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					                                                                                                          POSITIONS REPORT
Suite # 2-C,                                                                                           November 23 - December 18, 2009
420 Ovington Ave,
Brooklyn, NY, 11209                                                                                                                DATE:      12/17/09
phone: 718-833-2352                                                                                                                           $ 75,781
                                                                                                                                   Beginning MV
www.deltainterval.com                                                                                                              Unreal. P/L$ (3,277)
                                                                                                                                              $
                                                                                                                                   Realized P/L    2,095
Sample Account - Interval Shift Strategy - Totals                                                                                  Ending MV  $ 74,598
                                                                                                                                   RETURN:       -1.56% 0 check
               4                        PURCHASED                      SOLD                             PROFIT / LOSS                    RETURN:
Strategies                Beg Cash   Date   Com*      Value    Date   Com*      Value   End Cash       unrealized       realized       $US dollars      % percent
active double diagonal     18,945 11/23      47.5   23,746    12/17    47.5   24,272                       (963)         1,489               526             2.78%
passive double diagonal    18,945 11/23      25.0   22,787    12/17    25.0   23,226                       (844)         1,284               439             2.32%
active staddles            18,945 11/30     167.5   18,151    12/17   167.5   16,343                        -           (1,808)            (1,808)           -9.54%
passive staddles           18,945 11/30      97.5   16,740    12/17    57.5   16,400                     (1,470)         1,130              (340)            -1.79%
             Totals:       75,781           240.0   64,683            240.0   63,840                                               $       (1,183)
* Note: commission is:
                                                                                TOTALS:            $    (3,277)     $   2,095      $    (1,183)         -1.56%
                                                                                                                                                0    check
                                                                                                                                     POSITIONS REPORT
Suite # 2-C,                                                                                                                      November 23 - December 18, 2009
420 Ovington Ave,
Brooklyn, NY, 11209                                                                                                                                           DATE:      12/17/09
phone: 718-833-2352                                                                                                                                                      $ 18,945
                                                                                                                                                              Beginning MV
www.deltainterval.com                                                                                                                                         Unreal. P/L$    (963)
                                                                                                                                                                         $
                                                                                                                                                              Realized P/L   1,489
Sample Account - Interval Shift Strategy - Active Double Diagonal                                                                                             Ending MV  $ 19,471
                                                                                                                                                              RETURN:       2.78% 0 check
      2     OPTION DESCRIPTION                           PURCHASED                                         SOLD                    PROFIT / LOSS                    RETURN:
Stocks      Type      Exp        Strike   #     Date      Price Com*            Value    Date       Price    Com*     Value       unrealized       realized       $US dollars       % percent
AAPL        call    Jan-09        200     4   11/23     12.90       5.0        5,165               3.68              1,470          (3,695)                           (3,695)
AAPL        put     Jan-09        210     4   11/23     12.70       5.0        5,085              19.43              7,770           2,685                            2,685
AAPL        call    Dec-09        220     4     12/3      0.35      5.0          145    11/23      1.60       5.0     635                             490               490
AAPL        call    Dec-09        210     4     12/7      0.35      5.0          145      12/4     0.90       5.0     355                             210               210
AAPL        call    Dec-09        210     4   12/14       0.07      5.0           33      12/9     0.50       5.0     195                             162               162
AAPL        call    Dec-09        200     4               0.05                    18      12/4     0.67       5.0     263              245                              245
AAPL        put     Dec-09        190     4               0.54                   214    11/23      1.80       5.0     715              501                              501
                                                        26.95      25.0      10,805               28.57      25.0   11,403                                    $         598               5.53%
POT         call    Jan-09        110     6   11/23     10.60       7.5        6,368               6.40              3,840          (2,528)                           (2,528)
POT         put     Jan-09        120     6   11/23       9.95      7.5        5,978              10.93              6,555             578                              578
POT         call    Dec-09        125     6               0.02                    12    11/23      2.02       7.5    1,205           1,193                            1,193
POT         put     Dec-09        110     6               0.64                   384      12/2     0.75       7.5     443               59                               59
POT         put     Dec-09        105     6     12/2      0.32      7.5          200    11/23      1.39       7.5     827                             627               627
                                                        21.53      22.5      12,941               21.49      22.5   12,869                                    $          (72)            -0.56%
                                                                                                     -                                                                   -
                                                                                                     -                                                                   -
                                                           -                                                                                                             -
                                                           -                                                                                                             -
                                                           -        -            -                   -        -        -                                      $          -
* Note: commission is: 1.25 per one options contract.
