MU · Bullish · At the money, wing 0.5 %
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 trades66
Profitable trades50.0%
Total P&L-10117.60
Return on expiry risk-51.7%
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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: 66 entries; 66 closed; 0 still open; 0 missing an exit quote.
Skipped entry opportunities: 2 for market data or contract checks; 131 without an expiry in the selected window. Counts use the selected ticker, strategy and shape.
For 12 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
09 Jan 2026 — 16 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 |
|---|---|---|---|---|---|---|
| 02 Jan 2026 |
Trade P&L—
Cum.—
| No trade: the strike grid cannot express the wing | ||||
|
Ent.09 Jan 09:35
Out.09 Jan 15:45
Exp.09 Jan · 0 d
|
Trade P&L+46.40
Cum.+46.40
|
Ent.331.27 Out.344.17 |
Put 332.53.45 → 0.02 |
Put 3302.95 → 0.01 |
Cr.0.5
Dr.0.01
Fees, $2.60
|
Risk, $202.60 Contracts4 |
|
Ent.16 Jan 09:35
Out.16 Jan 15:45
Exp.16 Jan · 0 d
|
Trade P&L-3.60
Cum.+42.80
|
Ent.359.8005 Out.359.38 |
Put 3604.15 → 1.16 |
Put 357.53.15 → 0.15 |
Cr.1
Dr.1.01
Fees, $2.60
|
Risk, $152.60 Contracts6* |
|
Ent.23 Jan 09:35
Out.23 Jan 15:45
Exp.23 Jan · 0 d
|
Trade P&L+30.40
Cum.+73.20
|
Ent.394.35 Out.398.0699 |
Put 3954.45 → 0.15 |
Put 392.54 → 0.03 |
Cr.0.45
Dr.0.12
Fees, $2.60
|
Risk, $207.60 Contracts4 |
|
Ent.30 Jan 09:35
Out.30 Jan 15:45
Exp.30 Jan · 0 d
|
Trade P&L-507.60
Cum.-434.40
|
Ent.447.52 Out.415.14 |
Put 447.55.7 → 34.1 |
Put 4455.2 → 28.55 |
Cr.0.5
Dr.5.55
Fees, $2.60
|
Risk, $202.60 Contracts4 |
|
Ent.06 Feb 09:35
Out.06 Feb 15:45
Exp.06 Feb · 0 d
|
Trade P&L+14.40
Cum.-420.00
|
Ent.384.415 Out.395.68 |
Put 3856.95 → 0.04 |
Put 382.56.75 → 0.01 |
Cr.0.2
Dr.0.03
Fees, $2.60
|
Risk, $232.60 Contracts4 |
|
Ent.13 Feb 09:35
Out.13 Feb 15:45
Exp.13 Feb · 0 d
|
Trade P&L+39.40
Cum.-380.60
|
Ent.397.765 Out.410.715 |
Put 397.56.15 → 0.1 |
Put 3955.65 → 0.02 |
Cr.0.5
Dr.0.08
Fees, $2.60
|
Risk, $202.60 Contracts4 |
|
Ent.20 Feb 09:35
Out.20 Feb 15:45
Exp.20 Feb · 0 d
|
Trade P&L+34.40
Cum.-346.20
|
Ent.423.28 Out.427.16 |
Put 422.54.6 → 0.14 |
Put 4204.15 → 0.06 |
Cr.0.45
Dr.0.08
Fees, $2.60
|
Risk, $207.60 Contracts4 |
|
Ent.27 Feb 09:35
Out.27 Feb 15:45
Exp.27 Feb · 0 d
|
Trade P&L+6.40
Cum.-339.80
|
Ent.407.44 Out.409.73 |
Put 407.55 → 0.37 |
Put 4054.65 → 0.11 |
Cr.0.35
Dr.0.26
Fees, $2.60
|
Risk, $217.60 Contracts4* |
|
Ent.06 Mar 09:35
Out.06 Mar 15:45
Exp.06 Mar · 0 d
|
Trade P&L-402.60
Cum.-742.40
|
Ent.380.091 Out.371.485 |
Put 3805.3 → 9.6 |
Put 377.55.05 → 5.35 |
Cr.0.25
Dr.4.25
Fees, $2.60
|
Risk, $227.60 Contracts4 |
|
Ent.13 Mar 09:35
Out.13 Mar 15:45
Exp.13 Mar · 0 d
|
Trade P&L+35.40
Cum.-707.00
|
Ent.418.705 Out.424.5699 |
Put 417.54.25 → 0.09 |
Put 4153.8 → 0.02 |
Cr.0.45
Dr.0.07
Fees, $2.60
|
Risk, $207.60 Contracts4 |
|
Ent.20 Mar 09:35
Out.20 Mar 15:45
Exp.20 Mar · 0 d
|
Trade P&L-292.60
Cum.-999.60
|
