* Oil
現在日付 2023/10/5
1st Price 82.39 Z
2nd Price 80.75 F
Mothly change/σ -0.6
Next month's average change/σ -0.4
Daily STDEV 1.45
Monthly STDEV 7.46
Monthly expected return 1.02
HV 0.306
HV/σ 0.55
total premium: -15.2
Net Δ -0.2
Net Γ 0.0
Net Λ 1.3
VaR/Balance (V/B) [%] -227.4%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty
2023 apri sub total loss $-6,062 -1 6.06 2023/4/28
#DIV/0! 1.7 EXPIRED:LongButterfly:PutCal N -1 65.50 -1 1.18 0.00 0.44 72.71 2023/5/8 0
#DIV/0! 1.8 PARTCLOS3: N -1 64.00 -1 0.80 0.00 0.44 71.51 2023/5/16
#DIV/0! 1.8 EXPIRED:LongButterfly: N -1 62.50 -1 0.61 0.00 0.46 71.51 2023/5/16 0
#DIV/0! 1.8 EXPIRED:ShortRatio: N 1 86.00 -1 0.11 0.00 0.35 71.51 2023/5/16 0
#DIV/0! 1.8 EXPIRED:CallRevCal N 1 82.00 -1 0.26 0.00 0.33 71.51 2023/5/16 0
-0.0 1.8 EXPIRED:LongButterfly:PARTCLOSE4:RatioShort:CallRevCal Q 1 82.00 1 0.85 1.00 0.32 71.27 2023/5/16 0
-0.1 1.9 EXPIRED:LongButterfly:RatioShort: Q 1 81.00 -1 0.61 1.00 0.34 70.22 2023/5/30 0
-0.9 1.9 CLOSE17:PutRevCal-1.5s Q -1 59.50 -1 0.82 1.00 0.46 70.22 2023/5/30 0
-0.9 1.9 EXPIRED:RevCalSprdVar:RatioShort:PutRevCal-1.5s U -1 59.50 1 1.48 1.00 0.45 70.22 2023/5/30
-0.9 2.0 CLOSE17: Q -1 59.50 1 0.38 1.00 0.42 69.41 2023/6/15
-0.9 2.0 EXPIRED:RevCalSprdVar:RatioShort: U -1 60.00 -1 1.08 1.00 0.41 69.50 2023/6/15
-0.0 2.0 PARTCLOSE4: Q 1 82.00 -1 0.14 1.00 0.33 69.41 2023/6/15
0.0 2.0 EXPIRED:LongButterfly: Q 1 83.00 -1 0.12 1.00 0.34 69.41 2023/6/15 0
-0.9 2.1 EXPIRED:RevCalSprdVar: Q -1 59.50 -1 0.43 1.00 0.47 68.48 2023/6/23 0
-0.1 2.1 CLOSE19:CallRevCal Q 1 78.50 -1 0.17 1.00 0.34 68.48 2023/6/23 0
-0.1 2.1 ROLE:CLOSE18:CallRevCal U 1 78.50 1 0.76 1.00 0.33 68.60 2023/6/23 0
-0.1 2.2 CLOSE18: U 1 78.50 -1 0.93 1.00 0.31 71.63 2023/7/6
-0.0 2.2 CLOSE20:CallRevCal:ROLE: V 1 81.50 1 0.99 1.00 0.30 71.42 2023/7/6 0
-0.1 2.3 CLOSE19: Q 1 78.50 1 0.14 1.00 0.33 73.65 2023/7/10
-0.0 2.3 CLOSE21:CallRevCal: U 1 81.50 -1 0.68 1.00 0.31 73.65 2023/7/10 0
-0.7 2.3 EXPIRED:PutRevCal U -1 63.00 -1 0.44 1.00 0.40 73.65 2023/7/10
-0.7 2.3 CLOSE22:PutRevCal V -1 63.00 1 0.99 1.00 0.39 73.36 2023/7/10 0
-0.0 2.4 CLOSE20: U 1 81.50 1 0.63 1.00 0.29 74.88 2023/7/17
-0.0 2.4 CLOSE21: V 1 81.50 -1 1.34 1.00 0.29 74.65 2023/7/17
0.1 2.4 CLOSE23:AddLong:CallRevCalRatio U 1 85.50 -1 0.25 1.00 0.31 74.88 2023/7/17 0
0.1 2.4 CLOSE24:CallRevCalRatio V 1 85.50 1 0.66 1.00 0.29 74.65 2023/7/17 0
0.1 2.5 AddLong: U 1 85.50 -1 0.41 1.00 0.29 78.33 2023/7/24 0
