| A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | AA | AB | AC | AD | AE | AF | AG | AH | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Performance | Trade Metrics | ||||||||||||||||||||||||||||||||
2 | Total P/L | Win Count | Win Rate | Theoretical | Avg. Win | Total Credit | Avg. DIT | |||||||||||||||||||||||||||
3 | $30,888 | 36 | 85.7% | Premium | 0.95 | $58,215 | 1.5 | |||||||||||||||||||||||||||
4 | Premium Capture | Occurences | Lost Rate | Capture Rate | Avg. Loss | Avg. Credit | $1.20 | |||||||||||||||||||||||||||
5 | 53.1% | 42 | 14.3% | 47.7% | -2.33 | $1,386 | ||||||||||||||||||||||||||||
6 | ||||||||||||||||||||||||||||||||||
7 | Underlying | Trade | Strike | Wing | # | Lot | Trade Date | Exp Date | Close Date | Credit | Total Credit | Wing Cost | Cost to close | Trade P/L | DTE | DIT | P/L per Day | P/L Multiple | Commission | Width | BPR | Wing | SCM | Stopped | ||||||||||
8 | SPX | Call | 4170 | 4245 | 1 | 3 | 2/17/2023 | 2/20/2023 | 2/20/2023 | $1.05 | $315 | $0.05 | $0.00 | $1,485.6 | 3 | 3 | $495 | 0.94 | $7.2 | 75 | 2% | 3 | 5 | 0 | ||||||||||
9 | SPX | Put | 4035 | 3610 | 3 | $4.20 | $1,260 | $0.20 | $0.00 | $7.2 | 425 | 11% | 3 | 5 | 0 | |||||||||||||||||||
10 | SPX | Call | 4170 | 4245 | 1 | 3 | 2/16/2023 | 2/17/2023 | 2/17/2023 | $1.05 | $315 | $0.05 | $0.00 | $1,485.6 | 1 | 1 | $1,486 | 0.94 | $7.2 | 75 | 2% | 3 | 5 | 0 | ||||||||||
11 | SPX | Put | 4035 | 3610 | 3 | $4.20 | $1,260 | $0.20 | $0.00 | $7.2 | 425 | 11% | 3 | 5 | 0 | |||||||||||||||||||
12 | SPX | Call | 4200 | 4255 | 1 | 3 | 2/15/2023 | 2/16/2023 | 2/16/2023 | $0.90 | $270 | $0.05 | $0.00 | -$221.4 | 1 | 1 | -$221 | -0.18 | $7.2 | 55 | 1% | 3 | 5 | 0 | ||||||||||
13 | SPX | Put | 4095 | 3700 | 3 | $3.10 | $930 | $0.05 | -$4.59 | $7.2 | 395 | 10% | 3 | 5 | 0 | |||||||||||||||||||
14 | SPX | Call | 4205 | 4265 | 1 | 3 | 2/14/2023 | 2/15/2023 | 2/15/2023 | $0.85 | $255 | $0.05 | $0.00 | $1,170.6 | 1 | 1 | $1,171 | 0.96 | $7.2 | 60 | 1% | 3 | 5 | 0 | ||||||||||
15 | SPX | Put | 4095 | 3725 | 3 | $3.20 | $960 | $0.05 | $0.00 | $7.2 | 370 | 9% | 3 | 5 | 0 | |||||||||||||||||||
16 | SPX | Call | 4250 | 4350 | 1 | 3 | 2/13/2023 | 2/14/2023 | 2/14/2023 | $1.50 | $450 | $0.05 | $0.00 | $2,100.6 | 1 | 1 | $2,101 | 0.97 | $7.2 | 100 | 2% | 3 | 5 | 0 | ||||||||||
