD | Exec'26 | ExDD | Ex r/DD |
|---|---|---|---|---|---|---|---|---|---|---|
| s0→l1 Cbase/Pbase | 70 | +52 | +51 | +28 | +78 | -33.2 | 2.4 | +21.6 | -3.2 | 6.8 |
| s0→l1 Cbase/Pbase+f ★ | 45 | +42 | +28 | +23 | +51 | -21.7 | 2.4 | +17.4 | -3.2 | 5.5 |
| s0→l1 Cbase/Pclose | 70 | +30 | +35 | +20 | +55 | -20.8 | 2.6 | +10.7 | -2.8 | 3.8 |
| s0→l1 Cbase/Pclose+f | 45 | +23 | +19 | +19 | +38 | -13.2 | 2.9 | +9.9 | -1.6 | 6.3 |
| s0→l1 Cclose/Pbase | 70 | +21 | +29 | +20 | +48 | -21.5 | 2.2 | +11.7 | -2.9 | 4.0 |
| s0→l1 Cclose/Pbase+f | 45 | +16 | +16 | +19 | +35 | -13.0 | 2.7 | +11.3 | -1.8 | 6.2 |
| s0→l1 Cclose/Pclose | 70 | -1 | +13 | +12 | +25 | -13.6 | 1.9 | +0.8 | -4.3 | 0.2 |
| s0→l1 Cclose/Pclose+f | 45 | -4 | +7 | +14 | +21 | -8.1 | 2.6 | +3.8 | -4.3 | 0.9 |
| s0→l2 Cbase/Pbase | 70 | +48 | +50 | +29 | +79 | -33.9 | 2.3 | +23.3 | -3.6 | 6.5 |
| s0→l2 Cbase/Pbase+f | 45 | +40 | +29 | +25 | +54 | -21.8 | 2.5 | +18.4 | -3.6 | 5.1 |
| s0→l2 Cbase/Pclose | 70 | +29 | +34 | +20 | +54 | -20.7 | 2.6 | +6.5 | -3.9 | 1.7 |
| s0→l2 Cbase/Pclose+f | 45 | +23 | +20 | +18 | +38 | -13.4 | 2.8 | +6.8 | -3.1 | 2.2 |
| s0→l2 Cclose/Pbase | 70 | +17 | +28 | +23 | +51 | -22.7 | 2.2 | +12.6 | -4.3 | 2.9 |
| s0→l2 Cclose/Pbase+f | 45 | +13 | +15 | +22 | +37 | -13.1 | 2.8 | +12.3 | -3.6 | 3.4 |
| s0→l2 Cclose/Pclose ⚠ | 70 | -2 | +13 | +14 | +26 | -12.9 | 2.0 | -4.1 | -5.9 | -0.7 |
| s0→l2 Cclose/Pclose+f | 45 | -4 | +6 | +15 | +21 | -8.5 | 2.4 | +0.7 | -4.3 | 0.2 |
| s0→l3 Cbase/Pbase | 70 | +44 | +48 | +30 | +78 | -34.2 | 2.3 | +19.3 | -3.8 | 5.1 |
| s0→l3 Cbase/Pbase+f | 45 | +38 | +30 | +27 | +58 | -21.7 | 2.7 | +18.0 | -3.6 | 5.0 |
| s0→l3 Cbase/Pclose | 70 | +30 | +34 | +19 | +53 | -20.6 | 2.5 | +7.5 | -3.1 | 2.4 |
| s0→l3 Cbase/Pclose+f | 45 | +25 | +21 | +19 | +41 | -13.6 | 3.0 | +7.8 | -3.8 | 2.0 |
| s0→l3 Cclose/Pbase | 70 | +14 | +26 | +26 | +52 | -23.5 | 2.2 | +13.9 | -4.9 | 2.9 |
| s0→l3 Cclose/Pbase+f | 45 | +10 | +15 | +24 | +39 | -13.0 | 3.0 | +14.3 | -3.6 | 4.0 |
| s0→l3 Cclose/Pclose | 70 | -0 | +12 | +15 | +27 | -13.6 | 2.0 | +2.1 | -4.7 | 0.4 |
| s0→l3 Cclose/Pclose+f | 45 | -3 | +6 | +16 | +22 | -8.9 | 2.5 | +4.1 | -4.4 | 0.9 |
'24/'25/'26 = M2 by year (% notional). 25+26 = the decision window. M2 DD = max drawdown on M2 2025+26. Exec'26 / ExDD / Ex r/DD = real Tardis against the orderbook (buy ask / sell bid). The Pclose rows show negative/blown Exec — that's the close-always exec trap (selling deep-ITM longs at the bid).
Equity — filter on vs off (M2, 2024→2026)
2026 reality — Model vs Mid vs Execution (traded weeks)
Week-by-week — every leg (skipped weeks greyed)
| Week / leg | Strike | In $ | Out $ | Net $ |
|---|---|---|---|---|
| 2024 | ||||
| 2024-01-05 SKIP (high IV) $2,253→$2,602→$2,473 | Call -4.44 Put -2.94 Comb -7.39% (not traded) | ||||
| 2024-01-12 $2,602→$2,473→$2,209 | Call +1.21 Put +0.84 Comb +2.05% Cum +2.1 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,650 | -108 | +0 | -108 |
| ↳ SHORT#1 7d | 2,625 | +80 | +0 | +80 |
| ↳ SHORT#2 7d re-struck @d7 | 2,475 | +59 | +0 | +59 |
| = subtotal | +31 R +1.19% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,575 | -117 | +366 | +249 |
| ↳ SHORT#1 7d | 2,600 | +89 | -127 | -38 |
| ↳ SHORT#2 7d re-struck @d7 | 2,450 | +52 | -241 | -189 |
| = subtotal | +22 R +0.85% | |||
| 2024-01-19 $2,473→$2,209→$2,310 | Call -2.40 Put -3.88 Comb -6.28% Cum -4.2 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,500 | -81 | +0 | -81 |
| ↳ SHORT#1 7d | 2,475 | +59 | +0 | +59 |
| ↳ SHORT#2 7d re-struck @d7 | 2,225 | +48 | -85 | -38 |
| = subtotal | -60 R -2.43% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,425 | -72 | +115 | +43 |
| ↳ SHORT#1 7d | 2,450 | +52 | -241 | -189 |
| ↳ SHORT#2 7d re-struck @d7 | 2,200 | +50 | +0 | +50 |
| = subtotal | -96 R -3.88% | |||
| 2024-01-26 $2,209→$2,310→$2,477 | Call +0.98 Put +1.52 Comb +2.50% Cum -1.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,250 | -66 | +227 | +161 |
| ↳ SHORT#1 7d | 2,225 | +48 | -85 | -38 |
| ↳ SHORT#2 7d re-struck @d7 | 2,325 | +50 | -152 | -101 |
| = subtotal | +22 R +1.00% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,175 | -69 | +0 | -69 |
| ↳ SHORT#1 7d | 2,200 | +50 | +0 | +50 |
| ↳ SHORT#2 7d re-struck @d7 | 2,300 | +52 | +0 | +52 |
| = subtotal | +33 R +1.49% | |||
| 2024-02-02 $2,310→$2,477→$2,817 | Call +1.23 Put +1.83 Comb +3.05% Cum +1.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,350 | -70 | +467 | +397 |
| ↳ SHORT#1 7d | 2,325 | +50 | -152 | -101 |
| ↳ SHORT#2 7d re-struck @d7 | 2,500 | +50 | -317 | -268 |
| = subtotal | +28 R +1.21% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,275 | -72 | +0 | -72 |
| ↳ SHORT#1 7d | 2,300 | +52 | +0 | +52 |
| ↳ SHORT#2 7d re-struck @d7 | 2,475 | +62 | +0 | +62 |
| = subtotal | +42 R +1.82% | |||
| 2024-02-09 SKIP (high IV) $2,477→$2,817→$2,925 | Call +1.38 Put +1.95 Comb +3.34% (not traded) | ||||
| 2024-02-16 $2,817→$2,925→$3,422 | Call +1.05 Put +1.47 Comb +2.52% Cum +3.8 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,850 | -100 | +572 | +473 |
| ↳ SHORT#1 7d | 2,825 | +74 | -100 | -26 |
| ↳ SHORT#2 7d re-struck @d7 | 2,925 | +80 | -498 | -417 |
| = subtotal | +30 R +1.06% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,775 | -94 | +0 | -94 |
| ↳ SHORT#1 7d | 2,800 | +68 | +0 | +68 |
| ↳ SHORT#2 7d re-struck @d7 | 2,900 | +67 | +0 | +67 |
| = subtotal | +41 R +1.46% | |||
| 2024-02-23 $2,925→$3,422→$3,942 | Call +2.21 Put +2.73 Comb +4.95% Cum +8.8 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,950 | -111 | +992 | +881 |
| ↳ SHORT#1 7d | 2,925 | +80 | -498 | -417 |
| ↳ SHORT#2 7d re-struck @d7 | 3,425 | +118 | -517 | -399 |
| = subtotal | +65 R +2.22% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,875 | -95 | +0 | -95 |
| ↳ SHORT#1 7d | 2,900 | +67 | +0 | +67 |
| ↳ SHORT#2 7d re-struck @d7 | 3,400 | +107 | +0 | +107 |
| = subtotal | +79 R +2.70% | |||
| 2024-03-01 SKIP (high IV) $3,422→$3,942→$3,663 | Call -5.64 Put -4.64 Comb -10.28% (not traded) | ||||
| 2024-03-08 $3,942→$3,663→$3,483 | Call +1.97 Put +1.61 Comb +3.58% Cum +12.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,975 | -207 | +0 | -207 |
