| SelfAdapDTN4 Trading Center | ||||||
| SPX | 1,426.00 | Expiration | 16-Nov-07 | ATM Longs | Prm Got | Prm Now |
| OEX | 667.35 | NOPS = | 1 | C675 | 15.00 | 13.50 |
| OEX Del | 9.56 | Comm = | $10.30 | P675 | 20.50 | 21.90 |
| SEP 2SIG COVERED SPREADS | Today = | 27-Nov-07 | 35.50 | $3,571 | ||
| OEX DTN Options | TK Cap = | $18,214 | Mgn%Cap = | |||
| 667.35 | 9.56 | 2Sig | 33.71 | After OEX Trade | ||
| NOPS = | 4 | Dec NOPS = | 4 | OEX/SPX | SPX Del | %Ret/Mn |
| 2SigCall | 700 | 2SigPut | 635 | 0.47 | 18.78 | |
| C690/695 | 1.80 | 2.70 | $734 | $342 | Bid = | 1.60 |
| P690/685 | 2.90 | 3.00 | $1,174 | $22 | Bid = | 3.30 |
| OEX Crdt Spreads | Total = | $1,908 | $364 | $4,000 | 47.71% | |
| C705/710 | 1.30 | 0.30 | $506 | $382 | $2,000 | 25.29% |
| P640/635 | 1.00 | 1.10 | $386 | -$58 | $2,000 | 19.29% |
| SPY DTN Options | ||||||
| 141.94 | 0.99 | 2Sig = | 6.53 | |||
| NOPS = | 6 | Sprd Comm = | 16.80 | |||
| C152/155 | 0.79 | 0.34 | $457 | $162 | $2,000 | 22.86% |
| P139/136 | 0.57 | 0.89 | $325 | -$146 | $2,000 | 16.26% |
| 2SigCall | 148 | 2SigPut | 135 | |||
| QQQQ DTN Options | ||||||
| 49.92 | 0.94 | 2Sig = | 2.39 | |||
| NOPS = | 5 | Sprd Comm = | 15.50 | |||
| C52/56 | 0.76 | 0.75 | $365 | -$10 | $2,000 | 18.23% |
| P48/46 | 0.48 | 0.49 | $225 | -$18 | $2,000 | 11.23% |
| 2SigCall | 52 | 2SigPut | 48 | |||
| BIDU DTN Options | ||||||
| 339.26 | 13.12 | 2Sig = | 51.17 | Prob Safe | 67.54% | |
| NOPS = | 2 | 2 | %Safe = | |||
| P270/260 | 1.90 | 1.80 | $368 | $8 | $2,000 | 18.42% |
| 2SigCall | 390 | 2SigPut | 290 | |||
Tuesday, November 27, 2007
SelfAdapDTN4
Here is a sheet from my New Options Trading Software: SelfAdapDTN4
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