-0.7 2.6 CLOSE22: V -1 63.00 -1 0.14 1.00 0.40 81.00 2023/7/31
0.1 2.6 CLOSE23: U 1 85.50 1 0.55 1.00 0.26 81.44 2023/7/31
0.1 2.6 CLOSE24: V 1 85.50 -1 1.41 1.00 0.25 81.00 2023/7/31
0.4 2.6 CLOSE26:ShortRatio:CallRevCal V 1 92.50 -1 0.33 1.00 0.26 81.00 2023/7/31 0
2.1 2.6 CLOSE27:ShortRatio:CallRevCal X 1 92.50 1 0.72 0.03 0.25 81.00 2023/7/31 0
-0.5 2.6 EXPIRED:VirtSprd:PutRevCal V -1 70.50 -1 0.55 1.00 0.35 81.00 2023/7/31 0
-2.5 2.6 LongButterfly:PARTCLOSE:ShortRatio:PutRevCal X -1 70.50 1 1.21 0.03 0.36 81.00 2023/7/31 6
0.3 2.7 CLOSE25:ShortRatio: V 1 91.00 1 0.15 1.00 0.28 80.09 2023/8/18 0
1.8 2.7 ShortRatio: X 1 91.00 -1 0.53 0.03 0.24 80.72 2023/8/18 0
-0.1 2.8 EXPIRED:VirtSprd: V -1 78.50 1 0.14 1.00 0.34 85.17 2023/9/5 0
-1.7 2.8 LongButterfly:ShortRatio: X -1 74.50 -1 0.49 0.03 0.32 84.34 2023/9/5 2
0.3 2.9 CLOSE25: V 1 91.00 -1 0.52 1.00 0.17 90.37 2023/9/15 0
0.4 2.9 CLOSE26: V 1 92.50 1 0.11 1.00 0.17 90.37 2023/9/15 0
2.1 3.0 CLOSE27: X 1 92.50 -1 1.86 0.03 0.28 90.11 2023/9/20
1.8 3.0 CLOSE28: X 1 91.00 1 2.34 0.03 0.26 90.11 2023/9/20
-2.5 3.1 PARTCLOSE: X -1 70.50 -1 0.08 0.03 0.47 90.59 2023/9/21
-3.4 3.1 LongButterfly: X -1 66.50 -1 0.05 0.03 0.53 90.59 2023/9/21 2
4.2 3.1 VirtSprd:Call RevCal X 1 102.00 -1 0.30 0.03 0.31 90.59 2023/9/21 6
2.2 3.1 ShortRatio:Call RevCal Z 1 102.00 1 0.65 0.11 0.28 89.21 2023/9/21 6
-0.5 3.1 CLOSE29:Put RevCal+1 X -1 80.00 -1 0.40 0.03 0.37 90.59 2023/9/21 0
-0.3 3.1 CLOSE30:Put RevCal+1 Z -1 80.00 1 1.15 0.11 0.34 89.21 2023/9/21 0
-0.3 3.2 CLOSE30: Z -1 80.00 -1 1.94 0.11 0.42 84.93 2023/10/4
-0.5 3.2 CLOSE29: X -1 80.00 1 0.40 0.03 0.39 86.67 2023/10/4
1.8 3.2 ShortRatio: Z 1 98.00 -1 0.46 0.11 0.32 84.93 2023/10/4 2
3.3 3.2 VirtSprd: X 1 98.00 1 0.14 0.03 0.39 86.67 2023/10/4 6
-2.4 3.3 Put Cal X -1 71.00 1 0.12 0.03 0.49 82.39 2023/10/5 1
-1.3 3.3 Put Cal Z -1 71.00 -1 0.82 0.11 0.40 80.75 2023/10/5 1
*10/4
https:/
Oil falls over $2 on demand fears, Saudi confirms cuts to year-end
LONDON (Reuters) -Oil fell on Wednesday, as pledges by Saudi Arabia and Russia to continue crude output cuts to the end of 2023 were offset by demand fears stemming from macroeconomic headwinds.
*10/6
https:/
Oil retreats further on concerns over demand destruction
“Seasonally, it is normal to see gasoline demand falling during this time of year with the driving season well and truly behind us. However, even factoring in this seasonality, implied demand was very weak over the last week,” said analysts at ING, in a note.
