GLD · Bullish · 1 % out of the money, wing 1 %
Same-day options (0DTE). Entry at 09:35 New York; quoted exit 15 minutes before the stock session closes on expiry day. One contract per reported trade.
Closed trades116
Profitable trades57.8%
Total P&L-3323.60
Return on expiry risk-7.0%
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Historical bid/ask model
Contracts and strikes are selected from the chain available that day. At 09:35 New York, short legs sell at bid and long legs buy at ask using the latest quote within the current regular session. A quote remains current until updated. Positions close at the opposite bid/ask 15 minutes before the stock session ends on expiry day, including shortened sessions.
The model reserves $0.65 per leg for entry and again for exit. This conservative fee estimate includes long options valued at zero with exercise waived; their price is marked with an asterisk.
Published data period: 2026-01-01 to 2026-10-16.
Displayed prices are historical quotes, not confirmed simultaneous fills. Commissions apply on entry and exit. Early assignment, stock delivery, intraday stops, and financing are not simulated. Risk at expiry is theoretical; quoted closing costs can exceed the spread width.
Data coverage: 116 entries; 116 closed; 0 still open; 0 missing an exit quote.
Skipped entry opportunities: 23 for market data or contract checks; 60 without an expiry in the selected window. Counts use the selected ticker, strategy and shape.
For 13 closed trades, exit quote size cannot support the budget-sized position. The scaled total is incomplete; these trades remain in the one-contract results.
Trade by trade
02 Jan 2026 — 15 Oct 2026 · prices per share, results per contract (×100)
| Timing, ET | Result, $ one option set |
Underlying, $ | Sold options | Bought options | Credit / debit per share; fees in $ |
Risk / contracts risk per set; qty at $1000 |
|---|---|---|---|---|---|---|
|
Ent.02 Jan 09:35
Out.02 Jan 15:45
Exp.02 Jan · 0 d
|
Trade P&L+2.40
Cum.+2.40
|
Ent.400.4 Out.397.86 |
Put 3960.14 → 0.02 |
Put 3920.07 → 0 * |
Cr.0.07
Dr.0.02
Fees, $2.60
|
Risk, $395.60 Contracts2 |
|
Ent.05 Jan 09:35
Out.05 Jan 15:45
Exp.05 Jan · 0 d
|
Trade P&L+4.40
Cum.+6.80
|
Ent.406.94 Out.408.06 |
Put 4020.15 → 0.02 |
Put 3980.06 → 0 * |
Cr.0.09
Dr.0.02
Fees, $2.60
|
Risk, $393.60 Contracts2 |
|
Ent.07 Jan 09:35
Out.07 Jan 15:45
Exp.07 Jan · 0 d
|
Trade P&L+2.40
Cum.+9.20
|
Ent.409.05 Out.409.77 |
Put 4040.1 → 0.01 |
Put 4000.04 → 0 * |
Cr.0.06
Dr.0.01
Fees, $2.60
|
Risk, $396.60 Contracts2 |
|
Ent.09 Jan 09:35
Out.09 Jan 15:45
Exp.09 Jan · 0 d
|
Trade P&L+6.40
Cum.+15.60
|
Ent.412.74 Out.414.0944 |
Put 4080.2 → 0.03 |
Put 4040.08 → 0 * |
Cr.0.12
Dr.0.03
Fees, $2.60
|
Risk, $390.60 Contracts2 |
|
Ent.12 Jan 09:35
Out.12 Jan 15:45
Exp.12 Jan · 0 d
|
Trade P&L+10.40
Cum.+26.00
|
Ent.422.7658 Out.422.12 |
Put 4180.22 → 0.01 |
Put 4140.08 → 0 * |
Cr.0.14
Dr.0.01
Fees, $2.60
|
Risk, $388.60 Contracts2* |
|
Ent.14 Jan 09:35
Out.14 Jan 15:45
Exp.14 Jan · 0 d
|
Trade P&L+8.40
Cum.+34.40
|
Ent.425.635 Out.425.29 |
Put 4210.18 → 0.01 |
Put 4170.06 → 0 * |
Cr.0.12
Dr.0.01
Fees, $2.60
|
Risk, $390.60 Contracts2 |
|
Ent.16 Jan 09:35
Out.16 Jan 15:45
Exp.16 Jan · 0 d
|
Trade P&L+7.40
Cum.+41.80
|
Ent.423.5235 Out.421.45 |
Put 4190.19 → 0.02 |
Put 4150.07 → 0 * |
Cr.0.12
Dr.0.02
Fees, $2.60
|
Risk, $390.60 Contracts2 |
|
Ent.21 Jan 09:35
Out.21 Jan 15:45
Exp.21 Jan · 0 d
|
Trade P&L-34.60
Cum.+7.20
|
Ent.446.5084 Out.443.065 |
Put 4420.48 → 0.61 |
