23.05.2009

Saturday, 23rd May, 2009

 

Overview:

Equities flat lined for most of the session until the last 30 mins where a reasonable sell off occurred.  Although the markets were relatively unchanged it was a terrible trading day for the option account.  Delta exploded to over 200.  I noticed this with about 30 mins to go.  Loaded up on a couple of puts and managed to get delta down to 60 by close.

New Trades

Option trades:

EMC – long 3 June 11 Puts

          Test of support and major fib level

GWW – long 2 June 70 Puts

          Head and shoulders

NOV – long 1 June 36 Call

          Coiled at support looking to break higher.

Closed TRV and SNDK.

Stock Trades:

 

FX Trades:

USDJPY retraced nearly a big figure to 94.76.  This could be the best entry I suspect.  Monday will be odd as US is closed so could be some odd movements.

NZDUSD carried higher last night all the way to 0.62.  Technically speaking its broken the neckline.  I think a push to 0.65 is in order.  I think will enter half on Monday morning followed by a quarter at 0.6275 and 0.6350 taking profits at 0.65 0.66 and evaluate then.  Price projection is 70 but I am not sure I would trade that.

Sterling seems to be finding strength against all major crosses.  I think a good trade this week will be buy sterling against yen but sell usd against yen.

Trade Track

 

             
     

Options

           

Ticker

Type

Entry

Stop

Current

Target

P&L

MTB

Put

 $       2.50

 $    54.00

 $       2.88

 $    43.00

 $       0.38

GWW

Put

 $       0.95

 $    77.50

 $       0.95

$70

 $             

EMC

Put

 $       0.24

 $    12.25

 $       0.24

 $    10.75

 $             

IAG

Call

 $       0.83

 $    13.00

 $       1.20

 $    13.00

 $       0.37

NTRS

Put

 $       0.90

 $    47.00

 $       0.63

 $    47.00

-$      0.28

FMX

Call

 $       0.85

 $    36.50

 $       0.35

 $    36.50

-$      0.50

RHT

Call

 $       0.78

 $    17.50

 $       0.90

 $    21.50

 $       0.12

NOV

Call

 $       2.00

 $    32.50

 $       1.88

 $    40.00

-$      0.13

             
             
           

-$      0.04

             

Stock

           

Ticker

Direction

Entry

Stop

Current

Target

P&L

PCX

Long

 $       9.41

 $       7.50

 $       8.83

 $    13.00

-$      0.58

UNG

Long

 $    15.26

 $    12.50

 $    13.74

 $    25.00

-$      1.52

             
             
           

-$      2.10

     
             
             
             
             
             
             
             

 

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