原油暴落よりプット ショートで大損。
リカバリするには証拠金不足のため、作戦変更し、少ない枚数で地道に利益を積み上げる。
コール、プットの両建てを禁止。
カレンダでロングを建ててからリバースで利益を積み上げていく。
---
https:/
Oil prices fall after U.S. lifts Venezuela sanctions; Gaza update eyed
* Oil
現在日付 2023/10/19
1st Price 86.86 Z
2nd Price 85.71 F
Mothly change/σ -0.6
Next month's average change/σ -0.4
Daily STDEV 1.50
Monthly STDEV 7.36
Monthly expected return 1.12
HV 0.408
HV/σ 2.04
total premium: -14.6
Net Δ 0.4
Net Γ 0.0
Net Λ -13.2
VaR/Balance (V/B) [%] -36.1%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty
2023 apri sub total loss $-6,062 -1 6.06 2023/4/28
#DIV/0! 1.7 EXPIRED:LongButterfly:PutCal N -1 65.50 -1 1.18 0.00 0.44 72.71 2023/5/8 0
#DIV/0! 1.8 PARTCLOS3: N -1 64.00 -1 0.80 0.00 0.44 71.51 2023/5/16
#DIV/0! 1.8 EXPIRED:LongButterfly: N -1 62.50 -1 0.61 0.00 0.46 71.51 2023/5/16 0
#DIV/0! 1.8 EXPIRED:ShortRatio: N 1 86.00 -1 0.11 0.00 0.35 71.51 2023/5/16 0
#DIV/0! 1.8 EXPIRED:CallRevCal N 1 82.00 -1 0.26 0.00 0.33 71.51 2023/5/16 0
-0.2 1.8 EXPIRED:LongButterfly:PARTCLOSE4:RatioShort:CallRevCal Q 1 82.00 1 0.85 1.00 0.32 71.27 2023/5/16 0
-0.2 1.9 EXPIRED:LongButterfly:RatioShort: Q 1 81.00 -1 0.61 1.00 0.34 70.22 2023/5/30 0
-1.1 1.9 CLOSE17:PutRevCal-1.5s Q -1 59.50 -1 0.82 1.00 0.46 70.22 2023/5/30 0
-1.1 1.9 EXPIRED:RevCalSprdVar:RatioShort:PutRevCal-1.5s U -1 59.50 1 1.48 1.00 0.45 70.22 2023/5/30
-1.1 2.0 CLOSE17: Q -1 59.50 1 0.38 1.00 0.42 69.41 2023/6/15
-1.0 2.0 EXPIRED:RevCalSprdVar:RatioShort: U -1 60.00 -1 1.08 1.00 0.41 69.50 2023/6/15
-0.2 2.0 PARTCLOSE4: Q 1 82.00 -1 0.14 1.00 0.33 69.41 2023/6/15
-0.2 2.0 EXPIRED:LongButterfly: Q 1 83.00 -1 0.12 1.00 0.34 69.41 2023/6/15 0
-1.1 2.1 EXPIRED:RevCalSprdVar: Q -1 59.50 -1 0.43 1.00 0.47 68.48 2023/6/23 0
-0.3 2.1 CLOSE19:CallRevCal Q 1 78.50 -1 0.17 1.00 0.34 68.48 2023/6/23 0
-0.3 2.1 ROLE:CLOSE18:CallRevCal U 1 78.50 1 0.76 1.00 0.33 68.60 2023/6/23 0
-0.3 2.2 CLOSE18: U 1 78.50 -1 0.93 1.00 0.31 71.63 2023/7/6
-0.2 2.2 CLOSE20:CallRevCal:ROLE: V 1 81.50 1 0.99 1.00 0.30 71.42 2023/7/6 0
-0.3 2.3 CLOSE19: Q 1 78.50 1 0.14 1.00 0.33 73.65 2023/7/10
-0.2 2.3 CLOSE21:CallRevCal: U 1 81.50 -1 0.68 1.00 0.31 73.65 2023/7/10 0
-0.9 2.3 EXPIRED:PutRevCal U -1 63.00 -1 0.44 1.00 0.40 73.65 2023/7/10
-0.9 2.3 CLOSE22:PutRevCal V -1 63.00 1 0.99 1.00 0.39 73.36 2023/7/10 0
-0.2 2.4 CLOSE20: U 1 81.50 1 0.63 1.00 0.29 74.88 2023/7/17
-0.2 2.4 CLOSE21: V 1 81.50 -1 1.34 1.00 0.29 74.65 2023/7/17
-0.1 2.4 CLOSE23:AddLong:CallRevCalRatio U 1 85.50 -1 0.25 1.00 0.31 74.88 2023/7/17 0