Put 4380.22 → 0.03 |
Cr.0.26
Dr.0.58
Fees, $2.60
|
Risk, $376.60 Contracts2 |
|
Ent.23 Jan 09:35
Out.23 Jan 15:45
Exp.23 Jan · 0 d
|
Trade P&L+18.40
Cum.+25.60
|
Ent.454.32 Out.458.0698 |
Put 4490.35 → 0.01 |
Put 4440.13 → 0 * |
Cr.0.22
Dr.0.01
Fees, $2.60
|
Risk, $480.60 Contracts2 |
|
Ent.26 Jan 09:35
Out.26 Jan 15:45
Exp.26 Jan · 0 d
|
Trade P&L-8.60
Cum.+17.00
|
Ent.467.47 Out.463.83 |
Put 4620.4 → 0.29 |
Put 4570.19 → 0.02 |
Cr.0.21
Dr.0.27
Fees, $2.60
|
Risk, $481.60 Contracts2 |
|
Ent.28 Jan 09:35
Out.28 Jan 15:45
Exp.28 Jan · 0 d
|
Trade P&L+8.40
Cum.+25.40
|
Ent.483.78 Out.494.86 |
Put 4780.41 → 0.03 |
Put 4730.27 → 0 * |
Cr.0.14
Dr.0.03
Fees, $2.60
|
Risk, $488.60 Contracts2 |
|
Ent.30 Jan 09:35
Out.30 Jan 15:45
Exp.30 Jan · 0 d
|
Trade P&L-813.60
Cum.-788.20
|
Ent.469.5075 Out.447.0786 |
Put 4642.47 → 19.15 |
Put 4592.13 → 10.7 |
Cr.0.34
Dr.8.45
Fees, $2.60
|
Risk, $468.60 Contracts2 |
|
Ent.02 Feb 09:35
Out.02 Feb 15:45
Exp.02 Feb · 0 d
|
Trade P&L-296.60
Cum.-1084.80
|
Ent.437.575 Out.430.19 |
Put 4332.68 → 3.9 |
Put 4292.3 → 0.58 |
Cr.0.38
Dr.3.32
Fees, $2.60
|
Risk, $364.60 Contracts2 |
|
Ent.04 Feb 09:35
Out.04 Feb 15:45
Exp.04 Feb · 0 d
|
Trade P&L-153.60
Cum.-1238.40
|
Ent.460.8325 Out.454.2 |
Put 4561.3 → 2.15 |
Put 4510.77 → 0.11 |
Cr.0.53
Dr.2.04
Fees, $2.60
|
Risk, $449.60 Contracts2 |
|
Ent.06 Feb 09:35
Out.06 Feb 15:45
Exp.06 Feb · 0 d
|
Trade P&L+26.40
Cum.-1212.00
|
Ent.453.055 Out.454.335 |
Put 4481.13 → 0.11 |
Put 4430.74 → 0.01 |
Cr.0.39
Dr.0.1
Fees, $2.60
|
Risk, $463.60 Contracts2 |
|
Ent.09 Feb 09:35
Out.09 Feb 15:45
Exp.09 Feb · 0 d
|
Trade P&L-15.60
Cum.-1227.60
|
Ent.462.79 Out.466.73 |
Put 4580.53 → 0.27 |
Put 4530.39 → 0 * |
Cr.0.14
Dr.0.27
Fees, $2.60
|
Risk, $488.60 Contracts2 |
|
Ent.11 Feb 09:35
Out.11 Feb 15:45
Exp.11 Feb · 0 d
|
Trade P&L-0.60
Cum.-1228.20
|
Ent.465.9394 Out.467.56 |
Put 4610.3 → 0.07 |
Put 4560.21 → 0 * |
Cr.0.09
Dr.0.07
Fees, $2.60
|
Risk, $493.60 Contracts2 |
|
Ent.13 Feb 09:35
Out.13 Feb 15:45
Exp.13 Feb · 0 d
|
Trade P&L+9.40
Cum.-1218.80
|
Ent.460.02 Out.462.37 |
Put 4550.52 → 0.03 |
Put 4500.37 → 0 * |
Cr.0.15
Dr.0.03
Fees, $2.60
|
Risk, $487.60 Contracts2 |
|
Ent.18 Feb 09:35
Out.18 Feb 15:45
Exp.18 Feb · 0 d
|
Trade P&L+5.40
Cum.-1213.40
|
Ent.456.72 Out.458.15 |
Put 4520.4 → 0.01 |
Put 4470.31 → 0 * |
Cr.0.09
Dr.0.01
Fees, $2.60
|
Risk, $493.60 Contracts2* |
| 20 Feb 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.23 Feb 09:35
Out.23 Feb 15:45
Exp.23 Feb · 0 d
|
Trade P&L+12.40
Cum.-1201.00
|
Ent.475.33 Out.480.4412 |
Put 4700.4 → 0.05 |
Put 4650.2 → 0 * |
Cr.0.2
Dr.0.05
Fees, $2.60
|
Risk, $482.60 Contracts1 |
|
Ent.25 Feb 09:35
Out.25 Feb 15:45
Exp.25 Feb · 0 d
|
Trade P&L-3.60
Cum.-1204.60
|
Ent.475.4801 Out.476.16 |
Put 4700.38 → 0.15 |
Put 4650.25 → 0.01 |
Cr.0.13
Dr.0.14
Fees, $2.60
|
Risk, $489.60 Contracts2 |
|
Ent.27 Feb 09:35
Out.27 Feb 15:45
Exp.27 Feb · 0 d
|
Trade P&L+16.40
Cum.-1188.20
|
Ent.480.07 Out.483.41 |
Put 4750.55 → 0.13 |
Put 4700.25 → 0.02 |
Cr.0.3
Dr.0.11
Fees, $2.60
|
Risk, $472.60 Contracts2 |
|
Ent.02 Mar 09:35
Out.02 Mar 15:45
Exp.02 Mar · 0 d
|
Trade P&L+26.40
Cum.-1161.80
|
Ent.488.5081 Out.490.91 |
Put 4830.94 → 0.1 |
Put 4780.55 → 0 * |
Cr.0.39
Dr.0.1
Fees, $2.60
|
Risk, $463.60 Contracts2* |
|
Ent.04 Mar 09:35
Out.04 Mar 15:45
Exp.04 Mar · 0 d
|
Trade P&L+18.40
Cum.-1143.40
|
Ent.475.87 Out.472.6288 |
Put 4710.63 → 0.1 |
Put 4660.32 → 0 * |
Cr.0.31
Dr.0.1
Fees, $2.60
|
Risk, $471.60 Contracts2 |
|
Ent.06 Mar 09:35
Out.06 Mar 15:45
Exp.06 Mar · 0 d
|