                     $
                                                                                                              TOTALS:         $      (963)     $   1,489      $        526               2.78%
            - current data taken directly from TOS trading platform (Acct Statement tab, select options)                                                                     0   check
            - transaction data
                                                                                                                                     POSITIONS REPORT
Suite # 2-C,                                                                                                                      November 23 - December 18, 2009
420 Ovington Ave,
Brooklyn, NY, 11209                                                                                                                                           DATE:      12/17/09
phone: 718-833-2352                                                                                                                                                      $ 18,945
                                                                                                                                                              Beginning MV
www.deltainterval.com                                                                                                                                         Unreal. P/L$    (844)
                                                                                                                                                                         $
                                                                                                                                                              Realized P/L   1,284
Sample Account - Interval Shift Strategy - Passive Double Diagonal                                                                                            Ending MV  $ 19,384
                                                                                                                                                              RETURN:       2.32% 0 check
      2     OPTION DESCRIPTION                           PURCHASED                                         SOLD                    PROFIT / LOSS                    RETURN:
Stocks      Type      Exp        Strike   #     Date      Price Com*            Value     Date      Price    Com*     Value       unrealized       realized       $US dollars       % percent
AAPL        call    Jan-09        200     4   11/23     12.90       5.0        5,165               4.05              1,620          (3,545)                           (3,545)
AAPL        put     Jan-09        210     4   11/23     12.70       5.0        5,085              17.48              6,990           1,905                            1,905
AAPL        call    Dec-09        220     4               0.01                       4   11/23     1.60       5.0     635                             631               631
AAPL        put     Dec-09        190     4               0.02                       8   11/23     1.80       5.0     715              707                              707
                                                        25.63      10.0      10,262               24.93      10.0    9,960                                    $        (302)             -2.94%
POT         call    Jan-09        110     6   11/23     10.60       7.5        6,368               4.30              2,580          (3,788)                           (3,788)
POT         put     Jan-09        120     6   11/23       9.95      7.5        5,978              14.43              8,655           2,678                            2,678
POT         call    Dec-09        125     6               0.01                       6   11/23     2.02       7.5    1,205           1,199                            1,199
POT         put     Dec-09        105     6               0.29                   174     11/23     1.39       7.5     827                             653               653
                                                        20.85      15.0      12,525               22.14      15.0   13,266                                    $         741               5.92%
                                                                                                     -                                                                   -
                                                                                                     -                                                                   -
                                                           -                                                                                                             -
                                                           -                                                                                                             -
                                                           -        -            -                   -        -        -                                      $          -
* Note: commission is: 1.25 per one options contract.
                     $
                                                                                                              TOTALS:         $      (844)     $   1,284      $        439               2.32%
            - current data taken directly from TOS trading platform (Acct Statement tab, select options)                                                                     0   check
            - transaction data
                                                                                                                                  POSITIONS REPORT
Suite # 2-C,                                                                                                                   November 23 - December 18, 2009
420 Ovington Ave,
Brooklyn, NY, 11209                                                                                                                                         DATE:      12/17/09
phone: 718-833-2352                                                                                                                                                    $ 18,945
                                                                                                                                                            Beginning MV
www.deltainterval.com                                                                                                                                       Unreal. P/L$      -
                                                                                                                                                                       $ (1,808)
                                                                                                                                                            Realized P/L
Sample Account - Interval Shift Strategy - Active Straddles                                                                                                 Ending MV  $ 17,137
                                                                                                                                                            RETURN:       -9.54% 0 check
      6     OPTION DESCRIPTION                           PURCHASED                                     SOLD                     PROFIT / LOSS                     RETURN:
Stocks      Type      Exp        Strike   #     Date      Price Com*            Value    Date       Price   Com*   Value       unrealized        realized       $US dollars      % percent
BAX         call    Dec-09        55      16   11/30     0.70      20.0       1,140     12/10      2.20     20.0   3,500                          2,360             2,360
BAX         put     Dec-09        55      16   11/30     1.25      20.0       2,020     12/10      0.05     20.0     60                          (1,960)            (1,960)
                                                         1.95      40.0       3,160                2.25     40.0   3,560                                    $         400             12.66%
FSLR        call    Dec-09        120     2    11/30     6.25       2.5       1,253      12/3    11.50       2.5   2,298                          1,045             1,045
FSLR        put     Dec-09        120     2    11/30     6.45       2.5       1,293      12/3      3.00      2.5    598                            (695)             (695)
                                                        12.70       5.0       2,545              14.50       5.0   2,895                                    $         350             13.75%
HES         call    Dec-09        60      7    11/30     1.15       8.8          814     12/8      0.20      8.8    131                            (683)             (683)
HES         put     Dec-09        60      7    11/30     3.30       8.8       2,319      12/8      4.80      8.8   3,351                          1,033             1,033
                                                         4.45      17.5       3,133                5.00     17.5   3,483                                    $         350             11.17%
JPM         call    Dec-09        42      12   11/30     1.19      15.0       1,443     12/17      0.04     15.0     33                          (1,410)            (1,410)
JPM         put     Dec-09        42      12   11/30     1.33      15.0       1,611     12/17      1.26     15.0   1,497                           (114)             (114)
                                                         2.52      30.0       3,054                1.30     30.0   1,530                                    $       (1,524)       -49.90%
KLAC        call    Dec-09        31      14   11/30     1.30      17.5       1,838      12/3      2.60     17.5   3,623                          1,785             1,785
KLAC        put     Dec-09        31      14   11/30     0.90      17.5       1,278      12/3      0.25     17.5    333                            (945)             (945)
                                                         2.20      35.0       3,115                2.85     35.0   3,955                                    $         840             26.97%
QCOM        call    Dec-09        45      16   11/30     0.80      20.0       1,300     12/17      0.13     20.0    188                          (1,112)            (1,112)
QCOM        put     Dec-09        45      16   11/30     1.14      20.0       1,844     12/17      0.47     20.0    732                          (1,112)            (1,112)
                                                         1.94      40.0       3,144                0.60     40.0    920                                     $       (2,224)       -70.74%
* Note: commission is: 1.25 per one options contract.