-0.1 2.4 CLOSE24:CallRevCalRatio V 1 85.50 1 0.66 1.00 0.29 74.65 2023/7/17 0
-0.1 2.5 AddLong: U 1 85.50 -1 0.41 1.00 0.29 78.33 2023/7/24 0
-0.9 2.6 CLOSE22: V -1 63.00 -1 0.14 1.00 0.40 81.00 2023/7/31
-0.1 2.6 CLOSE23: U 1 85.50 1 0.55 1.00 0.26 81.44 2023/7/31
-0.1 2.6 CLOSE24: V 1 85.50 -1 1.41 1.00 0.25 81.00 2023/7/31
0.2 2.6 CLOSE26:ShortRatio:CallRevCal V 1 92.50 -1 0.33 1.00 0.26 81.00 2023/7/31 0
0.2 2.6 CLOSE27:ShortRatio:CallRevCal X 1 92.50 1 0.72 1.00 0.25 81.00 2023/7/31 0
-0.6 2.6 EXPIRED:VirtSprd:PutRevCal V -1 70.50 -1 0.55 1.00 0.35 81.00 2023/7/31 0
-0.6 2.6 EXPIRED:LongButterfly:PARTCLOSE:ShortRatio:PutRevCal X -1 70.50 1 1.21 1.00 0.36 81.00 2023/7/31
0.2 2.7 CLOSE25:ShortRatio: V 1 91.00 1 0.15 1.00 0.28 80.09 2023/8/18 0
0.2 2.7 ShortRatio: X 1 91.00 -1 0.53 1.00 0.24 80.72 2023/8/18 0
-0.3 2.8 EXPIRED:VirtSprd: V -1 78.50 1 0.14 1.00 0.34 85.17 2023/9/5 0
-0.5 2.8 EXPIRED:LongButterfly:ShortRatio: X -1 74.50 -1 0.49 1.00 0.32 84.34 2023/9/5
0.2 2.9 CLOSE25: V 1 91.00 -1 0.52 1.00 0.17 90.37 2023/9/15 0
0.2 2.9 CLOSE26: V 1 92.50 1 0.11 1.00 0.17 90.37 2023/9/15 0
0.2 3.0 CLOSE27: X 1 92.50 -1 1.86 1.00 0.28 90.11 2023/9/20
0.2 3.0 CLOSE28: X 1 91.00 1 2.34 1.00 0.26 90.11 2023/9/20
-0.6 3.1 PARTCLOSE: X -1 70.50 -1 0.08 1.00 0.47 90.59 2023/9/21
-0.8 3.1 EXPIRED:LongButterfly: X -1 66.50 -1 0.05 1.00 0.53 90.59 2023/9/21
0.6 3.1 EXPIRED:VirtSprd:Call RevCal X 1 102.00 -1 0.30 1.00 0.31 90.59 2023/9/21
0.4 3.2 EXPIRED:VirtSprd: X 1 98.00 1 0.14 1.00 0.39 86.67 2023/10/4
-0.3 3.1 CLOSE29:Put RevCal+1 X -1 80.00 -1 0.40 1.00 0.37 90.59 2023/9/21 0
-0.3 3.1 CLOSE30:Put RevCal+1 Z -1 80.00 1 1.15 1.00 0.34 89.21 2023/9/21 0
-0.3 3.2 CLOSE30: Z -1 80.00 -1 1.94 1.00 0.42 84.93 2023/10/4
-0.3 3.2 CLOSE29: X -1 80.00 1 0.40 1.00 0.39 86.67 2023/10/4
-0.6 3.3 EXPIRED:Put Cal X -1 71.00 1 0.12 1.00 0.70 84.05 2023/10/10
2.2 3.1 LongButterflyRatio:ShortRatio:Call RevCal Z 1 102.00 1 0.65 0.07 0.28 89.21 2023/9/21 6
1.6 3.2 LongButterflyRatio:ShortRatio: Z 1 98.00 -1 0.46 0.07 0.32 84.93 2023/10/4 2
-2.3 3.3 RevCalRatio:Put Cal Z -1 71.00 -1 0.82 0.07 0.46 82.49 2023/10/10 1
2.7 3.4 LongButterflyRatio: Z 1 106.00 -1 0.63 0.07 0.53 86.31 2023/10/16 2
1.1 3.5 CallDiag F 1 98.00 -1 1.99 0.15 0.43 85.71 2023/10/19 1
-1.6 3.5 RevCalRatio: Z -1 76.00 -1 0.64 0.07 0.45 86.86 2023/10/19 2
-1.1 3.5 RevCalRatio: F -1 76.00 1 1.73 0.15 0.43 85.71 2023/10/19 3
---
現在日付 2023/10/5