Trade P&L+10.40
Cum.-1133.00
|
Ent.469.22 Out.473.88 |
Put 4640.68 → 0.12 |
Put 4590.44 → 0.01 |
Cr.0.24
Dr.0.11
Fees, $2.60
|
Risk, $478.60 Contracts2 |
|
Ent.09 Mar 09:35
Out.09 Mar 15:45
Exp.09 Mar · 0 d
|
Trade P&L+19.40
Cum.-1113.60
|
Ent.469.3801 Out.471.81 |
Put 4640.57 → 0.04 |
Put 4590.31 → 0 * |
Cr.0.26
Dr.0.04
Fees, $2.60
|
Risk, $476.60 Contracts1 |
|
Ent.11 Mar 09:35
Out.11 Mar 15:45
Exp.11 Mar · 0 d
|
Trade P&L+8.40
Cum.-1105.20
|
Ent.475.565 Out.475.9 |
Put 4700.3 → 0.03 |
Put 4650.16 → 0 * |
Cr.0.14
Dr.0.03
Fees, $2.60
|
Risk, $488.60 Contracts2* |
|
Ent.13 Mar 09:35
Out.13 Mar 15:45
Exp.13 Mar · 0 d
|
Trade P&L-253.60
Cum.-1358.80
|
Ent.468.755 Out.461.64 |
Put 4640.33 → 2.83 |
Put 4590.16 → 0.15 |
Cr.0.17
Dr.2.68
Fees, $2.60
|
Risk, $485.60 Contracts1 |
|
Ent.16 Mar 09:35
Out.16 Mar 15:45
Exp.16 Mar · 0 d
|
Trade P&L-4.60
Cum.-1363.40
|
Ent.461.95 Out.460.24 |
Put 4570.27 → 0.08 |
Put 4520.22 → 0.01 |
Cr.0.05
Dr.0.07
Fees, $2.60
|
Risk, $497.60 Contracts2 |
|
Ent.18 Mar 09:35
Out.18 Mar 15:45
Exp.18 Mar · 0 d
|
Trade P&L+5.40
Cum.-1358.00
|
Ent.446.285 Out.445.57 |
Put 4410.66 → 0.09 |
Put 4370.49 → 0 * |
Cr.0.17
Dr.0.09
Fees, $2.60
|
Risk, $385.60 Contracts2 |
|
Ent.20 Mar 09:35
Out.20 Mar 15:45
Exp.20 Mar · 0 d
|
Trade P&L-554.60
Cum.-1912.60
|
Ent.426.75 Out.414.64 |
Put 4220.92 → 8.9 |
Put 4180.64 → 3.1 |
Cr.0.28
Dr.5.8
Fees, $2.60
|
Risk, $374.60 Contracts2 |
|
Ent.23 Mar 09:35
Out.23 Mar 15:45
Exp.23 Mar · 0 d
|
Trade P&L-11.60
Cum.-1924.20
|
Ent.405.8 Out.405.69 |
Put 4011.71 → 0.28 |
Put 3971.53 → 0.01 |
Cr.0.18
Dr.0.27
Fees, $2.60
|
Risk, $384.60 Contracts2 |
|
Ent.25 Mar 09:35
Out.25 Mar 15:45
Exp.25 Mar · 0 d
|
Trade P&L-39.60
Cum.-1963.80
|
Ent.419.645 Out.415.43 |
Put 4150.6 → 0.6 |
Put 4110.39 → 0.02 |
Cr.0.21
Dr.0.58
Fees, $2.60
|
Risk, $381.60 Contracts2 |
|
Ent.27 Mar 09:35
Out.27 Mar 15:45
Exp.27 Mar · 0 d
|
Trade P&L+18.40
Cum.-1945.40
|
Ent.405.79 Out.414.29 |
Put 4010.99 → 0.04 |
Put 3970.74 → 0 * |
Cr.0.25
Dr.0.04
Fees, $2.60
|
Risk, $377.60 Contracts2 |
|
Ent.30 Mar 09:35
Out.30 Mar 15:45
Exp.30 Mar · 0 d
|
Trade P&L-80.60
Cum.-2026.00
|
Ent.418.675 Out.413.69 |
Put 4140.5 → 0.93 |
Put 4100.36 → 0.01 |
Cr.0.14
Dr.0.92
Fees, $2.60
|
Risk, $388.60 Contracts2 |
|
Ent.31 Mar 09:35
Out.31 Mar 15:45
Exp.31 Mar · 0 d
|
Trade P&L+1.40
Cum.-2024.60
|
Ent.420.47 Out.430.03 |
Put 4160.49 → 0.12 |
Put 4120.33 → 0 * |
Cr.0.16
Dr.0.12
Fees, $2.60
|
Risk, $386.60 Contracts2 |
|
Ent.01 Apr 09:35
Out.01 Apr 15:45
Exp.01 Apr · 0 d
|
Trade P&L-13.60
Cum.-2038.20
|
Ent.435.16 Out.438.02 |
Put 4300.45 → 0.26 |
Put 4260.3 → 0 * |
Cr.0.15
Dr.0.26
Fees, $2.60
|
Risk, $387.60 Contracts1 |
|
Ent.02 Apr 09:35
Out.02 Apr 15:45
Exp.02 Apr · 0 d
|
Trade P&L+30.40
Cum.-2007.80
|
Ent.422.48 Out.428.631 |
Put 4180.74 → 0.02 |
Put 4140.4 → 0.01 |
Cr.0.34
Dr.0.01
Fees, $2.60
|
Risk, $368.60 Contracts1 |
|
Ent.06 Apr 09:35
Out.06 Apr 15:45
Exp.06 Apr · 0 d
|
Trade P&L+8.40
Cum.-1999.40
|
Ent.429.1 Out.427.315 |
Put 4240.4 → 0.08 |
Put 4200.21 → 0 * |
Cr.0.19
Dr.0.08
Fees, $2.60
|
Risk, $383.60 Contracts2* |
|
Ent.08 Apr 09:35
Out.08 Apr 15:45
Exp.08 Apr · 0 d
|
Trade P&L-66.60
Cum.-2066.00
|
Ent.439.295 Out.433.67 |
Put 4340.33 → 0.8 |
Put 4300.22 → 0.05 |
Cr.0.11
Dr.0.75
Fees, $2.60
|
Risk, $391.60 Contracts2* |
| 10 Apr 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.13 Apr 09:35
Out.13 Apr 15:45
Exp.13 Apr · 0 d
|
Trade P&L-2.60
Cum.-2068.60
|
Ent.434.71 Out.435.465 |
Put 4300.22 → 0.03 |
Put 4260.19 → 0 * |
Cr.0.03
Dr.0.03
Fees, $2.60
|