17 | SPX | Put | 4040 | 3700 | 3 | $5.70 | $1,710 | $0.10 | $0.00 | $7.2 | 340 | 8% | 3 | 5 | 0 | |||||||||||||||||||
18 | SPX | Call | 4165 | 4230 | 1 | 3 | 2/10/2023 | 2/13/2023 | 2/13/2023 | $0.80 | $240 | $0.05 | $0.00 | $1,170.6 | 3 | 3 | $390 | 0.95 | $7.2 | 65 | 2% | 3 | 5 | 0 | ||||||||||
19 | SPX | Put | 4040 | 3700 | 3 | $3.30 | $990 | $0.10 | $0.00 | $7.2 | 340 | 8% | 3 | 5 | 0 | |||||||||||||||||||
20 | SPX | Call | 4155 | 4240 | 1 | 3 | 2/9/2023 | 2/10/2023 | 2/10/2023 | $1.15 | $345 | $0.05 | $0.00 | $1,275.6 | 1 | 1 | $1,276 | 0.96 | $7.2 | 85 | 2% | 3 | 5 | 0 | ||||||||||
21 | SPX | Put | 4030 | 3750 | 3 | $3.30 | $990 | $0.10 | $0.00 | $7.2 | 280 | 7% | 3 | 5 | 0 | |||||||||||||||||||
22 | SPX | Call | 4185 | 4245 | 1 | 3 | 2/8/2023 | 2/9/2023 | 2/9/2023 | $1.15 | $345 | $0.05 | $0.00 | $1,170.6 | 1 | 1 | $1,171 | 0.96 | $7.2 | 60 | 1% | 3 | 5 | 0 | ||||||||||
23 | SPX | Put | 4070 | 3720 | 3 | $2.90 | $870 | $0.05 | $0.00 | $7.2 | 350 | 9% | 3 | 5 | 0 | |||||||||||||||||||
24 | SPX | Call | 4235 | 4300 | 1 | 3 | 2/7/2023 | 2/8/2023 | 2/8/2023 | $1.00 | $300 | $0.05 | $0.00 | -$5,268.0 | 1 | 1 | -$5,268 | -4.08 | $7.2 | 65 | 2% | 3 | 5 | 0 | ||||||||||
25 | SPX | Put | 4130 | 3840 | 3 | $3.30 | $990 | $0.05 | -$21.70 | $10.8 | 290 | 7% | 3 | 5 | 3 | |||||||||||||||||||
26 | SPX | Call | 4195 | 4265 | 1 | 3 | 2/6/2023 | 2/7/2023 | 2/7/2023 | $0.90 | $270 | $0.05 | $0.00 | $1,365.6 | 1 | 1 | $1,366 | 0.97 | $7.2 | 70 | 2% | 3 | 5 | 0 | ||||||||||
27 | SPX | Put | 4055 | 3720 | 3 | $3.80 | $1,140 | $0.05 | $0.00 | $7.2 | 335 | 8% | 3 | 5 | 0 | |||||||||||||||||||
28 | SPX | Call | 4205 | 4290 | 1 | 3 | 2/3/2023 | 2/6/2023 | 2/6/2023 | $0.85 | $255 | $0.05 | $0.00 | $1,290.6 | 3 | 3 | $430 | 0.97 | $7.2 | 85 | 2% | 3 | 5 | 0 | ||||||||||
29 | SPX | Put | 4090 | 3625 | 3 | $3.60 | $1,080 | $0.05 | $0.00 | $7.2 | 465 | 11% | 3 | 5 | 0 | |||||||||||||||||||
30 | SPX | Call | 4275 | 4450 | 1 | 3 | 2/2/2023 | 2/3/2023 | 2/3/2023 | $1.30 | $390 | $0.05 | $0.00 | $1,800.6 | 1 | 1 | $1,801 | 0.97 | $7.2 | 175 | 4% | 3 | 5 | 0 | ||||||||||
31 | SPX | Put | 4100 | 3725 | 3 | $4.90 | $1,470 | $0.10 | $0.00 | $7.2 | 375 | 9% | 3 | 5 | 0 | |||||||||||||||||||