1st Price 82.39 Z
2nd Price 80.75 F
Mothly change/σ -0.6
Next month's average change/σ -0.4
Daily STDEV 1.45
Monthly STDEV 7.46
Monthly expected return 1.02
HV 0.306
HV/σ 0.55
total premium: -15.2
Net Δ -0.2
Net Γ 0.0
Net Λ 1.3
VaR/Balance (V/B) [%] -227.4%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty
2023 apri sub total loss $-6,062 -1 6.06 2023/4/28
#DIV/0! 1.7 EXPIRED:LongButterfly:PutCal N -1 65.50 -1 1.18 0.00 0.44 72.71 2023/5/8 0
#DIV/0! 1.8 PARTCLOS3: N -1 64.00 -1 0.80 0.00 0.44 71.51 2023/5/16
#DIV/0! 1.8 EXPIRED:LongButterfly: N -1 62.50 -1 0.61 0.00 0.46 71.51 2023/5/16 0
#DIV/0! 1.8 EXPIRED:ShortRatio: N 1 86.00 -1 0.11 0.00 0.35 71.51 2023/5/16 0
#DIV/0! 1.8 EXPIRED:CallRevCal N 1 82.00 -1 0.26 0.00 0.33 71.51 2023/5/16 0
-0.0 1.8 EXPIRED:LongButterfly:PARTCLOSE4:RatioShort:CallRevCal Q 1 82.00 1 0.85 1.00 0.32 71.27 2023/5/16 0
-0.1 1.9 EXPIRED:LongButterfly:RatioShort: Q 1 81.00 -1 0.61 1.00 0.34 70.22 2023/5/30 0
-0.9 1.9 CLOSE17:PutRevCal-1.5s Q -1 59.50 -1 0.82 1.00 0.46 70.22 2023/5/30 0
-0.9 1.9 EXPIRED:RevCalSprdVar:RatioShort:PutRevCal-1.5s U -1 59.50 1 1.48 1.00 0.45 70.22 2023/5/30
-0.9 2.0 CLOSE17: Q -1 59.50 1 0.38 1.00 0.42 69.41 2023/6/15
-0.9 2.0 EXPIRED:RevCalSprdVar:RatioShort: U -1 60.00 -1 1.08 1.00 0.41 69.50 2023/6/15
-0.0 2.0 PARTCLOSE4: Q 1 82.00 -1 0.14 1.00 0.33 69.41 2023/6/15
0.0 2.0 EXPIRED:LongButterfly: Q 1 83.00 -1 0.12 1.00 0.34 69.41 2023/6/15 0
-0.9 2.1 EXPIRED:RevCalSprdVar: Q -1 59.50 -1 0.43 1.00 0.47 68.48 2023/6/23 0
-0.1 2.1 CLOSE19:CallRevCal Q 1 78.50 -1 0.17 1.00 0.34 68.48 2023/6/23 0
-0.1 2.1 ROLE:CLOSE18:CallRevCal U 1 78.50 1 0.76 1.00 0.33 68.60 2023/6/23 0
-0.1 2.2 CLOSE18: U 1 78.50 -1 0.93 1.00 0.31 71.63 2023/7/6
-0.0 2.2 CLOSE20:CallRevCal:ROLE: V 1 81.50 1 0.99 1.00 0.30 71.42 2023/7/6 0
-0.1 2.3 CLOSE19: Q 1 78.50 1 0.14 1.00 0.33 73.65 2023/7/10
-0.0 2.3 CLOSE21:CallRevCal: U 1 81.50 -1 0.68 1.00 0.31 73.65 2023/7/10 0
-0.7 2.3 EXPIRED:PutRevCal U -1 63.00 -1 0.44 1.00 0.40 73.65 2023/7/10
-0.7 2.3 CLOSE22:PutRevCal V -1 63.00 1 0.99 1.00 0.39 73.36 2023/7/10 0
-0.0 2.4 CLOSE20: U 1 81.50 1 0.63 1.00 0.29 74.88 2023/7/17
-0.0 2.4 CLOSE21: V 1 81.50 -1 1.34 1.00 0.29 74.65 2023/7/17
0.1 2.4 CLOSE23:AddLong:CallRevCalRatio U 1 85.50 -1 0.25 1.00 0.31 74.88 2023/7/17 0
0.1 2.4 CLOSE24:CallRevCalRatio V 1 85.50 1 0.66 1.00 0.29 74.65 2023/7/17 0
0.1 2.5 AddLong: U 1 85.50 -1 0.41 1.00 0.29 78.33 2023/7/24 0
-0.7 2.6 CLOSE22: V -1 63.00 -1 0.14 1.00 0.40 81.00 2023/7/31