Risk, $399.60 Contracts2 |
| 15 Apr 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
| 17 Apr 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.20 Apr 09:35
Out.20 Apr 15:45
Exp.20 Apr · 0 d
|
Trade P&L-2.60
Cum.-2071.20
|
Ent.442.87 Out.441.91 |
Put 4380.15 → 0.01 |
Put 4340.14 → 0 * |
Cr.0.01
Dr.0.01
Fees, $2.60
|
Risk, $401.60 Contracts2 |
| 22 Apr 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.24 Apr 09:35
Out.24 Apr 15:45
Exp.24 Apr · 0 d
|
Trade P&L+7.40
Cum.-2063.80
|
Ent.430.9125 Out.433.11 |
Put 4260.22 → 0.02 |
Put 4220.11 → 0.01 |
Cr.0.11
Dr.0.01
Fees, $2.60
|
Risk, $391.60 Contracts2 |
|
Ent.27 Apr 09:35
Out.27 Apr 15:45
Exp.27 Apr · 0 d
|
Trade P&L-2.60
Cum.-2066.40
|
Ent.431.12 Out.429.75 |
Put 4260.14 → 0.03 |
Put 4220.11 → 0 * |
Cr.0.03
Dr.0.03
Fees, $2.60
|
Risk, $399.60 Contracts2 |
|
Ent.29 Apr 09:35
Out.29 Apr 15:45
Exp.29 Apr · 0 d
|
Trade P&L+21.40
Cum.-2045.00
|
Ent.416.215 Out.416.76 |
Put 4120.48 → 0.03 |
Put 4080.22 → 0.01 |
Cr.0.26
Dr.0.02
Fees, $2.60
|
Risk, $376.60 Contracts2* |
|
Ent.01 May 09:35
Out.01 May 15:45
Exp.01 May · 0 d
|
Trade P&L+4.40
Cum.-2040.60
|
Ent.422.24 Out.423.38 |
Put 4180.16 → 0.02 |
Put 4140.07 → 0 * |
Cr.0.09
Dr.0.02
Fees, $2.60
|
Risk, $393.60 Contracts2 |
|
Ent.04 May 09:35
Out.04 May 15:45
Exp.04 May · 0 d
|
Trade P&L-37.60
Cum.-2078.20
|
Ent.419.54 Out.415.18 |
Put 4150.17 → 0.42 |
Put 4110.1 → 0 * |
Cr.0.07
Dr.0.42
Fees, $2.60
|
Risk, $395.60 Contracts2 |
|
Ent.06 May 09:35
Out.06 May 15:45
Exp.06 May · 0 d
|
Trade P&L+16.40
Cum.-2061.80
|
Ent.431.33 Out.431.14 |
Put 4270.35 → 0.03 |
Put 4230.13 → 0 * |
Cr.0.22
Dr.0.03
Fees, $2.60
|
Risk, $380.60 Contracts2 |
|
Ent.08 May 09:35
Out.08 May 15:45
Exp.08 May · 0 d
|
Trade P&L+4.40
Cum.-2057.40
|
Ent.435.14 Out.433.92 |
Put 4300.18 → 0.02 |
Put 4260.09 → 0 * |
Cr.0.09
Dr.0.02
Fees, $2.60
|
Risk, $393.60 Contracts2 |
|
Ent.11 May 09:35
Out.11 May 15:45
Exp.11 May · 0 d
|
Trade P&L+5.40
Cum.-2052.00
|
Ent.434.76 Out.434.07 |
Put 4300.19 → 0.03 |
Put 4260.08 → 0 * |
Cr.0.11
Dr.0.03
Fees, $2.60
|
Risk, $391.60 Contracts2 |
| 13 May 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.15 May 09:35
Out.15 May 15:45
Exp.15 May · 0 d
|
Trade P&L+4.40
Cum.-2047.60
|
Ent.416.98 Out.418.1 |
Put 4120.31 → 0.03 |
Put 4080.21 → 0 * |
Cr.0.1
Dr.0.03
Fees, $2.60
|
Risk, $392.60 Contracts2 |
|
Ent.18 May 09:35
Out.18 May 15:45
Exp.18 May · 0 d
|
Trade P&L+5.40
Cum.-2042.20
|
Ent.420.38 Out.418.46 |
Put 4160.2 → 0.01 |
Put 4120.11 → 0 * |
Cr.0.09
Dr.0.01
Fees, $2.60
|
Risk, $393.60 Contracts2* |
|
Ent.20 May 09:35
Out.20 May 15:45
Exp.20 May · 0 d
|
Trade P&L+0.40
Cum.-2041.80
|
Ent.412.33 Out.417.43 |
Put 4080.15 → 0.03 |
Put 4040.09 → 0 * |
Cr.0.06
Dr.0.03
Fees, $2.60
|
Risk, $396.60 Contracts2 |
|
Ent.22 May 09:35
Out.22 May 15:45
Exp.22 May · 0 d
|
Trade P&L-4.60
Cum.-2046.40
|
Ent.415.12 Out.413.995 |
Put 4100.08 → 0.03 |
Put 4060.07 → 0 * |
Cr.0.01
Dr.0.03
Fees, $2.60
|
Risk, $401.60 Contracts2 |
|
Ent.27 May 09:35
Out.27 May 15:45
Exp.27 May · 0 d
|
Trade P&L-4.60
Cum.-2051.00
|
Ent.406.1 Out.408.82 |
Put 4020.26 → 0.04 |
Put 4000.24 → 0 * |
Cr.0.02
Dr.0.04
Fees, $2.60
|
Risk, $200.60 Contracts4 |
|
Ent.29 May 09:35
Out.29 May 15:45
Exp.29 May · 0 d
|
Trade P&L+0.40
Cum.-2050.60
|
Ent.415.345 Out.417.77 |
Put 4110.14 → 0.03 |
Put 4070.08 → 0 * |
Cr.0.06
Dr.0.03
Fees, $2.60
|
Risk, $396.60 Contracts2 |
|
Ent.01 Jun 09:35
Out.01 Jun 15:45
Exp.01 Jun · 0 d
|
Trade P&L+3.40
Cum.-2047.20
|
Ent.409.935 Out.411.51 |
Put 4050.21 → 0.03 |
Put 4010.12 → 0 * |
