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BookingAlpha Option Trading Advisory

Friday, January 8, 2016

SPY Puts as portfolio insurance for the weekend


This is a totally subjective call on my part, not related to my trading system. I'm just being chicken little here, afraid of a 2% sell off before market open on Monday.

6 contracts, 0.75 debit. Total debit $450. I placed the Puts right there near the SPX 1875 short Put that I want to defend. And, of course I am overpaying for this protection with a high VIX, but just want a little piece of mind for the weekend. Of course, if we don't get a sell off, then the cost of this protection will eat into the profits of the January Iron Condor. Peace of mind and a potentially smaller draw-down, in exchange for some of the profits of the Iron Condor.

Trade Update
Position closed on January 11 for 1.10. Net gain of 0.35 per contract or $210

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