| ↳ SHORT#1 7d | 3,950 | +149 | +0 | +149 |
| ↳ SHORT#2 7d re-struck @d7 | 3,675 | +136 | +0 | +136 |
| = subtotal | +78 R +1.98% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,900 | -203 | +417 | +213 |
| ↳ SHORT#1 7d | 3,925 | +144 | -262 | -118 |
| ↳ SHORT#2 7d re-struck @d7 | 3,650 | +135 | -167 | -32 |
| = subtotal | +63 R +1.60% | |||
| 2024-03-15 $3,663→$3,483→$3,539 | Call +1.04 Put -0.12 Comb +0.92% Cum +13.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,700 | -187 | +0 | -187 |
| ↳ SHORT#1 7d | 3,675 | +136 | +0 | +136 |
| ↳ SHORT#2 7d re-struck @d7 | 3,500 | +127 | -39 | +88 |
| = subtotal | +37 R +1.01% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,625 | -189 | +86 | -103 |
| ↳ SHORT#1 7d | 3,650 | +135 | -167 | -32 |
| ↳ SHORT#2 7d re-struck @d7 | 3,475 | +130 | +0 | +130 |
| = subtotal | -5 R -0.14% | |||
| 2024-03-22 $3,483→$3,539→$3,285 | Call +1.30 Put +0.17 Comb +1.47% Cum +14.8 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,525 | -174 | +0 | -174 |
| ↳ SHORT#1 7d | 3,500 | +127 | -39 | +88 |
| ↳ SHORT#2 7d re-struck @d7 | 3,550 | +131 | +0 | +131 |
| = subtotal | +45 R +1.29% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,450 | -179 | +165 | -15 |
| ↳ SHORT#1 7d | 3,475 | +130 | +0 | +130 |
| ↳ SHORT#2 7d re-struck @d7 | 3,525 | +130 | -240 | -110 |
| = subtotal | +5 R +0.14% | |||
| 2024-03-29 $3,539→$3,285→$3,526 | Call -4.35 Put -4.81 Comb -9.16% Cum +5.6 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,575 | -180 | +0 | -180 |
| ↳ SHORT#1 7d | 3,550 | +131 | +0 | +131 |
| ↳ SHORT#2 7d re-struck @d7 | 3,300 | +120 | -226 | -106 |
| = subtotal | -155 R -4.38% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,500 | -182 | +0 | -182 |
| ↳ SHORT#1 7d | 3,525 | +130 | -240 | -110 |
| ↳ SHORT#2 7d re-struck @d7 | 3,275 | +122 | +0 | +122 |
| = subtotal | -170 R -4.80% | |||
| 2024-04-05 $3,285→$3,526→$3,111 | Call -4.82 Put -6.11 Comb -10.93% Cum -5.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,325 | -164 | +0 | -164 |
| ↳ SHORT#1 7d | 3,300 | +120 | -226 | -106 |
| ↳ SHORT#2 7d re-struck @d7 | 3,550 | +112 | +0 | +112 |
| = subtotal | -158 R -4.81% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,250 | -169 | +139 | -31 |
| ↳ SHORT#1 7d | 3,275 | +122 | +0 | +122 |
| ↳ SHORT#2 7d re-struck @d7 | 3,525 | +122 | -414 | -292 |
| = subtotal | -201 R -6.12% | |||
| 2024-04-12 $3,526→$3,111→$3,143 | Call +1.55 Put +0.46 Comb +2.00% Cum -3.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,575 | -153 | +0 | -153 |
| ↳ SHORT#1 7d | 3,550 | +112 | +0 | +112 |
| ↳ SHORT#2 7d re-struck @d7 | 3,125 | +114 | -18 | +96 |
| = subtotal | +55 R +1.56% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,500 | -164 | +357 | +193 |
| ↳ SHORT#1 7d | 3,525 | +122 | -414 | -292 |
| ↳ SHORT#2 7d re-struck @d7 | 3,100 | +114 | +0 | +114 |
| = subtotal | +15 R +0.43% | |||
| 2024-04-19 SKIP (high IV) $3,111→$3,143→$2,972 | Call +1.51 Put +0.18 Comb +1.69% (not traded) | ||||
| 2024-04-26 $3,143→$2,972→$3,038 | Call +0.13 Put -1.12 Comb -1.00% Cum -4.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,175 | -142 | +0 | -142 |
| ↳ SHORT#1 7d | 3,150 | +106 | +0 | +106 |
| ↳ SHORT#2 7d re-struck @d7 | 2,975 | +102 | -63 | +40 |
| = subtotal | +4 R +0.13% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,100 | -136 | +62 | -74 |
| ↳ SHORT#1 7d | 3,125 | +100 | -153 | -53 |
| ↳ SHORT#2 7d re-struck @d7 | 2,950 | +92 | +0 | +92 |
| = subtotal | -35 R -1.11% | |||
| 2024-05-03 $2,972→$3,038→$3,028 | Call +1.15 Put +2.18 Comb +3.33% Cum -1.0 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,000 | -134 | +28 | -105 |
| ↳ SHORT#1 7d | 2,975 | +102 | -63 | +40 |
| ↳ SHORT#2 7d re-struck @d7 | 3,050 | +100 | +0 | +100 |
| = subtotal | +35 R +1.18% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,925 | -126 | +0 | -126 |
| ↳ SHORT#1 7d | 2,950 | +92 | +0 | +92 |
| ↳ SHORT#2 7d re-struck @d7 | 3,025 | +99 | +0 | +99 |
| = subtotal | +65 R +2.19% | |||
| 2024-05-10 $3,038→$3,028→$3,674 | Call +1.20 Put +2.25 Comb +3.44% Cum +2.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,075 | -134 | +599 | +465 |
| ↳ SHORT#1 7d | 3,050 | +100 | +0 | +100 |
| ↳ SHORT#2 7d re-struck @d7 | 3,050 | +95 | -624 | -529 |
| = subtotal | +36 R +1.18% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,000 | -134 | +0 | -134 |
| ↳ SHORT#1 7d | 3,025 | +99 | +0 | +99 |
| ↳ SHORT#2 7d re-struck @d7 | 3,025 | +103 | +0 | +103 |
| = subtotal | +68 R +2.24% | |||
| 2024-05-17 $3,028→$3,674→$3,735 | Call +2.29 Put +2.67 Comb +4.96% Cum +7.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,075 | -130 | +660 | +531 |
| ↳ SHORT#1 7d | 3,050 | +95 | -624 | -529 |
| ↳ SHORT#2 7d re-struck @d7 | 3,675 | +128 | -60 | +68 |
| = subtotal | +70 R +2.31% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,000 | -137 | +0 | -137 |
| ↳ SHORT#1 7d | 3,025 | +103 | +0 | +103 |
| ↳ SHORT#2 7d re-struck @d7 | 3,650 | +115 | +0 | +115 |
| = subtotal | +81 R +2.68% | |||
| 2024-05-24 $3,674→$3,735→$3,812 | Call +1.95 Put +2.16 Comb +4.10% Cum +11.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,700 | -169 | +112 | -57 |
| ↳ SHORT#1 7d | 3,675 | +128 | -60 | +68 |
| ↳ SHORT#2 7d re-struck @d7 | 3,750 | +123 | -62 | +61 |
| = subtotal | +72 R +1.96% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,625 | -160 | +0 | -160 |
| ↳ SHORT#1 7d | 3,650 | +115 | +0 | +115 |
| ↳ SHORT#2 7d re-struck @d7 | 3,725 | +124 | +0 | +124 |
| = subtotal | +79 R +2.15% | |||
| 2024-05-31 $3,735→$3,812→$3,522 | Call +0.55 Put -0.51 Comb +0.03% Cum +11.6 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,775 | -168 | +0 | -168 |
| ↳ SHORT#1 7d | 3,750 | +123 | -62 | +61 |
| ↳ SHORT#2 7d re-struck @d7 | 3,825 | +127 | +0 | +127 |
| = subtotal | +20 R +0.54% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,700 | -169 | +178 | +9 |
| ↳ SHORT#1 7d | 3,725 | +124 | +0 | +124 |
| ↳ SHORT#2 7d re-struck @d7 | 3,800 | +126 | -278 | -152 |
| = subtotal | -19 R -0.51% | |||
| 2024-06-07 $3,812→$3,522→$3,459 | Call +1.99 Put +1.61 Comb +3.60% Cum +15.2 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,850 | -172 | +0 | -172 |