0.1 2.6 CLOSE23: U 1 85.50 1 0.55 1.00 0.26 81.44 2023/7/31
0.1 2.6 CLOSE24: V 1 85.50 -1 1.41 1.00 0.25 81.00 2023/7/31
0.4 2.6 CLOSE26:ShortRatio:CallRevCal V 1 92.50 -1 0.33 1.00 0.26 81.00 2023/7/31 0
2.1 2.6 CLOSE27:ShortRatio:CallRevCal X 1 92.50 1 0.72 0.03 0.25 81.00 2023/7/31 0
-0.5 2.6 EXPIRED:VirtSprd:PutRevCal V -1 70.50 -1 0.55 1.00 0.35 81.00 2023/7/31 0
-2.5 2.6 LongButterfly:PARTCLOSE:ShortRatio:PutRevCal X -1 70.50 1 1.21 0.03 0.36 81.00 2023/7/31 6
0.3 2.7 CLOSE25:ShortRatio: V 1 91.00 1 0.15 1.00 0.28 80.09 2023/8/18 0
1.8 2.7 ShortRatio: X 1 91.00 -1 0.53 0.03 0.24 80.72 2023/8/18 0
-0.1 2.8 EXPIRED:VirtSprd: V -1 78.50 1 0.14 1.00 0.34 85.17 2023/9/5 0
-1.7 2.8 LongButterfly:ShortRatio: X -1 74.50 -1 0.49 0.03 0.32 84.34 2023/9/5 2
0.3 2.9 CLOSE25: V 1 91.00 -1 0.52 1.00 0.17 90.37 2023/9/15 0
0.4 2.9 CLOSE26: V 1 92.50 1 0.11 1.00 0.17 90.37 2023/9/15 0
2.1 3.0 CLOSE27: X 1 92.50 -1 1.86 0.03 0.28 90.11 2023/9/20
1.8 3.0 CLOSE28: X 1 91.00 1 2.34 0.03 0.26 90.11 2023/9/20
-2.5 3.1 PARTCLOSE: X -1 70.50 -1 0.08 0.03 0.47 90.59 2023/9/21
-3.4 3.1 LongButterfly: X -1 66.50 -1 0.05 0.03 0.53 90.59 2023/9/21 2
4.2 3.1 VirtSprd:Call RevCal X 1 102.00 -1 0.30 0.03 0.31 90.59 2023/9/21 6
2.2 3.1 ShortRatio:Call RevCal Z 1 102.00 1 0.65 0.11 0.28 89.21 2023/9/21 6
-0.5 3.1 CLOSE29:Put RevCal+1 X -1 80.00 -1 0.40 0.03 0.37 90.59 2023/9/21 0
-0.3 3.1 CLOSE30:Put RevCal+1 Z -1 80.00 1 1.15 0.11 0.34 89.21 2023/9/21 0
-0.3 3.2 CLOSE30: Z -1 80.00 -1 1.94 0.11 0.42 84.93 2023/10/4
-0.5 3.2 CLOSE29: X -1 80.00 1 0.40 0.03 0.39 86.67 2023/10/4
1.8 3.2 ShortRatio: Z 1 98.00 -1 0.46 0.11 0.32 84.93 2023/10/4 2
3.3 3.2 VirtSprd: X 1 98.00 1 0.14 0.03 0.39 86.67 2023/10/4 6
-2.4 3.3 Put Cal X -1 71.00 1 0.12 0.03 0.49 82.39 2023/10/5 1
-1.3 3.3 Put Cal Z -1 71.00 -1 0.82 0.11 0.40 80.75 2023/10/5 1
*10/4
https:/
Oil falls over $2 on demand fears, Saudi confirms cuts to year-end
LONDON (Reuters) -Oil fell on Wednesday, as pledges by Saudi Arabia and Russia to continue crude output cuts to the end of 2023 were offset by demand fears stemming from macroeconomic headwinds.
*10/6
https:/
Oil retreats further on concerns over demand destruction
“Seasonally, it is normal to see gasoline demand falling during this time of year with the driving season well and truly behind us. However, even factoring in this seasonality, implied demand was very weak over the last week,” said analysts at ING, in a note.