32 | SPX | Call | 4185 | 4300 | 1 | 3 | 2/1/2023 | 2/2/2023 | 2/2/2023 | $0.80 | $240 | $0.05 | $0.00 | $1,125.6 | 1 | 1 | $1,126 | 0.96 | $7.2 | 115 | 3% | 3 | 5 | 0 | ||||||||||
33 | SPX | Put | 4070 | 3660 | 3 | $3.10 | $930 | $0.05 | $0.00 | $7.2 | 410 | 10% | 3 | 5 | 0 | |||||||||||||||||||
34 | SPX | Call | 4175 | 4300 | 1 | 3 | 1/31/2023 | 2/1/2023 | 2/1/2023 | $1.05 | $315 | $0.05 | $0.00 | $1,620.6 | 1 | 1 | $1,621 | 0.97 | $7.2 | 125 | 3% | 3 | 5 | 0 | ||||||||||
35 | SPX | Put | 4000 | 3610 | 3 | $4.50 | $1,350 | $0.05 | $0.00 | $7.2 | 390 | 10% | 3 | 5 | 0 | |||||||||||||||||||
36 | SPX | Call | 4085 | 4165 | 1 | 3 | 1/30/2023 | 1/31/2023 | 1/31/2023 | $0.95 | $285 | $0.05 | $0.00 | $1,140.6 | 1 | 1 | $1,141 | 0.96 | $7.2 | 80 | 2% | 3 | 5 | 0 | ||||||||||
37 | SPX | Put | 3970 | 3605 | 3 | $3.00 | $900 | $0.05 | $0.00 | $7.2 | 365 | 9% | 3 | 5 | 0 | |||||||||||||||||||
38 | SPX | Call | 4130 | 4300 | 1 | 3 | 1/27/2023 | 1/30/2023 | 1/30/2023 | $0.90 | $270 | $0.05 | $0.00 | -$2,453.4 | 3 | 3 | -$818 | -1.95 | $7.2 | 170 | 4% | 3 | 5 | 0 | ||||||||||
39 | SPX | Put | 4030 | 3625 | 3 | $3.30 | $990 | $0.05 | -$12.23 | $7.2 | 405 | 10% | 3 | 5 | 0 | |||||||||||||||||||
40 | SPX | Call | 4120 | 4200 | 1 | 3 | 1/26/2023 | 1/27/2023 | 1/27/2023 | $0.95 | $285 | $0.05 | $0.00 | $1,260.6 | 1 | 1 | $1,261 | 0.97 | $7.2 | 80 | 2% | 3 | 5 | 0 | ||||||||||
41 | SPX | Put | 4010 | 3660 | 3 | $3.40 | $1,020 | $0.05 | $0.00 | $7.2 | 350 | 9% | 3 | 5 | 0 | |||||||||||||||||||
42 | SPX | Call | 4080 | 4160 | 1 | 3 | 1/25/2023 | 1/26/2023 | 1/26/2023 | $0.85 | $255 | $0.05 | $0.00 | $1,230.6 | 1 | 1 | $1,231 | 0.97 | $7.2 | 80 | 2% | 3 | 5 | 0 | ||||||||||
43 | SPX | Put | 3960 | 3575 | 3 | $3.40 | $1,020 | $0.05 | $0.00 | $7.2 | 385 | 10% | 3 | 5 | 0 | |||||||||||||||||||
44 | SPX | Call | 4075 | 4130 | 1 | 3 | 1/24/2023 | 1/25/2023 | 1/25/2023 | $0.95 | $285 | $0.05 | $0.00 | $1,200.6 | 1 | 1 | $1,201 | 0.96 | $7.2 | 55 | 1% | 3 | 5 | 0 | ||||||||||
45 | SPX | Put | 3960 | 3610 | 3 | $3.20 | $960 | $0.05 | $0.00 | $7.2 | 350 | 9% | 3 | 5 | 0 | |||||||||||||||||||
46 | SPX | Call | 4080 | 4140 | 1 | 3 | 1/23/2023 | 1/24/2023 | 1/24/2023 | $0.80 | $240 | $0.05 | $0.00 | $1,095.6 | 1 | 1 | $1,096 | 0.96 | $7.2 | 60 | 1% | 3 | 5 | 0 | ||||||||||