| ↳ SHORT#1 7d | 3,825 | +127 | +0 | +127 |
| ↳ SHORT#2 7d re-struck @d7 | 3,525 | +121 | +0 | +121 |
| = subtotal | +76 R +1.99% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,775 | -172 | +316 | +143 |
| ↳ SHORT#1 7d | 3,800 | +126 | -278 | -152 |
| ↳ SHORT#2 7d re-struck @d7 | 3,500 | +111 | -41 | +71 |
| = subtotal | +62 R +1.63% | |||
| 2024-06-14 $3,522→$3,459→$3,439 | Call +2.10 Put +1.62 Comb +3.71% Cum +18.9 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,550 | -161 | +0 | -161 |
| ↳ SHORT#1 7d | 3,525 | +121 | +0 | +121 |
| ↳ SHORT#2 7d re-struck @d7 | 3,475 | +113 | +0 | +113 |
| = subtotal | +73 R +2.07% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,475 | -154 | +36 | -118 |
| ↳ SHORT#1 7d | 3,500 | +111 | -41 | +71 |
| ↳ SHORT#2 7d re-struck @d7 | 3,450 | +115 | -11 | +104 |
| = subtotal | +57 R +1.62% | |||
| 2024-06-21 $3,459→$3,439→$2,852 | Call +1.42 Put +0.99 Comb +2.41% Cum +21.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,500 | -154 | +0 | -154 |
| ↳ SHORT#1 7d | 3,475 | +113 | +0 | +113 |
| ↳ SHORT#2 7d re-struck @d7 | 3,450 | +89 | +0 | +89 |
| = subtotal | +48 R +1.39% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,425 | -156 | +573 | +417 |
| ↳ SHORT#1 7d | 3,450 | +115 | -11 | +104 |
| ↳ SHORT#2 7d re-struck @d7 | 3,425 | +86 | -573 | -487 |
| = subtotal | +34 R +0.98% | |||
| 2024-06-28 $3,439→$2,852→$3,081 | Call -4.42 Put -5.54 Comb -9.96% Cum +11.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,475 | -124 | +0 | -124 |
| ↳ SHORT#1 7d | 3,450 | +89 | +0 | +89 |
| ↳ SHORT#2 7d re-struck @d7 | 2,875 | +89 | -206 | -118 |
| = subtotal | -153 R -4.45% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,400 | -120 | +319 | +199 |
| ↳ SHORT#1 7d | 3,425 | +86 | -573 | -487 |
| ↳ SHORT#2 7d re-struck @d7 | 2,850 | +98 | +0 | +98 |
| = subtotal | -190 R -5.52% | |||
| 2024-07-05 SKIP (high IV) $2,852→$3,081→$3,396 | Call +1.34 Put +1.71 Comb +3.05% (not traded) | ||||
| 2024-07-12 $3,081→$3,396→$3,254 | Call -2.61 Put -1.39 Comb -4.00% Cum +7.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,125 | -106 | +129 | +23 |
| ↳ SHORT#1 7d | 3,100 | +76 | -296 | -220 |
| ↳ SHORT#2 7d re-struck @d7 | 3,400 | +116 | +0 | +116 |
| = subtotal | -81 R -2.63% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,050 | -109 | +0 | -109 |
| ↳ SHORT#1 7d | 3,075 | +80 | +0 | +80 |
| ↳ SHORT#2 7d re-struck @d7 | 3,375 | +107 | -121 | -14 |
| = subtotal | -43 R -1.40% | |||
| 2024-07-19 $3,396→$3,254→$3,160 | Call +1.94 Put +1.44 Comb +3.38% Cum +10.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,425 | -154 | +0 | -154 |
| ↳ SHORT#1 7d | 3,400 | +116 | +0 | +116 |
| ↳ SHORT#2 7d re-struck @d7 | 3,275 | +104 | +0 | +104 |
| = subtotal | +66 R +1.94% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,350 | -148 | +190 | +42 |
| ↳ SHORT#1 7d | 3,375 | +107 | -121 | -14 |
| ↳ SHORT#2 7d re-struck @d7 | 3,250 | +111 | -90 | +20 |
| = subtotal | +48 R +1.41% | |||
| 2024-07-26 $3,254→$3,160→$2,671 | Call +1.22 Put +0.96 Comb +2.18% Cum +12.9 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,300 | -141 | +0 | -141 |
| ↳ SHORT#1 7d | 3,275 | +104 | +0 | +104 |
| ↳ SHORT#2 7d re-struck @d7 | 3,175 | +77 | +0 | +77 |
| = subtotal | +40 R +1.23% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,225 | -148 | +554 | +405 |
| ↳ SHORT#1 7d | 3,250 | +111 | -90 | +20 |
| ↳ SHORT#2 7d re-struck @d7 | 3,150 | +84 | -479 | -395 |
| = subtotal | +30 R +0.92% | |||
| 2024-08-02 $3,160→$2,671→$2,618 | Call +2.00 Put +1.73 Comb +3.73% Cum +16.6 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,200 | -105 | +0 | -105 |
| ↳ SHORT#1 7d | 3,175 | +77 | +0 | +77 |
| ↳ SHORT#2 7d re-struck @d7 | 2,675 | +91 | +0 | +91 |
| = subtotal | +63 R +1.99% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,125 | -108 | +507 | +399 |
| ↳ SHORT#1 7d | 3,150 | +84 | -479 | -395 |
| ↳ SHORT#2 7d re-struck @d7 | 2,650 | +82 | -32 | +50 |
| = subtotal | +54 R +1.71% | |||
| 2024-08-09 $2,671→$2,618→$2,674 | Call +0.38 Put +0.76 Comb +1.14% Cum +17.8 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,700 | -120 | +0 | -120 |
| ↳ SHORT#1 7d | 2,675 | +91 | +0 | +91 |
| ↳ SHORT#2 7d re-struck @d7 | 2,625 | +88 | -49 | +39 |
| = subtotal | +10 R +0.37% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,625 | -111 | +0 | -111 |
| ↳ SHORT#1 7d | 2,650 | +82 | -32 | +50 |
| ↳ SHORT#2 7d re-struck @d7 | 2,600 | +82 | +0 | +82 |
| = subtotal | +21 R +0.79% | |||
| 2024-08-16 $2,618→$2,674→$2,522 | Call +0.61 Put -0.88 Comb -0.27% Cum +17.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,650 | -116 | +0 | -116 |
| ↳ SHORT#1 7d | 2,625 | +88 | -49 | +39 |
| ↳ SHORT#2 7d re-struck @d7 | 2,675 | +93 | +0 | +93 |
| = subtotal | +16 R +0.61% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,575 | -110 | +53 | -57 |
| ↳ SHORT#1 7d | 2,600 | +82 | +0 | +82 |
| ↳ SHORT#2 7d re-struck @d7 | 2,650 | +81 | -128 | -48 |
| = subtotal | -23 R -0.88% | |||
| 2024-08-23 $2,674→$2,522→$2,350 | Call +2.22 Put +1.64 Comb +3.86% Cum +21.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,700 | -120 | +0 | -120 |
| ↳ SHORT#1 7d | 2,675 | +93 | +0 | +93 |
| ↳ SHORT#2 7d re-struck @d7 | 2,525 | +86 | +0 | +86 |
| = subtotal | +59 R +2.21% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,625 | -110 | +275 | +165 |
| ↳ SHORT#1 7d | 2,650 | +81 | -128 | -48 |
| ↳ SHORT#2 7d re-struck @d7 | 2,500 | +76 | -150 | -74 |
| = subtotal | +43 R +1.61% | |||
| 2024-08-30 SKIP (high IV) $2,522→$2,350→$2,343 | Call +2.21 Put +1.00 Comb +3.21% (not traded) | ||||
| 2024-09-06 SKIP (high IV) $2,350→$2,343→$2,546 | Call +1.27 Put +2.05 Comb +3.32% (not traded) | ||||
| 2024-09-13 $2,343→$2,546→$2,667 | Call +1.80 Put +2.28 Comb +4.08% Cum +25.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,375 | -102 | +292 | +190 |
| ↳ SHORT#1 7d | 2,350 | +78 | -196 | -118 |
| ↳ SHORT#2 7d re-struck @d7 | 2,550 | +87 | -117 | -30 |
| = subtotal | +42 R +1.79% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,300 | -97 | +0 | -97 |
| ↳ SHORT#1 7d | 2,325 | +72 | +0 | +72 |
