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オプション取引ログコミュのSep.2023

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https://www.investing.com/news/commodities-news/oil-rises-on-china-us-economic-data-and-opec-cut-expectations-3166663
Oil edges up on prospect of extended OPEC+ supply cuts
NEW YORK (Reuters) -Oil prices edged higher on Monday on expectations that OPEC+ would keep supplies tight and speculation that the U.S. Federal Reserve will cease its aggressive interest rate hike campaign.
Saudi Arabia has spearheaded efforts to support prices, making large voluntary output cuts as part of a production deal agreed by the OPEC+ producer group comprising the Organization of the Petroleum Exporting Countries (OPEC) and allies including Russia.

* Oil
現在日付 2023/9/5
1st Price 85.17 X
2nd Price 84.34 Z
Mothly change/σ 0.4
Next month's average change/σ 0.4
Daily STDEV 1.45
Monthly STDEV 7.27
Monthly expected return 1.12
HV 0.219
HV/σ -1.52
total premium: -3.2
Net Δ -0.4
Net Γ 0.3
Net Λ -40.7
VaR/Balance (V/B) [%] -255.4%

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
-0.1 1.8 EXPIRED:LongButterfly:PARTCLOSE4:RatioShort:CallRevCal Q 1 82.00 1 0.85 1.00 0.32 71.27 2023/5/16 0
-0.2 1.9 EXPIRED:LongButterfly:RatioShort: Q 1 81.00 -1 0.61 1.00 0.34 70.22 2023/5/30 0
-1.0 1.9 CLOSE17:PutRevCal-1.5s Q -1 59.50 -1 0.82 1.00 0.46 70.22 2023/5/30 0
-1.0 1.9 EXPIRED:RevCalSprdVar:RatioShort:PutRevCal-1.5s U -1 59.50 1 1.48 1.00 0.45 70.22 2023/5/30
-1.0 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
-0.1 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
-1.0 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
-0.9 2.2 CLOSE20:CallRevCal:ROLE: V 1 81.50 1 0.99 0.03 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
-0.1 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
-5.3 2.3 CLOSE22:PutRevCal V -1 63.00 1 0.99 0.03 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
-0.9 2.4 CLOSE21: V 1 81.50 -1 1.34 0.03 0.29 74.65 2023/7/17
0.0 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 0.03 0.29 74.65 2023/7/17 0
0.0 2.5 AddLong: U 1 85.50 -1 0.41 1.00 0.29 78.33 2023/7/24 0
-5.3 2.6 CLOSE22: V -1 63.00 -1 0.14 0.03 0.40 81.00 2023/7/31
0.0 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 0.03 0.25 81.00 2023/7/31
1.7 2.6 ShortRatio:CallRevCal V 1 92.50 -1 0.33 0.03 0.26 81.00 2023/7/31 4
0.9 2.6 ShortRatio:CallRevCal X 1 92.50 1 0.72 0.12 0.25 81.00 2023/7/31 4
-3.5 2.6 VirtSprd:PutRevCal V -1 70.50 -1 0.55 0.03 0.35 81.00 2023/7/31 6
-1.7 2.6 ShortRatio:PutRevCal X -1 70.50 1 1.21 0.12 0.36 81.00 2023/7/31 6
1.4 2.7 ShortRatio: V 1 91.00 1 0.15 0.03 0.28 80.09 2023/8/18 4
0.7 2.7 ShortRatio: X 1 91.00 -1 0.53 0.12 0.24 80.72 2023/8/18 1
-1.6 2.8 VirtSprd: V -1 78.50 1 0.14 0.03 0.34 85.17 2023/9/5 6
-1.2 2.8 ShortRatio: X -1 74.50 -1 0.49 0.12 0.32 84.34 2023/9/5 2

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Oil rebounds to climb $1 as Russia bans most fuel exports
LONDON (Reuters) -Oil prices rebounded from $1 down to $1 up in trading on Thursday, after a Russian ban on fuel exports snapped focus away from Western economic headwinds and back to throttled crude supply to the end of 2023.
https://www.investing.com/news/commodities-news/oil-prices-fall-ahead-of-more-central-bank-steers-on-interest-rates-3179024


* Oil
現在日付 2023/9/21
1st Price 90.59 X
2nd Price 89.21 Z
Mothly change/σ 1.4
Next month's average change/σ 0.4
Daily STDEV 1.27
Monthly STDEV 7.33
Monthly expected return 1.22
HV 0.151
HV/σ -1.93
total premium: -1.9
Net Δ -0.1
Net Γ 0.1
Net Λ -70.4
VaR/Balance (V/B) [%] -55.1%