47 | SPX | Put | 3975 | 3600 | 3 | $3.00 | $900 | $0.05 | $0.00 | $7.2 | 375 | 9% | 3 | 5 | 0 | |||||||||||||||||||
48 | SPX | Call | 4035 | 4130 | 1 | 3 | 1/20/2023 | 1/23/2023 | 1/23/2023 | $0.65 | $195 | $0.05 | $0.00 | $1,080.6 | 3 | 3 | $360 | 0.96 | $7.2 | 95 | 2% | 3 | 5 | 0 | ||||||||||
49 | SPX | Put | 3925 | 3500 | 3 | $3.10 | $930 | $0.05 | $0.00 | $7.2 | 425 | 11% | 3 | 5 | 0 | |||||||||||||||||||
50 | SPX | Call | 3970 | 4115 | 1 | 3 | 1/19/2023 | 1/20/2023 | 1/20/2023 | $1.00 | $300 | $0.05 | -$2.61 | $447.6 | 1 | 1 | $448 | 0.35 | $7.2 | 145 | 4% | 3 | 5 | 0 | ||||||||||
51 | SPX | Put | 3860 | 3605 | 3 | $3.30 | $990 | $0.10 | $0.00 | $7.2 | 255 | 7% | 3 | 5 | 0 | |||||||||||||||||||
52 | SPX | Call | 4005 | 4155 | 1 | 3 | 1/18/2023 | 1/19/2023 | 1/19/2023 | $0.80 | $240 | $0.05 | $0.00 | $1,275.6 | 1 | 1 | $1,276 | 0.94 | $7.2 | 150 | 4% | 3 | 5 | 0 | ||||||||||
53 | SPX | Put | 3880 | 3500 | 3 | $3.70 | $1,110 | $0.15 | $0.00 | $7.2 | 380 | 10% | 3 | 5 | 0 | |||||||||||||||||||
54 | SPX | Call | 4050 | 4120 | 1 | 3 | 1/17/2023 | 1/18/2023 | 1/18/2023 | $0.80 | $240 | $0.05 | $0.00 | -$3,596.4 | 1 | 1 | -$3,596 | -2.79 | $7.2 | 70 | 2% | 3 | 5 | 0 | ||||||||||
55 | SPX | Put | 3945 | 3525 | 3 | $3.50 | $1,050 | $0.05 | -$16.14 | $7.2 | 420 | 11% | 3 | 5 | 0 | |||||||||||||||||||
56 | SPX | Call | 4060 | 4150 | 1 | 3 | 1/13/2023 | 1/17/2023 | 1/17/2023 | $0.65 | $195 | $0.05 | $0.00 | $1,245.6 | 4 | 4 | $311 | 0.95 | $7.2 | 90 | 2% | 3 | 5 | 0 | ||||||||||
57 | SPX | Put | 3960 | 3550 | 3 | $3.70 | $1,110 | $0.10 | $0.00 | $7.2 | 410 | 10% | 3 | 5 | 0 | |||||||||||||||||||
58 | SPX | Call | 4045 | 4135 | 1 | 3 | 1/12/2023 | 1/13/2023 | 1/13/2023 | $0.95 | $285 | $0.05 | $0.00 | $1,320.6 | 1 | 1 | $1,321 | 0.97 | $7.2 | 90 | 2% | 3 | 5 | 0 | ||||||||||
59 | SPX | Put | 3935 | 3530 | 3 | $3.60 | $1,080 | $0.05 | $0.00 | $7.2 | 405 | 10% | 3 | 5 | 0 | |||||||||||||||||||
60 | SPX | Call | 4100 | 4300 | 1 | 3 | 1/11/2023 | 1/12/2023 | 1/12/2023 | $1.70 | $510 | $0.05 | $0.00 | $2,505.6 | 1 | 1 | $2,506 | 0.98 | $7.2 | 200 | 5% | 3 | 5 | 0 | ||||||||||
61 | SPX | Put | 3865 | 3530 | 3 | $6.80 | $2,040 | $0.05 | $0.00 | $7.2 | 335 | 9% | 3 | 5 | 0 | |||||||||||||||||||