Cr.0.09
Dr.0.03
Fees, $2.60
|
Risk, $393.60 Contracts2 |
|
Ent.03 Jun 09:35
Out.03 Jun 15:45
Exp.03 Jun · 0 d
|
Trade P&L-0.60
Cum.-2047.80
|
Ent.408.33 Out.408.2 |
Put 4040.12 → 0.01 |
Put 4000.09 → 0 * |
Cr.0.03
Dr.0.01
Fees, $2.60
|
Risk, $399.60 Contracts2 |
|
Ent.05 Jun 09:35
Out.05 Jun 15:45
Exp.05 Jun · 0 d
|
Trade P&L-388.60
Cum.-2436.40
|
Ent.404.38 Out.396.37 |
Put 4000.26 → 4.1 |
Put 3960.12 → 0.1 |
Cr.0.14
Dr.4
Fees, $2.60
|
Risk, $388.60 Contracts2 |
| 08 Jun 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
| 10 Jun 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.12 Jun 09:35
Out.12 Jun 15:45
Exp.12 Jun · 0 d
|
Trade P&L-5.60
Cum.-2442.00
|
Ent.385.345 Out.385.97 |
Put 3810.23 → 0.04 |
Put 3770.22 → 0 * |
Cr.0.01
Dr.0.04
Fees, $2.60
|
Risk, $401.60 Contracts2 |
|
Ent.15 Jun 09:35
Out.15 Jun 15:45
Exp.15 Jun · 0 d
|
Trade P&L-20.60
Cum.-2462.60
|
Ent.400.4 Out.396.36 |
Put 3960.21 → 0.23 |
Put 3920.16 → 0 * |
Cr.0.05
Dr.0.23
Fees, $2.60
|
Risk, $397.60 Contracts2 |
| 17 Jun 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.18 Jun 09:35
Out.18 Jun 15:45
Exp.18 Jun · 0 d
|
Trade P&L-154.60
Cum.-2617.20
|
Ent.392.17 Out.386.745 |
Put 3880.3 → 1.68 |
Put 3840.16 → 0.02 |
Cr.0.14
Dr.1.66
Fees, $2.60
|
Risk, $388.60 Contracts2 |
| 22 Jun 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.24 Jun 09:35
Out.24 Jun 15:45
Exp.24 Jun · 0 d
|
Trade P&L-16.60
Cum.-2633.80
|
Ent.365.87 Out.365.47 |
Put 3620.58 → 0.15 |
Put 3590.57 → 0 * |
Cr.0.01
Dr.0.15
Fees, $2.60
|
Risk, $301.60 Contracts3 |
|
Ent.26 Jun 09:35
Out.26 Jun 15:45
Exp.26 Jun · 0 d
|
Trade P&L-0.60
Cum.-2634.40
|
Ent.371.69 Out.373.39 |
Put 3670.15 → 0.04 |
Put 3630.09 → 0 * |
Cr.0.06
Dr.0.04
Fees, $2.60
|
Risk, $396.60 Contracts2 |
|
Ent.29 Jun 09:35
Out.29 Jun 15:45
Exp.29 Jun · 0 d
|
Trade P&L+1.40
Cum.-2633.00
|
Ent.371.07 Out.368.69 |
Put 3670.15 → 0.05 |
Put 3630.07 → 0.01 |
Cr.0.08
Dr.0.04
Fees, $2.60
|
Risk, $394.60 Contracts2 |
|
Ent.30 Jun 09:35
Out.30 Jun 15:45
Exp.30 Jun · 0 d
|
Trade P&L+8.40
Cum.-2624.60
|
Ent.369.02 Out.369.03 |
Put 3650.22 → 0.01 |
Put 3610.1 → 0 * |
Cr.0.12
Dr.0.01
Fees, $2.60
|
Risk, $390.60 Contracts2* |
| 01 Jul 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.02 Jul 09:35
Out.02 Jul 15:45
Exp.02 Jul · 0 d
|
Trade P&L+7.40
Cum.-2617.20
|
Ent.378.87 Out.377.485 |
Put 3750.23 → 0.01 |
Put 3710.12 → 0 * |
Cr.0.11
Dr.0.01
Fees, $2.60
|
Risk, $391.60 Contracts2 |
|
Ent.06 Jul 09:35
Out.06 Jul 15:45
Exp.06 Jul · 0 d
|
Trade P&L-3.60
Cum.-2620.80
|
Ent.380.7695 Out.381.86 |
Put 3760.08 → 0.03 |
Put 3720.06 → 0 * |
Cr.0.02
Dr.0.03
Fees, $2.60
|
Risk, $400.60 Contracts2 |
|
Ent.08 Jul 09:35
Out.08 Jul 15:45
Exp.08 Jul · 0 d
|
Trade P&L+9.40
Cum.-2611.40
|
Ent.374.165 Out.374.71 |
Put 3700.29 → 0.02 |
Put 3660.15 → 0 * |
Cr.0.14
Dr.0.02
Fees, $2.60
|
Risk, $388.60 Contracts2 |
|
Ent.10 Jul 09:35
Out.10 Jul 15:45
Exp.10 Jul · 0 d
|
Trade P&L-3.60
Cum.-2615.00
|
Ent.375.2399 Out.376.4 |
Put 3710.05 → 0.03 |
Put 3670.03 → 0 * |
Cr.0.02
Dr.0.03
Fees, $2.60
|
Risk, $400.60 Contracts2 |
|
Ent.13 Jul 09:35
Out.13 Jul 15:45
Exp.13 Jul · 0 d
|
Trade P&L-142.60
Cum.-2757.60
|
Ent.372.335 Out.366.91 |
Put 3680.14 → 1.47 |
Put 3640.08 → 0.01 |
Cr.0.06
Dr.1.46
Fees, $2.60
|
Risk, $396.60 Contracts2 |
| 15 Jul 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.17 Jul 09:35
Out.17 Jul 15:45
Exp.17 Jul · 0 d
|
Trade P&L+11.40
Cum.-2746.20
|
Ent.363.87 Out.367.89 |
Put 3600.3 → 0.02 |
Put 3560.14 → 0 * |
Cr.0.16
Dr.0.02
Fees, $2.60
|
Risk, $386.60 Contracts2 |