| ↳ SHORT#2 7d re-struck @d7 | 2,525 | +78 | +0 | +78 |
| = subtotal | +53 R +2.26% | |||
| 2024-09-20 SKIP (high IV) $2,546→$2,667→$2,381 | Call -2.13 Put -3.68 Comb -5.81% (not traded) | ||||
| 2024-09-27 SKIP (high IV) $2,667→$2,381→$2,403 | Call +1.59 Put +0.11 Comb +1.70% (not traded) | ||||
| 2024-10-04 $2,381→$2,403→$2,638 | Call +1.92 Put +2.39 Comb +4.31% Cum +29.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,425 | -99 | +213 | +115 |
| ↳ SHORT#1 7d | 2,400 | +74 | -3 | +71 |
| ↳ SHORT#2 7d re-struck @d7 | 2,425 | +74 | -213 | -140 |
| = subtotal | +46 R +1.93% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,350 | -104 | +0 | -104 |
| ↳ SHORT#1 7d | 2,375 | +79 | +0 | +79 |
| ↳ SHORT#2 7d re-struck @d7 | 2,400 | +82 | +0 | +82 |
| = subtotal | +57 R +2.39% | |||
| 2024-10-11 $2,403→$2,638→$2,518 | Call -4.31 Put -2.80 Comb -7.11% Cum +22.6 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,450 | -99 | +68 | -31 |
| ↳ SHORT#1 7d | 2,425 | +74 | -213 | -140 |
| ↳ SHORT#2 7d re-struck @d7 | 2,650 | +67 | +0 | +67 |
| = subtotal | -104 R -4.33% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,375 | -107 | +0 | -107 |
| ↳ SHORT#1 7d | 2,400 | +82 | +0 | +82 |
| ↳ SHORT#2 7d re-struck @d7 | 2,625 | +65 | -107 | -42 |
| = subtotal | -67 R -2.79% | |||
| 2024-10-18 $2,638→$2,518→$2,501 | Call +2.29 Put +1.77 Comb +4.06% Cum +26.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,675 | -91 | +0 | -91 |
| ↳ SHORT#1 7d | 2,650 | +67 | +0 | +67 |
| ↳ SHORT#2 7d re-struck @d7 | 2,525 | +84 | +0 | +84 |
| = subtotal | +60 R +2.27% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,600 | -88 | +99 | +11 |
| ↳ SHORT#1 7d | 2,625 | +65 | -107 | -42 |
| ↳ SHORT#2 7d re-struck @d7 | 2,500 | +78 | +0 | +78 |
| = subtotal | +47 R +1.78% | |||
| 2024-10-25 SKIP (high IV) $2,518→$2,501→$2,900 | Call +0.99 Put +2.35 Comb +3.33% (not traded) | ||||
| 2024-11-01 $2,501→$2,900→$3,070 | Call +1.13 Put +2.12 Comb +3.26% Cum +29.9 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,550 | -103 | +520 | +418 |
| ↳ SHORT#1 7d | 2,525 | +76 | -375 | -299 |
| ↳ SHORT#2 7d re-struck @d7 | 2,900 | +80 | -170 | -91 |
| = subtotal | +28 R +1.12% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,475 | -113 | +0 | -113 |
| ↳ SHORT#1 7d | 2,500 | +86 | +0 | +86 |
| ↳ SHORT#2 7d re-struck @d7 | 2,900 | +80 | +0 | +80 |
| = subtotal | +53 R +2.12% | |||
| 2024-11-08 $2,900→$3,070→$3,373 | Call +1.86 Put +2.40 Comb +4.26% Cum +34.2 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,925 | -110 | +448 | +338 |
| ↳ SHORT#1 7d | 2,900 | +80 | -170 | -91 |
| ↳ SHORT#2 7d re-struck @d7 | 3,075 | +105 | -298 | -193 |
| = subtotal | +54 R +1.86% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,875 | -106 | +0 | -106 |
| ↳ SHORT#1 7d | 2,900 | +80 | +0 | +80 |
| ↳ SHORT#2 7d re-struck @d7 | 3,050 | +96 | +0 | +96 |
| = subtotal | +70 R +2.41% | |||
| 2024-11-15 SKIP (high IV) $3,070→$3,373→$3,570 | Call +2.39 Put +2.71 Comb +5.10% (not traded) | ||||
| 2024-11-22 SKIP (high IV) $3,373→$3,570→$3,881 | Call +1.99 Put +2.33 Comb +4.31% (not traded) | ||||
| 2024-11-29 $3,570→$3,881→$3,899 | Call +2.29 Put +2.64 Comb +4.94% Cum +39.1 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,600 | -188 | +299 | +111 |
| ↳ SHORT#1 7d | 3,575 | +136 | -306 | -170 |
| ↳ SHORT#2 7d re-struck @d7 | 3,900 | +141 | +0 | +141 |
| = subtotal | +82 R +2.30% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,525 | -180 | +0 | -180 |
| ↳ SHORT#1 7d | 3,550 | +128 | +0 | +128 |
| ↳ SHORT#2 7d re-struck @d7 | 3,875 | +147 | +0 | +147 |
| = subtotal | +95 R +2.66% | |||
| 2024-12-06 $3,881→$3,899→$3,291 | Call +2.47 Put +1.49 Comb +3.96% Cum +43.1 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,925 | -195 | +0 | -195 |
| ↳ SHORT#1 7d | 3,900 | +141 | +0 | +141 |
| ↳ SHORT#2 7d re-struck @d7 | 3,900 | +150 | +0 | +150 |
| = subtotal | +96 R +2.47% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,850 | -203 | +559 | +355 |
| ↳ SHORT#1 7d | 3,875 | +147 | +0 | +147 |
| ↳ SHORT#2 7d re-struck @d7 | 3,875 | +139 | -584 | -445 |
| = subtotal | +57 R +1.47% | |||
| 2024-12-13 $3,899→$3,291→$3,359 | Call +0.17 Put -0.83 Comb -0.66% Cum +42.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,925 | -208 | +0 | -208 |
| ↳ SHORT#1 7d | 3,900 | +150 | +0 | +150 |
| ↳ SHORT#2 7d re-struck @d7 | 3,300 | +123 | -59 | +64 |
| = subtotal | +6 R +0.15% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,850 | -197 | +491 | +294 |
| ↳ SHORT#1 7d | 3,875 | +139 | -584 | -445 |
| ↳ SHORT#2 7d re-struck @d7 | 3,275 | +119 | +0 | +119 |
| = subtotal | -32 R -0.82% | |||
| 2024-12-20 SKIP (high IV) $3,291→$3,359→$3,431 | Call +2.11 Put +2.36 Comb +4.47% (not traded) | ||||
| 2024-12-27 SKIP (high IV) $3,359→$3,431→$3,296 | Call +0.28 Put -0.98 Comb -0.69% (not traded) | ||||
| 2025 | ||||
| 2025-01-03 $3,431→$3,296→$3,407 | Call -1.00 Put -1.92 Comb -2.92% Cum +39.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,475 | -150 | +0 | -150 |
| ↳ SHORT#1 7d | 3,450 | +110 | +0 | +110 |
| ↳ SHORT#2 7d re-struck @d7 | 3,300 | +113 | -107 | +6 |
| = subtotal | -34 R -0.99% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,400 | -156 | +0 | -156 |
| ↳ SHORT#1 7d | 3,425 | +116 | -129 | -13 |
| ↳ SHORT#2 7d re-struck @d7 | 3,275 | +104 | +0 | +104 |
| = subtotal | -65 R -1.89% | |||
| 2025-01-10 $3,296→$3,407→$3,402 | Call +1.72 Put +2.70 Comb +4.42% Cum +43.9 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,325 | -149 | +77 | -72 |
| ↳ SHORT#1 7d | 3,300 | +113 | -107 | +6 |
| ↳ SHORT#2 7d re-struck @d7 | 3,425 | +124 | +0 | +124 |
| = subtotal | +58 R +1.76% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,250 | -143 | +0 | -143 |
| ↳ SHORT#1 7d | 3,275 | +104 | +0 | +104 |
| ↳ SHORT#2 7d re-struck @d7 | 3,400 | +128 | +0 | +128 |
| = subtotal | +89 R +2.70% | |||
| 2025-01-17 SKIP (high IV) $3,407→$3,402→$3,237 | Call +1.80 Put +1.30 Comb +3.10% (not traded) | ||||
| 2025-01-24 $3,402→$3,237→$2,730 | Call +1.97 Put +1.56 Comb +3.53% Cum +47.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,450 | -147 | +0 | -147 |