62 | SPX | Call | 3970 | 4035 | 1 | 3 | 1/10/2023 | 1/11/2023 | 1/11/2023 | $0.80 | $240 | $0.05 | $0.00 | $1,095.6 | 1 | 1 | $1,096 | 0.96 | $7.2 | 65 | 2% | 3 | 5 | 0 | ||||||||||
63 | SPX | Put | 3875 | 3590 | 3 | $3.00 | $900 | $0.05 | $0.00 | $7.2 | 285 | 7% | 3 | 5 | 0 | |||||||||||||||||||
64 | SPX | Call | 3970 | 4035 | 1 | 3 | 1/9/2023 | 1/10/2023 | 1/10/2023 | $0.90 | $270 | $0.05 | $0.00 | $1,185.6 | 1 | 1 | $1,186 | 0.96 | $7.2 | 65 | 2% | 3 | 5 | 0 | ||||||||||
65 | SPX | Put | 3845 | 3540 | 3 | $3.20 | $960 | $0.05 | $0.00 | $7.2 | 305 | 8% | 3 | 5 | 0 | |||||||||||||||||||
66 | SPX | Call | 3960 | 4075 | 1 | 3 | 1/6/2023 | 1/9/2023 | 1/9/2023 | $0.85 | $255 | $0.05 | $0.00 | $1,290.6 | 3 | 3 | $430 | 0.97 | $7.2 | 115 | 3% | 3 | 5 | 0 | ||||||||||
67 | SPX | Put | 3850 | 3450 | 3 | $3.60 | $1,080 | $0.05 | $0.00 | $7.2 | 400 | 10% | 3 | 5 | 0 | |||||||||||||||||||
68 | SPX | Call | 3910 | 3995 | 1 | 3 | 1/5/2023 | 1/6/2023 | 1/6/2023 | $1.35 | $405 | $0.05 | $0.00 | $1,860.6 | 1 | 1 | $1,861 | 0.98 | $7.2 | 85 | 2% | 3 | 5 | 0 | ||||||||||
69 | SPX | Put | 3740 | 3460 | 3 | $5.00 | $1,500 | $0.05 | $0.00 | $7.2 | 280 | 7% | 3 | 5 | 0 | |||||||||||||||||||
70 | SPX | Call | 3910 | 3975 | 1 | 3 | 1/4/2023 | 1/5/2023 | 1/5/2023 | $0.95 | $285 | $0.05 | $0.00 | $1,260.6 | 1 | 1 | $1,261 | 0.97 | $7.2 | 65 | 2% | 3 | 5 | 0 | ||||||||||
71 | SPX | Put | 3805 | 3525 | 3 | $3.40 | $1,020 | $0.05 | $0.00 | $7.2 | 280 | 7% | 3 | 5 | 0 | |||||||||||||||||||
72 | SPX | Call | 3900 | 3960 | 1 | 3 | 1/3/2023 | 1/4/2023 | 1/4/2023 | $1.00 | $300 | $0.05 | $0.00 | $1,455.6 | 1 | 1 | $1,456 | 0.97 | $7.2 | 60 | 2% | 3 | 5 | 0 | ||||||||||
73 | SPX | Put | 3770 | 3450 | 3 | $4.00 | $1,200 | $0.05 | $0.00 | $7.2 | 320 | 8% | 3 | 5 | 0 | |||||||||||||||||||
74 | SPX | Call | 3910 | 3970 | 1 | 3 | 12/30/2022 | 1/3/2023 | 1/3/2023 | $0.90 | $270 | $0.05 | $0.00 | $1,530.6 | 4 | 4 | $383 | 0.96 | $7.2 | 60 | 2% | 3 | 5 | 0 | ||||||||||
75 | SPX | Put | 3785 | 3350 | 3 | $4.40 | $1,320 | $0.10 | $0.00 | $7.2 | 435 | 11% | 3 | 5 | 0 | |||||||||||||||||||
76 | SPX | Call | 3915 | 3995 | 1 | 3 | 12/29/2022 | 12/30/2022 | 12/30/2022 | $1.00 | $300 | $0.05 | $0.00 | $1,185.6 | 1 | 1 | $1,186 | 0.96 | $7.2 | 80 | 2% | 3 | 5 | 0 | ||||||||||