原油暴落よりプット ショートで大損。
リカバリするには証拠金不足のため、作戦変更し、少ない枚数で地道に利益を積み上げる。
コール、プットの両建てを禁止。
カレンダでロングを建ててからリバースで利益を積み上げていく。
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https:/
Oil prices fall after U.S. lifts Venezuela sanctions; Gaza update eyed
* Oil
現在日付 2023/10/19
1st Price 86.86 Z
2nd Price 85.71 F
Mothly change/σ -0.6
Next month's average change/σ -0.4
Daily STDEV 1.50
Monthly STDEV 7.36
Monthly expected return 1.12
HV 0.408
HV/σ 2.04
total premium: -14.6
Net Δ 0.4
Net Γ 0.0
Net Λ -13.2
VaR/Balance (V/B) [%] -36.1%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty
2023 apri sub total loss $-6,062 -1 6.06 2023/4/28
#DIV/0! 1.7 EXPIRED:LongButterfly:PutCal N -1 65.50 -1 1.18 0.00 0.44 72.71 2023/5/8 0
#DIV/0! 1.8 PARTCLOS3: N -1 64.00 -1 0.80 0.00 0.44 71.51 2023/5/16
#DIV/0! 1.8 EXPIRED:LongButterfly: N -1 62.50 -1 0.61 0.00 0.46 71.51 2023/5/16 0
#DIV/0! 1.8 EXPIRED:ShortRatio: N 1 86.00 -1 0.11 0.00 0.35 71.51 2023/5/16 0
#DIV/0! 1.8 EXPIRED:CallRevCal N 1 82.00 -1 0.26 0.00 0.33 71.51 2023/5/16 0
-0.2 1.8 EXPIRED:LongButterfly:PARTCLOSE4:RatioShort:CallRevCal Q 1 82.00 1 0.85 1.00 0.32 71.27 2023/5/16 0
-0.2 1.9 EXPIRED:LongButterfly:RatioShort: Q 1 81.00 -1 0.61 1.00 0.34 70.22 2023/5/30 0
-1.1 1.9 CLOSE17:PutRevCal-1.5s Q -1 59.50 -1 0.82 1.00 0.46 70.22 2023/5/30 0
-1.1 1.9 EXPIRED:RevCalSprdVar:RatioShort:PutRevCal-1.5s U -1 59.50 1 1.48 1.00 0.45 70.22 2023/5/30
-1.1 2.0 CLOSE17: Q -1 59.50 1 0.38 1.00 0.42 69.41 2023/6/15
-1.0 2.0 EXPIRED:RevCalSprdVar:RatioShort: U -1 60.00 -1 1.08 1.00 0.41 69.50 2023/6/15
-0.2 2.0 PARTCLOSE4: Q 1 82.00 -1 0.14 1.00 0.33 69.41 2023/6/15
-0.2 2.0 EXPIRED:LongButterfly: Q 1 83.00 -1 0.12 1.00 0.34 69.41 2023/6/15 0
-1.1 2.1 EXPIRED:RevCalSprdVar: Q -1 59.50 -1 0.43 1.00 0.47 68.48 2023/6/23 0
-0.3 2.1 CLOSE19:CallRevCal Q 1 78.50 -1 0.17 1.00 0.34 68.48 2023/6/23 0
-0.3 2.1 ROLE:CLOSE18:CallRevCal U 1 78.50 1 0.76 1.00 0.33 68.60 2023/6/23 0
-0.3 2.2 CLOSE18: U 1 78.50 -1 0.93 1.00 0.31 71.63 2023/7/6
-0.2 2.2 CLOSE20:CallRevCal:ROLE: V 1 81.50 1 0.99 1.00 0.30 71.42 2023/7/6 0
-0.3 2.3 CLOSE19: Q 1 78.50 1 0.14 1.00 0.33 73.65 2023/7/10
-0.2 2.3 CLOSE21:CallRevCal: U 1 81.50 -1 0.68 1.00 0.31 73.65 2023/7/10 0
-0.9 2.3 EXPIRED:PutRevCal U -1 63.00 -1 0.44 1.00 0.40 73.65 2023/7/10
-0.9 2.3 CLOSE22:PutRevCal V -1 63.00 1 0.99 1.00 0.39 73.36 2023/7/10 0
-0.2 2.4 CLOSE20: U 1 81.50 1 0.63 1.00 0.29 74.88 2023/7/17
-0.2 2.4 CLOSE21: V 1 81.50 -1 1.34 1.00 0.29 74.65 2023/7/17
