Sunday, January 6, 2008

Option Trading results Sep07 to Dec07

From Sep1 to Dec31 48 short to medium term option trades were executed. The strategy was short term call and put buying and short term call and put selling and was adjusted according to the macro environment. Two trades could not be fully identified and were therefore omited from this valuation. On Dec31 45 trades were closed and 3 trades were still open. There were 18 winners and 26 losers and one option trade was unchanged. Total gain was 98,940USD with ROI of 37pc. The average gain over all option trades executed was 41.2pc, with the winners gaining 154pc on average and the losers losing 41pc on average.

(for details click on the tables)

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