77 | SPX | Put | 3805 | 3445 | 3 | $3.10 | $930 | $0.05 | $0.00 | $7.2 | 360 | 9% | 3 | 5 | 0 | |||||||||||||||||||
78 | SPX | Call | 3855 | 3950 | 1 | 3 | 12/28/2022 | 12/29/2022 | 12/29/2022 | $1.00 | $300 | $0.05 | $0.00 | $1,260.6 | 1 | 1 | $1,261 | 0.96 | $7.2 | 95 | 2% | 3 | 5 | 0 | ||||||||||
79 | SPX | Put | 3735 | 3490 | 3 | $3.40 | $1,020 | $0.10 | $0.00 | $7.2 | 245 | 7% | 3 | 5 | 0 | |||||||||||||||||||
80 | SPX | Call | 3895 | 3990 | 1 | 3 | 12/27/2022 | 12/28/2022 | 12/28/2022 | $0.85 | $255 | $0.05 | $0.00 | -$953.4 | 1 | 1 | -$953 | -0.85 | $7.2 | 95 | 2% | 3 | 5 | 0 | ||||||||||
81 | SPX | Put | 3790 | 3500 | 3 | $2.90 | $870 | $0.05 | -$6.78 | $7.2 | 290 | 8% | 3 | 5 | 0 | |||||||||||||||||||
82 | SPX | Call | 3910 | 4000 | 1 | 3 | 12/23/2022 | 12/27/2022 | 12/27/2022 | $0.80 | $240 | $0.05 | $0.00 | $1,440.6 | 4 | 4 | $360 | 0.96 | $7.2 | 90 | 2% | 3 | 5 | 0 | ||||||||||
83 | SPX | Put | 3795 | 3425 | 3 | $4.20 | $1,260 | $0.10 | $0.00 | $7.2 | 370 | 10% | 3 | 5 | 0 | |||||||||||||||||||
84 | SPX | Call | 3895 | 4075 | 1 | 3 | 12/22/2022 | 12/23/2022 | 12/23/2022 | $1.10 | $330 | $0.05 | $0.00 | $1,485.6 | 1 | 1 | $1,486 | 0.96 | $7.2 | 180 | 5% | 3 | 5 | 0 | ||||||||||
85 | SPX | Put | 3770 | 3475 | 3 | $4.05 | $1,215 | $0.10 | $0.00 | $7.2 | 295 | 8% | 3 | 5 | 0 | |||||||||||||||||||
86 | SPX | Call | 3935 | 4000 | 1 | 3 | 12/21/2022 | 12/22/2022 | 12/22/2022 | $1.00 | $300 | $0.05 | $0.00 | -$4,848.0 | 1 | 1 | -$4,848 | -4.14 | $7.2 | 65 | 2% | 3 | 5 | 0 | ||||||||||
87 | SPX | Put | 3835 | 3500 | 3 | $2.90 | $870 | $0.05 | -$19.90 | $10.8 | 335 | 9% | 3 | 5 | 3 | |||||||||||||||||||
88 | SPX | Call | 3890 | 3970 | 1 | 3 | 12/20/2022 | 12/21/2022 | 12/21/2022 | $0.95 | $285 | $0.05 | $0.00 | $1,170.6 | 1 | 1 | $1,171 | 0.96 | $7.2 | 80 | 2% | 3 | 5 | 0 | ||||||||||
89 | SPX | Put | 3775 | 3450 | 3 | $3.10 | $930 | $0.05 | $0.00 | $7.2 | 325 | 9% | 3 | 5 | 0 | |||||||||||||||||||
90 | SPX | Call | 3890 | 3960 | 1 | 3 | 12/19/2022 | 12/20/2022 | 12/20/2022 | $0.85 | $255 | $0.05 | $0.00 | $1,140.6 | 1 | 1 | $1,141 | 0.96 | $7.2 | 70 | 2% | 3 | 5 | 0 | ||||||||||
91 | SPX | Put | 3770 | 3400 | 3 | $3.10 | $930 | $0.05 | $0.00 | $7.2 | 370 | 10% | 3 | 5 | 0 | |||||||||||||||||||
92 | ||||||||||||||||||||||||||||||||||
93 | ||||||||||||||||||||||||||||||||||