-0.1 2.4 CLOSE23:AddLong:CallRevCalRatio U 1 85.50 -1 0.25 1.00 0.31 74.88 2023/7/17 0
-0.1 2.4 CLOSE24:CallRevCalRatio V 1 85.50 1 0.66 1.00 0.29 74.65 2023/7/17 0
-0.1 2.5 AddLong: U 1 85.50 -1 0.41 1.00 0.29 78.33 2023/7/24 0
-0.9 2.6 CLOSE22: V -1 63.00 -1 0.14 1.00 0.40 81.00 2023/7/31
-0.1 2.6 CLOSE23: U 1 85.50 1 0.55 1.00 0.26 81.44 2023/7/31
-0.1 2.6 CLOSE24: V 1 85.50 -1 1.41 1.00 0.25 81.00 2023/7/31
0.2 2.6 CLOSE26:ShortRatio:CallRevCal V 1 92.50 -1 0.33 1.00 0.26 81.00 2023/7/31 0
0.2 2.6 CLOSE27:ShortRatio:CallRevCal X 1 92.50 1 0.72 1.00 0.25 81.00 2023/7/31 0
-0.6 2.6 EXPIRED:VirtSprd:PutRevCal V -1 70.50 -1 0.55 1.00 0.35 81.00 2023/7/31 0
-0.6 2.6 EXPIRED:LongButterfly:PARTCLOSE:ShortRatio:PutRevCal X -1 70.50 1 1.21 1.00 0.36 81.00 2023/7/31
0.2 2.7 CLOSE25:ShortRatio: V 1 91.00 1 0.15 1.00 0.28 80.09 2023/8/18 0
0.2 2.7 ShortRatio: X 1 91.00 -1 0.53 1.00 0.24 80.72 2023/8/18 0
-0.3 2.8 EXPIRED:VirtSprd: V -1 78.50 1 0.14 1.00 0.34 85.17 2023/9/5 0
-0.5 2.8 EXPIRED:LongButterfly:ShortRatio: X -1 74.50 -1 0.49 1.00 0.32 84.34 2023/9/5
0.2 2.9 CLOSE25: V 1 91.00 -1 0.52 1.00 0.17 90.37 2023/9/15 0
0.2 2.9 CLOSE26: V 1 92.50 1 0.11 1.00 0.17 90.37 2023/9/15 0
0.2 3.0 CLOSE27: X 1 92.50 -1 1.86 1.00 0.28 90.11 2023/9/20
0.2 3.0 CLOSE28: X 1 91.00 1 2.34 1.00 0.26 90.11 2023/9/20
-0.6 3.1 PARTCLOSE: X -1 70.50 -1 0.08 1.00 0.47 90.59 2023/9/21
-0.8 3.1 EXPIRED:LongButterfly: X -1 66.50 -1 0.05 1.00 0.53 90.59 2023/9/21
0.6 3.1 EXPIRED:VirtSprd:Call RevCal X 1 102.00 -1 0.30 1.00 0.31 90.59 2023/9/21
0.4 3.2 EXPIRED:VirtSprd: X 1 98.00 1 0.14 1.00 0.39 86.67 2023/10/4
-0.3 3.1 CLOSE29:Put RevCal+1 X -1 80.00 -1 0.40 1.00 0.37 90.59 2023/9/21 0
-0.3 3.1 CLOSE30:Put RevCal+1 Z -1 80.00 1 1.15 1.00 0.34 89.21 2023/9/21 0
-0.3 3.2 CLOSE30: Z -1 80.00 -1 1.94 1.00 0.42 84.93 2023/10/4
-0.3 3.2 CLOSE29: X -1 80.00 1 0.40 1.00 0.39 86.67 2023/10/4
-0.6 3.3 EXPIRED:Put Cal X -1 71.00 1 0.12 1.00 0.70 84.05 2023/10/10
2.2 3.1 LongButterflyRatio:ShortRatio:Call RevCal Z 1 102.00 1 0.65 0.07 0.28 89.21 2023/9/21 6
1.6 3.2 LongButterflyRatio:ShortRatio: Z 1 98.00 -1 0.46 0.07 0.32 84.93 2023/10/4 2
-2.3 3.3 RevCalRatio:Put Cal Z -1 71.00 -1 0.82 0.07 0.46 82.49 2023/10/10 1
2.7 3.4 LongButterflyRatio: Z 1 106.00 -1 0.63 0.07 0.53 86.31 2023/10/16 2
1.1 3.5 CallDiag F 1 98.00 -1 1.99 0.15 0.43 85.71 2023/10/19 1
-1.6 3.5 RevCalRatio: Z -1 76.00 -1 0.64 0.07 0.45 86.86 2023/10/19 2
-1.1 3.5 RevCalRatio: F -1 76.00 1 1.73 0.15 0.43 85.71 2023/10/19 3
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