| ↳ SHORT#1 7d | 3,425 | +108 | +0 | +108 |
| ↳ SHORT#2 7d re-struck @d7 | 3,250 | +107 | +0 | +107 |
| = subtotal | +68 R +2.00% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,375 | -157 | +645 | +488 |
| ↳ SHORT#1 7d | 3,400 | +117 | -163 | -46 |
| ↳ SHORT#2 7d re-struck @d7 | 3,225 | +106 | -495 | -389 |
| = subtotal | +53 R +1.56% | |||
| 2025-01-31 $3,237→$2,730→$2,705 | Call +1.51 Put +1.05 Comb +2.56% Cum +50.0 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,275 | -144 | +0 | -144 |
| ↳ SHORT#1 7d | 3,250 | +107 | +0 | +107 |
| ↳ SHORT#2 7d re-struck @d7 | 2,750 | +86 | +0 | +86 |
| = subtotal | +49 R +1.51% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,200 | -144 | +495 | +350 |
| ↳ SHORT#1 7d | 3,225 | +106 | -495 | -389 |
| ↳ SHORT#2 7d re-struck @d7 | 2,725 | +92 | -20 | +72 |
| = subtotal | +33 R +1.02% | |||
| 2025-02-07 $2,730→$2,705→$2,751 | Call +1.09 Put +1.51 Comb +2.60% Cum +52.6 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,775 | -116 | +0 | -116 |
| ↳ SHORT#1 7d | 2,750 | +86 | +0 | +86 |
| ↳ SHORT#2 7d re-struck @d7 | 2,725 | +85 | -26 | +59 |
| = subtotal | +29 R +1.06% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,700 | -122 | +0 | -122 |
| ↳ SHORT#1 7d | 2,725 | +92 | -20 | +72 |
| ↳ SHORT#2 7d re-struck @d7 | 2,700 | +91 | +0 | +91 |
| = subtotal | +41 R +1.50% | |||
| 2025-02-14 $2,705→$2,751→$2,120 | Call +1.09 Put -0.36 Comb +0.73% Cum +53.3 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,750 | -115 | +0 | -115 |
| ↳ SHORT#1 7d | 2,725 | +85 | -26 | +59 |
| ↳ SHORT#2 7d re-struck @d7 | 2,775 | +85 | +0 | +85 |
| = subtotal | +29 R +1.07% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,675 | -121 | +555 | +434 |
| ↳ SHORT#1 7d | 2,700 | +91 | +0 | +91 |
| ↳ SHORT#2 7d re-struck @d7 | 2,750 | +95 | -630 | -535 |
| = subtotal | -10 R -0.37% | |||
| 2025-02-21 $2,751→$2,120→$2,185 | Call -0.40 Put -1.76 Comb -2.16% Cum +51.2 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,800 | -115 | +0 | -115 |
| ↳ SHORT#1 7d | 2,775 | +85 | +0 | +85 |
| ↳ SHORT#2 7d re-struck @d7 | 2,125 | +80 | -60 | +19 |
| = subtotal | -11 R -0.40% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,725 | -125 | +540 | +415 |
| ↳ SHORT#1 7d | 2,750 | +95 | -630 | -535 |
| ↳ SHORT#2 7d re-struck @d7 | 2,100 | +72 | +0 | +72 |
| = subtotal | -48 R -1.74% | |||
| 2025-02-28 SKIP (high IV) $2,120→$2,185→$1,895 | Call -0.74 Put -2.60 Comb -3.34% (not traded) | ||||
| 2025-03-07 $2,185→$1,895→$1,975 | Call -1.17 Put -2.84 Comb -4.01% Cum +47.2 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,225 | -91 | +0 | -91 |
| ↳ SHORT#1 7d | 2,200 | +69 | +0 | +69 |
| ↳ SHORT#2 7d re-struck @d7 | 1,900 | +71 | -75 | -4 |
| = subtotal | -26 R -1.19% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,150 | -92 | +175 | +83 |
| ↳ SHORT#1 7d | 2,175 | +70 | -280 | -209 |
| ↳ SHORT#2 7d re-struck @d7 | 1,875 | +65 | +0 | +65 |
| = subtotal | -61 R -2.79% | |||
| 2025-03-14 $1,895→$1,975→$1,907 | Call -1.42 Put -0.31 Comb -1.73% Cum +45.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 1,925 | -92 | +0 | -92 |
| ↳ SHORT#1 7d | 1,900 | +71 | -75 | -4 |
| ↳ SHORT#2 7d re-struck @d7 | 1,975 | +69 | +0 | +69 |
| = subtotal | -27 R -1.42% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 1,850 | -85 | +0 | -85 |
| ↳ SHORT#1 7d | 1,875 | +65 | +0 | +65 |
| ↳ SHORT#2 7d re-struck @d7 | 1,950 | +57 | -43 | +14 |
| = subtotal | -6 R -0.32% | |||
| 2025-03-21 $1,975→$1,907→$1,828 | Call +2.04 Put +1.32 Comb +3.36% Cum +48.8 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,000 | -87 | +0 | -87 |
| ↳ SHORT#1 7d | 1,975 | +69 | +0 | +69 |
| ↳ SHORT#2 7d re-struck @d7 | 1,925 | +58 | +0 | +58 |
| = subtotal | +40 R +2.03% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 1,925 | -76 | +97 | +21 |
| ↳ SHORT#1 7d | 1,950 | +57 | -43 | +14 |
| ↳ SHORT#2 7d re-struck @d7 | 1,900 | +62 | -72 | -9 |
| = subtotal | +26 R +1.32% | |||
| 2025-03-28 SKIP (high IV) $1,907→$1,828→$1,551 | Call +1.87 Put +1.17 Comb +3.05% (not traded) | ||||
| 2025-04-04 SKIP (high IV) $1,828→$1,551→$1,587 | Call +1.08 Put -0.95 Comb +0.13% (not traded) | ||||
| 2025-04-11 SKIP (high IV) $1,551→$1,587→$1,774 | Call +1.29 Put +2.14 Comb +3.44% (not traded) | ||||
| 2025-04-18 $1,587→$1,774→$1,823 | Call +1.94 Put +2.81 Comb +4.75% Cum +53.6 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 1,625 | -62 | +198 | +136 |
| ↳ SHORT#1 7d | 1,600 | +49 | -174 | -125 |
| ↳ SHORT#2 7d re-struck @d7 | 1,775 | +68 | -48 | +20 |
| = subtotal | +31 R +1.95% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 1,550 | -62 | +0 | -62 |
| ↳ SHORT#1 7d | 1,575 | +49 | +0 | +49 |
| ↳ SHORT#2 7d re-struck @d7 | 1,750 | +58 | +0 | +58 |
| = subtotal | +45 R +2.84% | |||
| 2025-04-25 SKIP (high IV) $1,774→$1,823→$2,411 | Call +1.19 Put +1.95 Comb +3.13% (not traded) | ||||
| 2025-05-02 $1,823→$2,411→$2,572 | Call +3.29 Put +3.92 Comb +7.21% Cum +60.8 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 1,850 | -78 | +722 | +644 |
| ↳ SHORT#1 7d | 1,825 | +63 | -586 | -523 |
| ↳ SHORT#2 7d re-struck @d7 | 2,425 | +87 | -147 | -61 |
| = subtotal | +60 R +3.29% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 1,775 | -69 | +0 | -69 |
| ↳ SHORT#1 7d | 1,800 | +53 | +0 | +53 |
| ↳ SHORT#2 7d re-struck @d7 | 2,400 | +88 | +0 | +88 |
| = subtotal | +72 R +3.95% | |||
| 2025-05-09 SKIP (high IV) $2,411→$2,572→$2,668 | Call +1.92 Put +2.35 Comb +4.27% (not traded) | ||||
| 2025-05-16 SKIP (high IV) $2,572→$2,668→$2,616 | Call -0.35 Put +0.99 Comb +0.65% (not traded) | ||||
| 2025-05-23 SKIP (high IV) $2,668→$2,616→$2,460 | Call +2.38 Put +1.79 Comb +4.17% (not traded) | ||||
| 2025-05-30 SKIP (high IV) $2,616→$2,460→$2,516 | Call +0.53 Put -1.02 Comb -0.49% (not traded) | ||||
| 2025-06-06 SKIP (high IV) $2,460→$2,516→$2,552 | Call +1.89 Put +2.30 Comb +4.19% (not traded) | ||||
| 2025-06-13 SKIP (high IV) $2,516→$2,552→$2,447 | Call +1.19 Put -0.44 Comb +0.75% (not traded) | ||||
| 2025-06-20 $2,552→$2,447→$2,546 | Call -1.73 Put -2.47 Comb -4.19% Cum +56.6 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,600 | -120 | +0 | -120 |
