オプション取引ログコミュのAug. 2023

* Oil
現在日付 2023/8/18
1st Price 80.09 V
2nd Price 80.72 X
Mothly change/σ 0.7
Next month's average change/σ -0.2
Daily STDEV 1.47
Monthly STDEV 7.28
Monthly expected return 0.93
HV 0.242
HV/σ -1.66
total premium: -3.1
Net Δ 0.0
Net Γ 0.1
Net Λ -47.7
VaR/Balance (V/B) [%] -71.9%

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
0.1 1.8 EXPIRED:LongButterfly:PARTCLOSE4:RatioShort:CallRevCal Q 1 82.00 1 0.85 1.00 0.32 71.27 2023/5/16 0
0.0 1.9 EXPIRED:LongButterfly:RatioShort: Q 1 81.00 -1 0.61 1.00 0.34 70.22 2023/5/30 0
-0.8 1.9 CLOSE17:PutRevCal-1.5s Q -1 59.50 -1 0.82 1.00 0.46 70.22 2023/5/30 0
-0.8 1.9 EXPIRED:RevCalSprdVar:RatioShort:PutRevCal-1.5s U -1 59.50 1 1.48 1.00 0.45 70.22 2023/5/30
-0.8 2.0 CLOSE17: Q -1 59.50 1 0.38 1.00 0.42 69.41 2023/6/15
-0.8 2.0 EXPIRED:RevCalSprdVar:RatioShort: U -1 60.00 -1 1.08 1.00 0.41 69.50 2023/6/15
0.1 2.0 PARTCLOSE4: Q 1 82.00 -1 0.14 1.00 0.33 69.41 2023/6/15
0.1 2.0 EXPIRED:LongButterfly: Q 1 83.00 -1 0.12 1.00 0.34 69.41 2023/6/15 0
-0.8 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
0.2 2.2 CLOSE20:CallRevCal:ROLE: V 1 81.50 1 0.99 0.08 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
0.1 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
-2.4 2.3 CLOSE22:PutRevCal V -1 63.00 1 0.99 0.08 0.39 73.36 2023/7/10 0
0.1 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 0.08 0.29 74.65 2023/7/17
0.2 2.4 CLOSE23:AddLong:CallRevCalRatio U 1 85.50 -1 0.25 1.00 0.31 74.88 2023/7/17 0
0.8 2.4 CLOSE24:CallRevCalRatio V 1 85.50 1 0.66 0.08 0.29 74.65 2023/7/17 0
0.2 2.5 AddLong: U 1 85.50 -1 0.41 1.00 0.29 78.33 2023/7/24 0
-2.4 2.6 CLOSE22: V -1 63.00 -1 0.14 0.08 0.40 81.00 2023/7/31
0.2 2.6 CLOSE23: U 1 85.50 1 0.55 1.00 0.26 81.44 2023/7/31
0.8 2.6 CLOSE24: V 1 85.50 -1 1.41 0.08 0.25 81.00 2023/7/31
1.8 2.6 ShortRatio:CallRevCal V 1 92.50 -1 0.33 0.08 0.26 81.00 2023/7/31 4
1.2 2.6 ShortRatio:CallRevCal X 1 92.50 1 0.72 0.16 0.25 81.00 2023/7/31 4
-1.4 2.6 PutRevCal V -1 70.50 -1 0.55 0.08 0.35 81.00 2023/7/31 6
-0.9 2.6 PutRevCal X -1 70.50 1 1.21 0.16 0.36 81.00 2023/7/31 6
1.6 2.7 ShortRatio: V 1 91.00 1 0.15 0.08 0.28 80.09 2023/8/18 4
1.1 2.7 ShortRatio: X 1 91.00 -1 0.53 0.16 0.24 80.72 2023/8/18 1

China jitters set to snap oil's 7-week winning streak
https://www.investing.com/news/commodities-news/oil-set-to-snap-7week-winning-streak-on-china-woes-fed-rate-outlook-3156949
LONDON (Reuters) - Oil prices looked set to close down this week following seven weeks of gains, as China's economic woes eclipse signs of tight supply.
The seven-week upswing in prices, galvanised by supply cuts by the Organization of the Petroleum Exporting Countries and allies (OPEC+), was the longest streak for both benchmarks this year.

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