|
Ent.20 Jul 09:35
Out.20 Jul 15:45
Exp.20 Jul · 0 d
|
Trade P&L-1.60
Cum.-2747.80
|
Ent.368.26 Out.367.545 |
Put 3640.08 → 0.01 |
Put 3600.06 → 0 * |
Cr.0.02
Dr.0.01
Fees, $2.60
|
Risk, $400.60 Contracts2* |
| 22 Jul 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.24 Jul 09:35
Out.24 Jul 15:45
Exp.24 Jul · 0 d
|
Trade P&L-2.60
Cum.-2750.40
|
Ent.371.47 Out.372.17 |
Put 3670.08 → 0.01 |
Put 3630.07 → 0 * |
Cr.0.01
Dr.0.01
Fees, $2.60
|
Risk, $401.60 Contracts2 |
| 27 Jul 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.29 Jul 09:35
Out.29 Jul 15:45
Exp.29 Jul · 0 d
|
Trade P&L+31.40
Cum.-2719.00
|
Ent.368.505 Out.373.23 |
Put 3640.64 → 0.05 |
Put 3600.25 → 0 * |
Cr.0.39
Dr.0.05
Fees, $2.60
|
Risk, $363.60 Contracts2 |
|
Ent.31 Jul 09:35
Out.31 Jul 15:45
Exp.31 Jul · 0 d
|
Trade P&L+1.40
Cum.-2717.60
|
Ent.370.1511 Out.371.88 |
Put 3660.1 → 0.01 |
Put 3620.05 → 0 * |
Cr.0.05
Dr.0.01
Fees, $2.60
|
Risk, $397.60 Contracts2 |
|
Ent.03 Aug 09:35
Out.03 Aug 15:45
Exp.03 Aug · 0 d
|
Trade P&L+0.40
Cum.-2717.20
|
Ent.369.71 Out.371.86 |
Put 3660.1 → 0.01 |
Put 3620.06 → 0 * |
Cr.0.04
Dr.0.01
Fees, $2.60
|
Risk, $398.60 Contracts2 |
|
Ent.05 Aug 09:35
Out.05 Aug 15:45
Exp.05 Aug · 0 d
|
Trade P&L-4.60
Cum.-2721.80
|
Ent.385.44 Out.390.2 |
Put 3810.1 → 0.04 |
Put 3770.08 → 0 * |
Cr.0.02
Dr.0.04
Fees, $2.60
|
Risk, $400.60 Contracts2 |
|
Ent.07 Aug 09:35
Out.07 Aug 15:45
Exp.07 Aug · 0 d
|
Trade P&L+2.40
Cum.-2719.40
|
Ent.399.33 Out.398.87 |
Put 3950.16 → 0.04 |
Put 3910.08 → 0.01 |
Cr.0.08
Dr.0.03
Fees, $2.60
|
Risk, $394.60 Contracts2* |
| 10 Aug 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.12 Aug 09:35
Out.12 Aug 15:45
Exp.12 Aug · 0 d
|
Trade P&L+2.40
Cum.-2717.00
|
Ent.404.94 Out.404.79 |
Put 4000.12 → 0.02 |
Put 3960.06 → 0.01 |
Cr.0.06
Dr.0.01
Fees, $2.60
|
Risk, $396.60 Contracts2 |
| 14 Aug 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
| 17 Aug 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.19 Aug 09:35
Out.19 Aug 15:45
Exp.19 Aug · 0 d
|
Trade P&L+17.40
Cum.-2699.60
|
Ent.409.27 Out.413.44 |
Put 4050.28 → 0.01 |
Put 4010.07 → 0 * |
Cr.0.21
Dr.0.01
Fees, $2.60
|
Risk, $381.60 Contracts2 |
| 20 Aug 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.21 Aug 09:35
Out.21 Aug 15:45
Exp.21 Aug · 0 d
|
Trade P&L+0.40
Cum.-2699.20
|
Ent.419.5 Out.423.6 |
Put 4150.1 → 0.03 |
Put 4110.04 → 0 * |
Cr.0.06
Dr.0.03
Fees, $2.60
|
Risk, $396.60 Contracts2 |
|
Ent.24 Aug 09:35
Out.24 Aug 15:45
Exp.24 Aug · 0 d
|
Trade P&L+4.40
Cum.-2694.80
|
Ent.429.26 Out.426.53 |
Put 4240.13 → 0.01 |
Put 4200.05 → 0 * |
Cr.0.08
Dr.0.01
Fees, $2.60
|
Risk, $394.60 Contracts2 |
|
Ent.25 Aug 09:35
Out.25 Aug 15:45
Exp.25 Aug · 0 d
|
Trade P&L+4.40
Cum.-2690.40
|
Ent.423.9 Out.427.61 |
Put 4190.15 → 0.03 |
Put 4150.05 → 0 * |
Cr.0.1
Dr.0.03
Fees, $2.60
|
Risk, $392.60 Contracts2 |
|
Ent.26 Aug 09:35
Out.26 Aug 15:45
Exp.26 Aug · 0 d
|
Trade P&L+4.40
Cum.-2686.00
|
Ent.423.39 Out.421.48 |
Put 4190.13 → 0.03 |
Put 4150.03 → 0 * |
Cr.0.1
Dr.0.03
Fees, $2.60
|
Risk, $392.60 Contracts2 |
|
Ent.27 Aug 09:35
Out.27 Aug 15:45
Exp.27 Aug · 0 d
|
Trade P&L+0.40
Cum.-2685.60
|
Ent.419.51 Out.422.63 |
Put 4150.11 → 0.04 |
Put 4110.04 → 0 * |
Cr.0.07
Dr.0.04
Fees, $2.60
|
Risk, $395.60 Contracts2 |
|
Ent.28 Aug 09:35
Out.28 Aug 15:45
Exp.28 Aug · 0 d
|
Trade P&L-384.60
Cum.-3070.20
|
Ent.422.2863 Out.409.4013 |
Put 4180.93 → 8.7 |
Put 4140.45 → 4.4 |
Cr.0.48
Dr.4.3
Fees, $2.60
|
Risk, $354.60 Contracts2 |
|
Ent.31 Aug 09:35
Out.31 Aug 15:45
Exp.31 Aug · 0 d
|
