Performance of Each Trade

I will be traveling in the next two week and I will not trade. It's a good time to post the performance of all the delta neutral trades (mostly straddles) that I have executed so far:




For each underlying security I print the date of the trade, the cash used to make the trade, including commissions (cash in), the cash released by liquidating the position, minus the cost of commissions (cash out), the performance of each trade and the total performance for that underlying security.


Categories: stock options, volatility, delta neutral
Technorati Tags: stock options, volatility, delta neutral