| ↳ SHORT#1 7d | 2,575 | +88 | +0 | +88 |
| ↳ SHORT#2 7d re-struck @d7 | 2,450 | +84 | -96 | -12 |
| = subtotal | -44 R -1.72% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,525 | -132 | +0 | -132 |
| ↳ SHORT#1 7d | 2,550 | +98 | -103 | -5 |
| ↳ SHORT#2 7d re-struck @d7 | 2,425 | +74 | +0 | +74 |
| = subtotal | -63 R -2.47% | |||
| 2025-06-27 $2,447→$2,546→$3,003 | Call +1.67 Put +2.12 Comb +3.79% Cum +60.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,475 | -109 | +528 | +419 |
| ↳ SHORT#1 7d | 2,450 | +84 | -96 | -12 |
| ↳ SHORT#2 7d re-struck @d7 | 2,550 | +87 | -453 | -366 |
| = subtotal | +41 R +1.68% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,400 | -100 | +0 | -100 |
| ↳ SHORT#1 7d | 2,425 | +74 | +0 | +74 |
| ↳ SHORT#2 7d re-struck @d7 | 2,525 | +78 | +0 | +78 |
| = subtotal | +52 R +2.13% | |||
| 2025-07-04 SKIP (high IV) $2,546→$3,003→$3,607 | Call +2.54 Put +2.94 Comb +5.49% (not traded) | ||||
| 2025-07-11 SKIP (high IV) $3,003→$3,607→$3,664 | Call +2.55 Put +2.92 Comb +5.47% (not traded) | ||||
| 2025-07-18 $3,607→$3,664→$3,608 | Call +1.14 Put +0.96 Comb +2.10% Cum +62.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,650 | -160 | +0 | -160 |
| ↳ SHORT#1 7d | 3,625 | +117 | -39 | +78 |
| ↳ SHORT#2 7d re-struck @d7 | 3,675 | +123 | +0 | +123 |
| = subtotal | +41 R +1.14% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,575 | -165 | +0 | -165 |
| ↳ SHORT#1 7d | 3,600 | +122 | +0 | +122 |
| ↳ SHORT#2 7d re-struck @d7 | 3,650 | +120 | -42 | +78 |
| = subtotal | +35 R +0.97% | |||
| 2025-07-25 SKIP (high IV) $3,664→$3,608→$3,898 | Call +0.03 Put +0.94 Comb +0.96% (not traded) | ||||
| 2025-08-01 SKIP (high IV) $3,608→$3,898→$4,640 | Call +1.93 Put +2.23 Comb +4.16% (not traded) | ||||
| 2025-08-08 $3,898→$4,640→$4,327 | Call -5.78 Put -4.95 Comb -10.73% Cum +51.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,925 | -180 | +402 | +223 |
| ↳ SHORT#1 7d | 3,900 | +135 | -740 | -605 |
| ↳ SHORT#2 7d re-struck @d7 | 4,650 | +157 | +0 | +157 |
| = subtotal | -225 R -5.77% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,850 | -172 | +0 | -172 |
| ↳ SHORT#1 7d | 3,875 | +124 | +0 | +124 |
| ↳ SHORT#2 7d re-struck @d7 | 4,625 | +153 | -298 | -145 |
| = subtotal | -193 R -4.95% | |||
| 2025-08-15 $4,640→$4,327→$4,335 | Call +2.18 Put +1.61 Comb +3.79% Cum +55.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 4,675 | -213 | +0 | -213 |
| ↳ SHORT#1 7d | 4,650 | +157 | +0 | +157 |
| ↳ SHORT#2 7d re-struck @d7 | 4,350 | +157 | +0 | +157 |
| = subtotal | +101 R +2.18% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 4,600 | -212 | +265 | +53 |
| ↳ SHORT#1 7d | 4,625 | +153 | -298 | -145 |
| ↳ SHORT#2 7d re-struck @d7 | 4,325 | +166 | +0 | +166 |
| = subtotal | +74 R +1.59% | |||
| 2025-08-22 $4,327→$4,335→$4,404 | Call +1.70 Put +2.28 Comb +3.98% Cum +59.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 4,375 | -219 | +29 | -189 |
| ↳ SHORT#1 7d | 4,350 | +157 | +0 | +157 |
| ↳ SHORT#2 7d re-struck @d7 | 4,350 | +160 | -54 | +106 |
| = subtotal | +74 R +1.71% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 4,300 | -230 | +0 | -230 |
| ↳ SHORT#1 7d | 4,325 | +166 | +0 | +166 |
| ↳ SHORT#2 7d re-struck @d7 | 4,325 | +163 | +0 | +163 |
| = subtotal | +99 R +2.29% | |||
| 2025-08-29 $4,335→$4,404→$4,518 | Call +1.70 Put +1.99 Comb +3.69% Cum +63.2 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 4,375 | -226 | +143 | -83 |
| ↳ SHORT#1 7d | 4,350 | +160 | -54 | +106 |
| ↳ SHORT#2 7d re-struck @d7 | 4,425 | +144 | -93 | +51 |
| = subtotal | +74 R +1.71% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 4,300 | -227 | +0 | -227 |
| ↳ SHORT#1 7d | 4,325 | +163 | +0 | +163 |
| ↳ SHORT#2 7d re-struck @d7 | 4,400 | +150 | +0 | +150 |
| = subtotal | +86 R +1.98% | |||
| 2025-09-05 $4,404→$4,518→$4,532 | Call +1.86 Put +2.09 Comb +3.95% Cum +67.2 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 4,450 | -198 | +82 | -116 |
| ↳ SHORT#1 7d | 4,425 | +144 | -93 | +51 |
| ↳ SHORT#2 7d re-struck @d7 | 4,525 | +154 | -7 | +147 |
| = subtotal | +82 R +1.86% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 4,375 | -206 | +0 | -206 |
| ↳ SHORT#1 7d | 4,400 | +150 | +0 | +150 |
| ↳ SHORT#2 7d re-struck @d7 | 4,500 | +148 | +0 | +148 |
| = subtotal | +92 R +2.09% | |||
| 2025-09-12 $4,518→$4,532→$3,932 | Call +1.96 Put +1.02 Comb +2.98% Cum +70.1 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 4,550 | -208 | +0 | -208 |
| ↳ SHORT#1 7d | 4,525 | +154 | -7 | +147 |
| ↳ SHORT#2 7d re-struck @d7 | 4,550 | +150 | +0 | +150 |
| = subtotal | +89 R +1.97% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 4,475 | -205 | +543 | +338 |
| ↳ SHORT#1 7d | 4,500 | +148 | +0 | +148 |
| ↳ SHORT#2 7d re-struck @d7 | 4,525 | +153 | -593 | -440 |
| = subtotal | +46 R +1.02% | |||
| 2025-09-19 $4,532→$3,932→$4,466 | Call -9.73 Put -10.66 Comb -20.40% Cum +49.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 4,575 | -204 | +0 | -204 |
| ↳ SHORT#1 7d | 4,550 | +150 | +0 | +150 |
| ↳ SHORT#2 7d re-struck @d7 | 3,950 | +129 | -516 | -387 |
| = subtotal | -441 R -9.73% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 4,500 | -211 | +34 | -176 |
| ↳ SHORT#1 7d | 4,525 | +153 | -593 | -440 |
| ↳ SHORT#2 7d re-struck @d7 | 3,925 | +133 | +0 | +133 |
| = subtotal | -483 R -10.66% | |||
| 2025-09-26 $3,932→$4,466→$4,344 | Call -1.09 Put -0.19 Comb -1.27% Cum +48.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,975 | -176 | +369 | +193 |
| ↳ SHORT#1 7d | 3,950 | +129 | -516 | -387 |
| ↳ SHORT#2 7d re-struck @d7 | 4,475 | +151 | +0 | +151 |
| = subtotal | -43 R -1.09% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,900 | -181 | +0 | -181 |
| ↳ SHORT#1 7d | 3,925 | +133 | +0 | +133 |
| ↳ SHORT#2 7d re-struck @d7 | 4,450 | +147 | -106 | +41 |
| = subtotal | -7 R -0.18% | |||
| 2025-10-03 $4,466→$4,344→$3,707 | Call +2.14 Put +1.76 Comb +3.90% Cum +52.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 4,500 | -204 | +0 | -204 |
| ↳ SHORT#1 7d | 4,475 | +151 | +0 | +151 |
| ↳ SHORT#2 7d re-struck @d7 | 4,350 | +149 | +0 | +149 |