Trade P&L-2.60
Cum.-3072.80
|
Ent.406.99 Out.407.4819 |
Put 4020.09 → 0.02 |
Put 3980.07 → 0 * |
Cr.0.02
Dr.0.02
Fees, $2.60
|
Risk, $400.60 Contracts2* |
|
Ent.01 Sep 09:35
Out.01 Sep 15:45
Exp.01 Sep · 0 d
|
Trade P&L-0.60
Cum.-3073.40
|
Ent.399.23 Out.396.82 |
Put 3950.17 → 0.01 |
Put 3910.14 → 0 * |
Cr.0.03
Dr.0.01
Fees, $2.60
|
Risk, $399.60 Contracts2 |
|
Ent.02 Sep 09:35
Out.02 Sep 15:45
Exp.02 Sep · 0 d
|
Trade P&L+2.40
Cum.-3071.00
|
Ent.400.3 Out.402.51 |
Put 3960.12 → 0.02 |
Put 3920.05 → 0 * |
Cr.0.07
Dr.0.02
Fees, $2.60
|
Risk, $395.60 Contracts2 |
|
Ent.03 Sep 09:35
Out.03 Sep 15:45
Exp.03 Sep · 0 d
|
Trade P&L+2.40
Cum.-3068.60
|
Ent.410.56 Out.410.4401 |
Put 4060.13 → 0.02 |
Put 4020.06 → 0 * |
Cr.0.07
Dr.0.02
Fees, $2.60
|
Risk, $395.60 Contracts2 |
|
Ent.04 Sep 09:35
Out.04 Sep 15:45
Exp.04 Sep · 0 d
|
Trade P&L+10.40
Cum.-3058.20
|
Ent.404.79 Out.406.92 |
Put 4000.23 → 0.03 |
Put 3960.07 → 0 * |
Cr.0.16
Dr.0.03
Fees, $2.60
|
Risk, $386.60 Contracts2 |
|
Ent.08 Sep 09:35
Out.08 Sep 15:45
Exp.08 Sep · 0 d
|
Trade P&L-2.60
Cum.-3060.80
|
Ent.403.315 Out.400.55 |
Put 3990.1 → 0.04 |
Put 3950.06 → 0 * |
Cr.0.04
Dr.0.04
Fees, $2.60
|
Risk, $398.60 Contracts2 |
|
Ent.09 Sep 09:35
Out.09 Sep 15:45
Exp.09 Sep · 0 d
|
Trade P&L+20.40
Cum.-3040.40
|
Ent.406.2 Out.403.45 |
Put 4020.34 → 0.03 |
Put 3980.08 → 0 * |
Cr.0.26
Dr.0.03
Fees, $2.60
|
Risk, $376.60 Contracts2 |
|
Ent.10 Sep 09:35
Out.10 Sep 15:45
Exp.10 Sep · 0 d
|
Trade P&L-14.60
Cum.-3055.00
|
Ent.400.03 Out.396.45 |
Put 3960.27 → 0.27 |
Put 3920.12 → 0 * |
Cr.0.15
Dr.0.27
Fees, $2.60
|
Risk, $387.60 Contracts2 |
|
Ent.11 Sep 09:35
Out.11 Sep 15:45
Exp.11 Sep · 0 d
|
Trade P&L-5.60
Cum.-3060.60
|
Ent.402.99 Out.398.46 |
Put 3980.13 → 0.12 |
Put 3940.05 → 0.01 |
Cr.0.08
Dr.0.11
Fees, $2.60
|
Risk, $394.60 Contracts2* |
| 14 Sep 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.15 Sep 09:35
Out.15 Sep 15:45
Exp.15 Sep · 0 d
|
Trade P&L-0.60
Cum.-3061.20
|
Ent.393.08 Out.394.01 |
Put 3890.1 → 0.01 |
Put 3850.07 → 0 * |
Cr.0.03
Dr.0.01
Fees, $2.60
|
Risk, $399.60 Contracts2 |
|
Ent.16 Sep 09:35
Out.16 Sep 15:45
Exp.16 Sep · 0 d
|
Trade P&L-250.60
Cum.-3311.80
|
Ent.398.675 Out.391.07 |
Put 3940.72 → 3.15 |
Put 3900.25 → 0.2 |
Cr.0.47
Dr.2.95
Fees, $2.60
|
Risk, $355.60 Contracts2 |
|
Ent.17 Sep 09:35
Out.17 Sep 15:45
Exp.17 Sep · 0 d
|
Trade P&L+3.40
Cum.-3308.40
|
Ent.400.71 Out.398.31 |
Put 3960.11 → 0.01 |
Put 3920.04 → 0 * |
Cr.0.07
Dr.0.01
Fees, $2.60
|
Risk, $395.60 Contracts2 |
|
Ent.18 Sep 09:35
Out.18 Sep 15:45
Exp.18 Sep · 0 d
|
Trade P&L+4.40
Cum.-3304.00
|
Ent.399.63 Out.401.73 |
Put 3950.12 → 0.01 |
Put 3910.04 → 0 * |
Cr.0.08
Dr.0.01
Fees, $2.60
|
Risk, $394.60 Contracts2 |
|
Ent.21 Sep 09:35
Out.21 Sep 15:45
Exp.21 Sep · 0 d
|
Trade P&L+3.40
Cum.-3300.60
|
Ent.399.135 Out.398.62 |
Put 3950.09 → 0.01 |
Put 3910.03 → 0.01 |
Cr.0.06
Dr.0
Fees, $2.60
|
Risk, $396.60 Contracts2 |
|
Ent.22 Sep 09:35
Out.22 Sep 15:45
Exp.22 Sep · 0 d
|
Trade P&L-2.60
Cum.-3303.20
|
Ent.397.375 Out.400.6 |
Put 3930.06 → 0.01 |
Put 3890.05 → 0 * |
Cr.0.01
Dr.0.01
Fees, $2.60
|
Risk, $401.60 Contracts2 |
|
Ent.23 Sep 09:35
Out.23 Sep 15:45
Exp.23 Sep · 0 d
|
Trade P&L+0.40
Cum.-3302.80
|
Ent.394.39 Out.392.62 |
Put 3900.08 → 0.02 |
Put 3860.03 → 0 * |
Cr.0.05
Dr.0.02
Fees, $2.60
|
Risk, $397.60 Contracts2 |
|
Ent.24 Sep 09:35
Out.24 Sep 15:45
Exp.24 Sep · 0 d
|
Trade P&L+1.40
Cum.-3301.40
|
Ent.391.62 Out.391.82 |
Put 3870.09 → 0.01 |
Put 3830.04 → 0 * |
Cr.0.05
Dr.0.01
Fees, $2.60
|
Risk, $397.60 Contracts2 |