                     $
                                                                                                             TOTALS:       $       -        $   (1,808)     $    (1,808)         -9.54%
            - current data taken directly from TOS trading platform (Acct Statement tab, select options)                                                                 0    check
            - transaction data
                                                                                                                                  POSITIONS REPORT
Suite # 2-C,                                                                                                                   November 23 - December 18, 2009
420 Ovington Ave,
Brooklyn, NY, 11209                                                                                                                                        DATE:      12/17/09
phone: 718-833-2352                                                                                                                                                   $ 18,945
                                                                                                                                                           Beginning MV
www.deltainterval.com                                                                                                                                      Unreal. P/L$ (1,470)
                                                                                                                                                                      $
                                                                                                                                                           Realized P/L    1,130
Sample Account - Interval Shift Strategy - Passive Straddles                                                                                               Ending MV  $ 18,605
                                                                                                                                                           RETURN:       -1.79% 0 check
      6     OPTION DESCRIPTION                           PURCHASED                                     SOLD                     PROFIT / LOSS                    RETURN:
Stocks      Type      Exp        Strike   #     Date      Price Com*            Value    Date       Price   Com*   Value       unrealized       realized       $US dollars      % percent
BAX         call    Jan-09        55      9   11/30      1.35      11.3       1,226     12/10      3.10     11.3   2,779                         1,553             1,553
BAX         put     Jan-09        55      9   11/30      1.95      11.3       1,766     12/10      0.65     11.3    574                         (1,193)            (1,193)
                                                         3.30      22.5       2,993                3.75     22.5   3,353                                   $         360             12.03%
FSLR        call    Jan-09        120     1   11/30      9.55       1.3          956     12/4    17.10       1.3   1,709                           753               753
FSLR        put     Jan-09        120     1   11/30      9.90       1.3          991     12/4      4.95      1.3    494                           (498)             (498)
                                                        19.45       2.5       1,948              22.05       2.5   2,203                                   $         255             13.09%
HES         call    Jan-09        60      4   11/30      2.20       5.0          885     12/9      0.75      5.0    295                           (590)             (590)
HES         put     Jan-09        60      4   11/30      4.40       5.0       1,765      12/9      6.40      5.0   2,555                           790               790
                                                         6.60      10.0       2,650                7.15     10.0   2,850                                   $         200             7.55%
JPM         call    Jan-09        42      7   11/30      2.09       8.8       1,472                0.86             602            (870)                            (870)
JPM         put     Jan-09        42      7   11/30      2.29       8.8       1,612                2.62            1,831            219                              219
                                                         4.38      17.5       3,084                3.48      -     2,433                                   $        (651)        -21.11%
KLAC        call    Jan-09        31      9   11/30      1.90      11.3       1,721      12/3      2.90     11.3   2,599                           878               878
KLAC        put     Jan-09        31      9   11/30      1.50      11.3       1,361      12/3      0.90     11.3    799                           (563)             (563)
                                                         3.40      22.5       3,083                3.80     22.5   3,398                                   $         315             10.22%
QCOM        call    Jan-09        45      9   11/30      1.48      11.3       1,343                0.87             779            (565)                            (565)
QCOM        put     Jan-09        45      9   11/30      1.81      11.3       1,640                1.54            1,386           (254)                            (254)
                                                         3.29      22.5       2,984                2.41      -     2,165                                   $        (819)        -27.45%
* Note: commission is: 1.25 per one options contract.
                     $
                                                                                                             TOTALS:       $    (1,470)     $   1,130      $       (340)        -1.79%
            - current data taken directly from TOS trading platform (Acct Statement tab, select options)                                                                0    check
            - transaction data

				
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