| = subtotal | +96 R +2.15% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 4,425 | -203 | +718 | +514 |
| ↳ SHORT#1 7d | 4,450 | +147 | -106 | +41 |
| ↳ SHORT#2 7d re-struck @d7 | 4,325 | +141 | -618 | -477 |
| = subtotal | +78 R +1.75% | |||
| 2025-10-10 SKIP (high IV) $4,344→$3,707→$3,951 | Call -3.27 Put -4.25 Comb -7.52% (not traded) | ||||
| 2025-10-17 SKIP (high IV) $3,707→$3,951→$3,850 | Call -0.96 Put -0.02 Comb -0.98% (not traded) | ||||
| 2025-10-24 $3,951→$3,850→$3,340 | Call +1.70 Put +1.29 Comb +2.99% Cum +55.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 4,000 | -197 | +0 | -197 |
| ↳ SHORT#1 7d | 3,975 | +142 | +0 | +142 |
| ↳ SHORT#2 7d re-struck @d7 | 3,875 | +123 | +0 | +123 |
| = subtotal | +68 R +1.72% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,925 | -209 | +585 | +376 |
| ↳ SHORT#1 7d | 3,950 | +152 | -100 | +52 |
| ↳ SHORT#2 7d re-struck @d7 | 3,850 | +133 | -510 | -377 |
| = subtotal | +51 R +1.29% | |||
| 2025-10-31 $3,850→$3,340→$3,204 | Call +2.03 Put +1.68 Comb +3.71% Cum +59.1 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,900 | -169 | +0 | -169 |
| ↳ SHORT#1 7d | 3,875 | +123 | +0 | +123 |
| ↳ SHORT#2 7d re-struck @d7 | 3,350 | +124 | +0 | +124 |
| = subtotal | +78 R +2.03% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,825 | -180 | +621 | +441 |
| ↳ SHORT#1 7d | 3,850 | +133 | -510 | -377 |
| ↳ SHORT#2 7d re-struck @d7 | 3,325 | +121 | -121 | +0 |
| = subtotal | +64 R +1.66% | |||
| 2025-11-07 $3,340→$3,204→$2,737 | Call +2.07 Put +1.56 Comb +3.63% Cum +62.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,375 | -170 | +0 | -170 |
| ↳ SHORT#1 7d | 3,350 | +124 | +0 | +124 |
| ↳ SHORT#2 7d re-struck @d7 | 3,225 | +114 | +0 | +114 |
| = subtotal | +68 R +2.04% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,300 | -170 | +563 | +394 |
| ↳ SHORT#1 7d | 3,325 | +121 | -121 | +0 |
| ↳ SHORT#2 7d re-struck @d7 | 3,200 | +122 | -463 | -342 |
| = subtotal | +52 R +1.56% | |||
| 2025-11-14 SKIP (high IV) $3,204→$2,737→$3,063 | Call -8.00 Put -9.23 Comb -17.22% (not traded) | ||||
| 2025-11-21 SKIP (high IV) $2,737→$3,063→$3,154 | Call +2.37 Put +2.72 Comb +5.09% (not traded) | ||||
| 2025-11-28 $3,063→$3,154→$3,243 | Call +1.82 Put +2.09 Comb +3.91% Cum +66.6 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,100 | -153 | +143 | -10 |
| ↳ SHORT#1 7d | 3,075 | +113 | -79 | +34 |
| ↳ SHORT#2 7d re-struck @d7 | 3,175 | +100 | -68 | +32 |
| = subtotal | +56 R +1.83% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,025 | -155 | +0 | -155 |
| ↳ SHORT#1 7d | 3,050 | +112 | +0 | +112 |
| ↳ SHORT#2 7d re-struck @d7 | 3,150 | +107 | +0 | +107 |
| = subtotal | +64 R +2.09% | |||
| 2025-12-05 $3,154→$3,243→$2,949 | Call +0.18 Put -1.05 Comb -0.87% Cum +65.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,200 | -136 | +0 | -136 |
| ↳ SHORT#1 7d | 3,175 | +100 | -68 | +32 |
| ↳ SHORT#2 7d re-struck @d7 | 3,250 | +110 | +0 | +110 |
| = subtotal | +6 R +0.19% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,125 | -143 | +176 | +32 |
| ↳ SHORT#1 7d | 3,150 | +107 | +0 | +107 |
| ↳ SHORT#2 7d re-struck @d7 | 3,225 | +103 | -276 | -173 |
| = subtotal | -34 R -1.08% | |||
| 2025-12-12 $3,243→$2,949→$2,963 | Call +1.66 Put +0.40 Comb +2.06% Cum +67.8 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,275 | -146 | +0 | -146 |
| ↳ SHORT#1 7d | 3,250 | +110 | +0 | +110 |
| ↳ SHORT#2 7d re-struck @d7 | 2,950 | +103 | -13 | +89 |
| = subtotal | +53 R +1.63% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,200 | -141 | +237 | +95 |
| ↳ SHORT#1 7d | 3,225 | +103 | -276 | -173 |
| ↳ SHORT#2 7d re-struck @d7 | 2,925 | +90 | +0 | +90 |
| = subtotal | +12 R +0.37% | |||
| 2025-12-19 SKIP (high IV) $2,949→$2,963→$3,030 | Call +1.81 Put +2.11 Comb +3.92% (not traded) | ||||
| 2025-12-26 $2,963→$3,030→$3,082 | Call +1.21 Put +1.54 Comb +2.75% Cum +70.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,000 | -131 | +82 | -49 |
| ↳ SHORT#1 7d | 2,975 | +98 | -55 | +42 |
| ↳ SHORT#2 7d re-struck @d7 | 3,050 | +74 | -32 | +43 |
| = subtotal | +36 R +1.21% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,925 | -130 | +0 | -130 |
| ↳ SHORT#1 7d | 2,950 | +96 | +0 | +96 |
| ↳ SHORT#2 7d re-struck @d7 | 3,025 | +79 | +0 | +79 |
| = subtotal | +45 R +1.52% | |||
| 2026 | ||||
| 2026-01-02 $3,030→$3,082→$3,312 | Call +1.33 Put +1.71 Comb +3.04% Cum +73.6 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,075 | -104 | +237 | +134 |
| ↳ SHORT#1 7d | 3,050 | +74 | -32 | +43 |
| ↳ SHORT#2 7d re-struck @d7 | 3,100 | +76 | -212 | -136 |
| = subtotal | +41 R +1.35% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,000 | -108 | +0 | -108 |
| ↳ SHORT#1 7d | 3,025 | +79 | +0 | +79 |
| ↳ SHORT#2 7d re-struck @d7 | 3,075 | +80 | +0 | +80 |
| = subtotal | +51 R +1.68% | |||
| 2026-01-09 $3,082→$3,312→$2,926 | Call -5.10 Put -6.34 Comb -11.44% Cum +62.1 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,125 | -106 | +0 | -106 |
| ↳ SHORT#1 7d | 3,100 | +76 | -212 | -136 |
| ↳ SHORT#2 7d re-struck @d7 | 3,325 | +85 | +0 | +85 |
| = subtotal | -157 R -5.09% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,050 | -109 | +124 | +15 |
| ↳ SHORT#1 7d | 3,075 | +80 | +0 | +80 |
| ↳ SHORT#2 7d re-struck @d7 | 3,300 | +84 | -374 | -290 |
| = subtotal | -195 R -6.33% | |||
| 2026-01-16 $3,312→$2,926→$2,736 | Call +1.03 Put +0.79 Comb +1.82% Cum +64.0 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 3,350 | -118 | +0 | -118 |
| ↳ SHORT#1 7d | 3,325 | +85 | +0 | +85 |
| ↳ SHORT#2 7d re-struck @d7 | 2,950 | +67 | +0 | +67 |
| = subtotal | +34 R +1.03% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 3,275 | -116 | +539 | +423 |
| ↳ SHORT#1 7d | 3,300 | +84 | -374 | -290 |
| ↳ SHORT#2 7d re-struck @d7 | 2,925 | +82 | -189 | -107 |
| = subtotal | +26 R +0.79% | |||
| 2026-01-23 $2,926→$2,736→$1,874 | Call +2.16 Put +1.88 Comb +4.04% · Mid +4.19 · Exec +4.00 Cum +68.0 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,975 | -93 | +0 | -93 |
| ↳ SHORT#1 7d | 2,950 | +67 | +0 | +67 |
| ↳ SHORT#2 7d re-struck @d7 | 2,750 | +89 | +0 | +89 |