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
-0.3 1.8 EXPIRED:LongButterfly:PARTCLOSE4:RatioShort:CallRevCal Q 1 82.00 1 0.85 1.00 0.32 71.27 2023/5/16 0
-0.4 1.9 EXPIRED:LongButterfly:RatioShort: Q 1 81.00 -1 0.61 1.00 0.34 70.22 2023/5/30 0
-1.2 1.9 CLOSE17:PutRevCal-1.5s Q -1 59.50 -1 0.82 1.00 0.46 70.22 2023/5/30 0
-1.2 1.9 EXPIRED:RevCalSprdVar:RatioShort:PutRevCal-1.5s U -1 59.50 1 1.48 1.00 0.45 70.22 2023/5/30
-1.2 2.0 CLOSE17: Q -1 59.50 1 0.38 1.00 0.42 69.41 2023/6/15
-1.2 2.0 EXPIRED:RevCalSprdVar:RatioShort: U -1 60.00 -1 1.08 1.00 0.41 69.50 2023/6/15
-0.3 2.0 PARTCLOSE4: Q 1 82.00 -1 0.14 1.00 0.33 69.41 2023/6/15
-0.3 2.0 EXPIRED:LongButterfly: Q 1 83.00 -1 0.12 1.00 0.34 69.41 2023/6/15 0
-1.2 2.1 EXPIRED:RevCalSprdVar: Q -1 59.50 -1 0.43 1.00 0.47 68.48 2023/6/23 0
-0.5 2.1 CLOSE19:CallRevCal Q 1 78.50 -1 0.17 1.00 0.34 68.48 2023/6/23 0
-0.5 2.1 ROLE:CLOSE18:CallRevCal U 1 78.50 1 0.76 1.00 0.33 68.60 2023/6/23 0
-0.5 2.2 CLOSE18: U 1 78.50 -1 0.93 1.00 0.31 71.63 2023/7/6
-0.4 2.2 CLOSE20:CallRevCal:ROLE: V 1 81.50 1 0.99 1.00 0.30 71.42 2023/7/6 0
-0.5 2.3 CLOSE19: Q 1 78.50 1 0.14 1.00 0.33 73.65 2023/7/10
-0.4 2.3 CLOSE21:CallRevCal: U 1 81.50 -1 0.68 1.00 0.31 73.65 2023/7/10 0
-1.1 2.3 EXPIRED:PutRevCal U -1 63.00 -1 0.44 1.00 0.40 73.65 2023/7/10
-1.1 2.3 CLOSE22:PutRevCal V -1 63.00 1 0.99 1.00 0.39 73.36 2023/7/10 0
-0.4 2.4 CLOSE20: U 1 81.50 1 0.63 1.00 0.29 74.88 2023/7/17
-0.4 2.4 CLOSE21: V 1 81.50 -1 1.34 1.00 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
-0.2 2.4 CLOSE24:CallRevCalRatio V 1 85.50 1 0.66 1.00 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
-1.1 2.6 CLOSE22: V -1 63.00 -1 0.14 1.00 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
-0.2 2.6 CLOSE24: V 1 85.50 -1 1.41 1.00 0.25 81.00 2023/7/31
0.1 2.6 CLOSE26:ShortRatio:CallRevCal V 1 92.50 -1 0.33 1.00 0.26 81.00 2023/7/31 0
0.3 2.6 CLOSE27:ShortRatio:CallRevCal X 1 92.50 1 0.72 0.07 0.25 81.00 2023/7/31 0
-0.8 2.6 EXPIRED:VirtSprd:PutRevCal V -1 70.50 -1 0.55 1.00 0.35 81.00 2023/7/31 0
-2.9 2.6 LongButterfly:PARTCLOSE:ShortRatio:PutRevCal X -1 70.50 1 1.21 0.07 0.36 81.00 2023/7/31 6
0.0 2.7 CLOSE25:ShortRatio: V 1 91.00 1 0.15 1.00 0.28 80.09 2023/8/18 0
0.1 2.7 ShortRatio: X 1 91.00 -1 0.53 0.07 0.24 80.72 2023/8/18 0
-0.5 2.8 EXPIRED:VirtSprd: V -1 78.50 1 0.14 1.00 0.34 85.17 2023/9/5 0
-2.4 2.8 LongButterfly:ShortRatio: X -1 74.50 -1 0.49 0.07 0.32 84.34 2023/9/5 2
0.0 2.9 CLOSE25: V 1 91.00 -1 0.52 1.00 0.17 90.37 2023/9/15 0
0.1 2.9 CLOSE26: V 1 92.50 1 0.11 1.00 0.17 90.37 2023/9/15 0
0.3 3.0 CLOSE27: X 1 92.50 -1 1.86 0.07 0.28 90.11 2023/9/20
0.1 3.0 CLOSE28: X 1 91.00 1 2.34 0.07 0.26 90.11 2023/9/20
-2.9 3.1 PARTCLOSE: X -1 70.50 -1 0.08 0.07 0.47 90.59 2023/9/21
-3.5 3.1 LongButterfly: X -1 66.50 -1 0.05 0.07 0.53 90.59 2023/9/21 2
1.7 3.1 Call RevCal X 1 102.00 -1 0.30 0.07 0.31 90.59 2023/9/21 6
1.2 3.1 Call RevCal Z 1 102.00 1 0.65 0.15 0.28 89.21 2023/9/21 6
-1.6 3.1 Put RevCal+1 X -1 80.00 -1 0.37 0.07 0.37 90.59 2023/9/21 8
-1.1 3.1 Put RevCal+1 Z -1 80.00 1 1.15 0.15 0.34 89.21 2023/9/21 8


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