|
Ent.25 Sep 09:35
Out.25 Sep 15:45
Exp.25 Sep · 0 d
|
Trade P&L+2.40
Cum.-3299.00
|
Ent.392.31 Out.393.55 |
Put 3880.1 → 0.02 |
Put 3840.03 → 0 * |
Cr.0.07
Dr.0.02
Fees, $2.60
|
Risk, $395.60 Contracts2 |
|
Ent.28 Sep 09:35
Out.28 Sep 15:45
Exp.28 Sep · 0 d
|
Trade P&L+9.40
Cum.-3289.60
|
Ent.379.3732 Out.378.55 |
Put 3750.2 → 0.01 |
Put 3700.07 → 0 * |
Cr.0.13
Dr.0.01
Fees, $2.60
|
Risk, $489.60 Contracts2 |
|
Ent.29 Sep 09:35
Out.29 Sep 15:45
Exp.29 Sep · 0 d
|
Trade P&L+1.40
Cum.-3288.20
|
Ent.380.7956 Out.382.52 |
Put 3760.07 → 0.01 |
Put 3700.02 → 0 * |
Cr.0.05
Dr.0.01
Fees, $2.60
|
Risk, $597.60 Contracts1 |
|
Ent.30 Sep 09:35
Out.30 Sep 15:45
Exp.30 Sep · 0 d
|
Trade P&L-4.60
Cum.-3292.80
|
Ent.384.305 Out.380.6 |
Put 3800.09 → 0.09 |
Put 3760.02 → 0 * |
Cr.0.07
Dr.0.09
Fees, $2.60
|
Risk, $395.60 Contracts1 |
|
Ent.01 Oct 09:35
Out.01 Oct 15:45
Exp.01 Oct · 0 d
|
Trade P&L+4.40
Cum.-3288.40
|
Ent.381.94 Out.382.74 |
Put 3780.12 → 0.01 |
Put 3740.04 → 0 * |
Cr.0.08
Dr.0.01
Fees, $2.60
|
Risk, $394.60 Contracts2 |
|
Ent.02 Oct 09:35
Out.02 Oct 15:45
Exp.02 Oct · 0 d
|
Trade P&L-36.60
Cum.-3325.00
|
Ent.384.5831 Out.379.75 |
Put 3800.1 → 0.4 |
Put 3760.04 → 0 * |
Cr.0.06
Dr.0.4
Fees, $2.60
|
Risk, $396.60 Contracts2 |
|
Ent.05 Oct 09:35
Out.05 Oct 15:45
Exp.05 Oct · 0 d
|
Trade P&L+1.40
Cum.-3323.60
|
Ent.380.37 Out.379.74 |
Put 3760.07 → 0.01 |
Put 3700.02 → 0 * |
Cr.0.05
Dr.0.01
Fees, $2.60
|
Risk, $597.60 Contracts1 |
|
Ent.06 Oct 09:35
Out.06 Oct 15:45
Exp.06 Oct · 0 d
|
Trade P&L-1.60
Cum.-3325.20
|
Ent.381.49 Out.382.14 |
Put 3770.05 → 0.01 |
Put 3750.03 → 0 * |
Cr.0.02
Dr.0.01
Fees, $2.60
|
Risk, $200.60 Contracts4 |
| 07 Oct 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.08 Oct 09:35
Out.08 Oct 15:45
Exp.08 Oct · 0 d
|
Trade P&L-0.60
Cum.-3325.80
|
Ent.378.015 Out.378.42 |
Put 3740.06 → 0.01 |
Put 3700.03 → 0 * |
Cr.0.03
Dr.0.01
Fees, $2.60
|
Risk, $399.60 Contracts2 |
|
Ent.09 Oct 09:35
Out.09 Oct 15:45
Exp.09 Oct · 0 d
|
Trade P&L-0.60
Cum.-3326.40
|
Ent.383.712 Out.384.705 |
Put 3790.06 → 0.02 |
Put 3750.02 → 0 * |
Cr.0.04
Dr.0.02
Fees, $2.60
|
Risk, $398.60 Contracts2 |
| 12 Oct 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
| 13 Oct 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.14 Oct 09:35
Out.14 Oct 15:45
Exp.14 Oct · 0 d
|
Trade P&L+1.40
Cum.-3325.00
|
Ent.376 Out.375.84 |
Put 3720.13 → 0.01 |
Put 3680.08 → 0 * |
Cr.0.05
Dr.0.01
Fees, $2.60
|
Risk, $397.60 Contracts2 |
|
Ent.15 Oct 09:35
Out.15 Oct 15:45
Exp.15 Oct · 0 d
|
Trade P&L+1.40
Cum.-3323.60
|
Ent.380.69 Out.382.19 |
Put 3760.09 → 0.01 |
Put 3720.04 → 0 * |
Cr.0.05
Dr.0.01
Fees, $2.60
|
Risk, $397.60 Contracts2 |
| 16 Oct 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
| Total P&L | -3323.60 | Closed trades: 116, 67 profitable (57.8%) · Return on expiry risk: -7.0% | ||||
Closed-trade check: entry credit $1,480.00 − exit debit $4,502.00 − round-trip fees $301.60 = $-3,323.60
Sessions without an expiry in the selected window: 60.
How to read the table
Legs show strike and quoted entry → exit prices per share. Multiply net credit and debit by 100 for one contract. P&L subtracts commissions for both opening and closing every leg. The stress case reduces only the net entry credit; displayed leg quotes remain unchanged.
The cumulative column is measured through the exit date, including all trades closed that day. Rows sharing an exit date therefore share the same cumulative result. Open positions and missing exits have no known final P&L.