| = subtotal | +63 R +2.15% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,900 | -102 | +1,026 | +923 |
| ↳ SHORT#1 7d | 2,925 | +82 | -189 | -107 |
| ↳ SHORT#2 7d re-struck @d7 | 2,725 | +89 | -851 | -762 |
| = subtotal | +54 R +1.85% | |||
| 2026-01-30 SKIP (high IV) $2,736→$1,874→$1,958 | Call -0.26 Put -2.75 Comb -3.01% · Mid -2.01 · Exec -2.22 (not traded) | ||||
| 2026-02-06 SKIP (high IV) $1,874→$1,958→$1,959 | Call +0.50 Put +0.74 Comb +1.24% · Mid +3.50 · Exec +1.94 (not traded) | ||||
| 2026-02-13 $1,958→$1,959→$2,033 | Call +0.87 Put +2.31 Comb +3.17% · Mid +3.02 · Exec +1.53 Cum +71.2 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,000 | -79 | +33 | -46 |
| ↳ SHORT#1 7d | 1,975 | +60 | +0 | +60 |
| ↳ SHORT#2 7d re-struck @d7 | 1,975 | +61 | -58 | +3 |
| = subtotal | +17 R +0.87% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 1,925 | -82 | +0 | -82 |
| ↳ SHORT#1 7d | 1,950 | +64 | +0 | +64 |
| ↳ SHORT#2 7d re-struck @d7 | 1,950 | +63 | +0 | +63 |
| = subtotal | +45 R +2.30% | |||
| 2026-02-20 $1,959→$2,033→$2,075 | Call +1.86 Put +2.46 Comb +4.32% · Mid +4.28 · Exec +4.17 Cum +75.5 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,000 | -79 | +75 | -5 |
| ↳ SHORT#1 7d | 1,975 | +61 | -58 | +3 |
| ↳ SHORT#2 7d re-struck @d7 | 2,050 | +63 | -25 | +38 |
| = subtotal | +36 R +1.84% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 1,925 | -82 | +0 | -82 |
| ↳ SHORT#1 7d | 1,950 | +63 | +0 | +63 |
| ↳ SHORT#2 7d re-struck @d7 | 2,025 | +66 | +0 | +66 |
| = subtotal | +47 R +2.40% | |||
| 2026-02-27 $2,033→$2,075→$2,099 | Call +1.75 Put +2.46 Comb +4.20% · Mid +4.73 · Exec +4.47 Cum +79.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,075 | -83 | +24 | -58 |
| ↳ SHORT#1 7d | 2,050 | +63 | -25 | +38 |
| ↳ SHORT#2 7d re-struck @d7 | 2,075 | +80 | -24 | +56 |
| = subtotal | +36 R +1.77% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,000 | -86 | +0 | -86 |
| ↳ SHORT#1 7d | 2,025 | +66 | +0 | +66 |
| ↳ SHORT#2 7d re-struck @d7 | 2,050 | +69 | +0 | +69 |
| = subtotal | +49 R +2.41% | |||
| 2026-03-06 SKIP (high IV) $2,075→$2,099→$2,163 | Call +1.59 Put +2.28 Comb +3.86% · Mid +3.36 · Exec +2.99 (not traded) | ||||
| 2026-03-13 $2,099→$2,163→$2,046 | Call -0.42 Put -2.22 Comb -2.64% · Mid -2.85 · Exec -3.17 Cum +77.0 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,125 | -105 | +0 | -105 |
| ↳ SHORT#1 7d | 2,100 | +81 | -63 | +18 |
| ↳ SHORT#2 7d re-struck @d7 | 2,175 | +78 | +0 | +78 |
| = subtotal | -9 R -0.43% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,050 | -94 | +4 | -91 |
| ↳ SHORT#1 7d | 2,075 | +71 | +0 | +71 |
| ↳ SHORT#2 7d re-struck @d7 | 2,150 | +77 | -104 | -26 |
| = subtotal | -46 R -2.19% | |||
| 2026-03-20 SKIP (high IV) $2,163→$2,046→$2,060 | Call +1.96 Put +0.20 Comb +2.16% · Mid +1.63 · Exec +1.42 (not traded) | ||||
| 2026-03-27 $2,046→$2,060→$2,185 | Call +1.55 Put +2.13 Comb +3.67% · Mid +3.31 · Exec +1.60 Cum +80.7 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,075 | -101 | +110 | +9 |
| ↳ SHORT#1 7d | 2,050 | +77 | -10 | +68 |
| ↳ SHORT#2 7d re-struck @d7 | 2,075 | +65 | -110 | -46 |
| = subtotal | +31 R +1.52% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,000 | -93 | +0 | -93 |
| ↳ SHORT#1 7d | 2,025 | +70 | +0 | +70 |
| ↳ SHORT#2 7d re-struck @d7 | 2,050 | +66 | +0 | +66 |
| = subtotal | +43 R +2.10% | |||
| 2026-04-03 $2,060→$2,185→$2,354 | Call +1.90 Put +2.46 Comb +4.37% · Mid +2.60 · Exec +1.66 Cum +85.1 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,100 | -85 | +254 | +169 |
| ↳ SHORT#1 7d | 2,075 | +65 | -110 | -46 |
| ↳ SHORT#2 7d re-struck @d7 | 2,200 | +69 | -154 | -84 |
| = subtotal | +39 R +1.89% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,025 | -86 | +0 | -86 |
| ↳ SHORT#1 7d | 2,050 | +66 | +0 | +66 |
| ↳ SHORT#2 7d re-struck @d7 | 2,175 | +71 | +0 | +71 |
| = subtotal | +51 R +2.48% | |||
| 2026-04-10 $2,185→$2,354→$2,314 | Call -0.66 Put +0.99 Comb +0.33% · Mid +0.61 · Exec +0.18 Cum +85.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,225 | -91 | +89 | -2 |
| ↳ SHORT#1 7d | 2,200 | +69 | -154 | -84 |
| ↳ SHORT#2 7d re-struck @d7 | 2,375 | +72 | +0 | +72 |
| = subtotal | -14 R -0.64% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,150 | -92 | +0 | -92 |
| ↳ SHORT#1 7d | 2,175 | +71 | +0 | +71 |
| ↳ SHORT#2 7d re-struck @d7 | 2,350 | +80 | -36 | +43 |
| = subtotal | +22 R +1.01% | |||
| 2026-04-17 $2,354→$2,314→$2,285 | Call +2.17 Put +1.60 Comb +3.77% · Mid +3.60 · Exec +2.05 Cum +89.2 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,400 | -96 | +0 | -96 |
| ↳ SHORT#1 7d | 2,375 | +72 | +0 | +72 |
| ↳ SHORT#2 7d re-struck @d7 | 2,325 | +75 | +0 | +75 |
| = subtotal | +51 R +2.17% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,325 | -104 | +40 | -64 |
| ↳ SHORT#1 7d | 2,350 | +80 | -36 | +43 |
| ↳ SHORT#2 7d re-struck @d7 | 2,300 | +73 | -15 | +59 |
| = subtotal | +38 R +1.61% | |||
| 2026-04-24 $2,314→$2,285→$2,282 | Call +1.41 Put +0.79 Comb +2.20% · Mid +2.44 · Exec +1.41 Cum +91.4 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,350 | -99 | +0 | -99 |
| ↳ SHORT#1 7d | 2,325 | +75 | +0 | +75 |
| ↳ SHORT#2 7d re-struck @d7 | 2,300 | +56 | +0 | +56 |
| = subtotal | +32 R +1.38% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,275 | -97 | +0 | -97 |
| ↳ SHORT#1 7d | 2,300 | +73 | -15 | +59 |
| ↳ SHORT#2 7d re-struck @d7 | 2,275 | +57 | +0 | +57 |
| = subtotal | +19 R +0.82% | |||
| 2026-05-01 $2,285→$2,282→$2,257 | Call +1.45 Put +1.03 Comb +2.48% · Mid +1.53 · Exec -0.45 Cum +93.9 | ||||
| CALL (base) | ||||
| ↳ LONG 14d | 2,325 | -76 | +0 | -76 |
| ↳ SHORT#1 7d | 2,300 | +56 | +0 | +56 |
| ↳ SHORT#2 7d re-struck @d7 | 2,300 | +53 | +0 | +53 |
| = subtotal | +33 R +1.44% | |||
| PUT (base) | ||||
| ↳ LONG 14d | 2,250 | -75 | +0 | -75 |
| ↳ SHORT#1 7d | 2,275 | +57 | +0 | +57 |
| ↳ SHORT#2 7d re-struck @d7 | 2,275 | +61 | -18 | +42 |
| = subtotal | +24 R +1.05% | |||
Source:
run_cal2w_final.py / run_cal2w_managed.py.
Combined = Call + Put. R = % of notional. M2 bias-corrected (2024+); Tardis real marks + orderbook
bid/ask (2026). Settlement at expiry is cash (intrinsic, no spread). Re-strike bugfix applied.