Ent.439 Out.419.56 |
Put 4406.2 → 21.15 |
Put 437.55.45 → 17.5 |
Cr.0.75
Dr.3.65
Fees, $2.60
|
Risk, $177.60 Contracts5 |
|
Ent.27 Mar 09:35
Out.27 Mar 15:45
Exp.27 Mar · 0 d
|
Trade P&L-48.60
Cum.-1048.20
|
Ent.357.4599 Out.357.06 |
Put 357.54.7 → 1.32 |
Put 3554.1 → 0.26 |
Cr.0.6
Dr.1.06
Fees, $2.60
|
Risk, $192.60 Contracts4 |
|
Ent.02 Apr 09:35
Out.02 Apr 15:45
Exp.02 Apr · 0 d
|
Trade P&L+71.40
Cum.-976.80
|
Ent.346.865 Out.364.89 |
Put 347.55.5 → 0.01 |
Put 3454.75 → 0 * |
Cr.0.75
Dr.0.01
Fees, $2.60
|
Risk, $177.60 Contracts5 |
|
Ent.10 Apr 09:35
Out.10 Apr 15:45
Exp.10 Apr · 0 d
|
Trade P&L+66.40
Cum.-910.40
|
Ent.417.64 Out.422.27 |
Put 417.55.1 → 0.13 |
Put 4154.3 → 0.02 |
Cr.0.8
Dr.0.11
Fees, $2.60
|
Risk, $172.60 Contracts5 |
|
Ent.17 Apr 09:35
Out.17 Apr 15:45
Exp.17 Apr · 0 d
|
Trade P&L-382.60
Cum.-1293.00
|
Ent.467.205 Out.455.835 |
Put 467.55.25 → 12.7 |
Put 4654.7 → 8.35 |
Cr.0.55
Dr.4.35
Fees, $2.60
|
Risk, $197.60 Contracts5 |
|
Ent.24 Apr 09:35
Out.24 Apr 15:45
Exp.24 Apr · 0 d
|
Trade P&L-30.60
Cum.-1323.60
|
Ent.497.425 Out.496.91 |
Put 497.56.5 → 1.67 |
Put 4955.65 → 0.54 |
Cr.0.85
Dr.1.13
Fees, $2.60
|
Risk, $167.60 Contracts5 |
|
Ent.01 May 09:35
Out.01 May 15:45
Exp.01 May · 0 d
|
Trade P&L+59.40
Cum.-1264.20
|
Ent.513.82 Out.541.59 |
Put 5157.1 → 0.04 |
Put 512.56.45 → 0.01 |
Cr.0.65
Dr.0.03
Fees, $2.60
|
Risk, $187.60 Contracts5 |
|
Ent.08 May 09:35
Out.08 May 15:45
Exp.08 May · 0 d
|
Trade P&L+32.40
Cum.-1231.80
|
Ent.691 Out.741.73 |
Put 69010 → 0.06 |
Put 687.59.6 → 0.01 |
Cr.0.4
Dr.0.05
Fees, $2.60
|
Risk, $212.60 Contracts1 |
|
Ent.15 May 09:35
Out.15 May 15:45
Exp.15 May · 0 d
|
Trade P&L-282.60
Cum.-1514.40
|
Ent.746.999 Out.731.7 |
Put 747.514.4 → 17.25 |
Put 74514.05 → 14.1 |
Cr.0.35
Dr.3.15
Fees, $2.60
|
Risk, $217.60 Contracts3 |
|
Ent.22 May 09:35
Out.22 May 15:45
Exp.22 May · 0 d
|
Trade P&L+38.40
Cum.-1476.00
|
Ent.752.5 Out.758.22 |
Put 7508.75 → 0.88 |
Put 7457.8 → 0.34 |
Cr.0.95
Dr.0.54
Fees, $2.60
|
Risk, $407.60 Contracts2 |
|
Ent.29 May 09:35
Out.29 May 15:45
Exp.29 May · 0 d
|
Trade P&L-86.60
Cum.-1562.60
|
Ent.956.52 Out.954.935 |
Put 95515.45 → 4.1 |
Put 95014.1 → 1.91 |
Cr.1.35
Dr.2.19
Fees, $2.60
|
Risk, $367.60 Contracts2 |
|
Ent.05 Jun 09:35
Out.05 Jun 15:45
Exp.05 Jun · 0 d
|
Trade P&L-882.60
Cum.-2445.20
|
Ent.953.8 Out.879.82 |
Put 95515.9 → 78.8 |
Put 95015 → 69.1 |
Cr.0.9
Dr.9.7
Fees, $2.60
|
Risk, $412.60 Contracts2 |
|
Ent.12 Jun 09:35
Out.12 Jun 15:45
Exp.12 Jun · 0 d
|
Trade P&L+134.40
Cum.-2310.80
|
Ent.968.12 Out.988.5 |
Put 97019.5 → 0.29 |
Put 96517.9 → 0.06 |
Cr.1.6
Dr.0.23
Fees, $2.60
|
Risk, $342.60 Contracts2 |
|
Ent.18 Jun 09:35
Out.18 Jun 15:45
Exp.18 Jun · 0 d
|
Trade P&L+92.40
Cum.-2218.40
|
Ent.1101.36 Out.1145.27 |
Put 110018.4 → 0.25 |
Put 109517.25 → 0.05 |
Cr.1.15
Dr.0.2
Fees, $2.60
|
Risk, $387.60 Contracts2* |
|
Ent.26 Jun 09:35
Out.26 Jun 15:45
Exp.26 Jun · 0 d
|
Trade P&L-17.60
Cum.-2236.00
|
Ent.1136.7599 Out.1149.15 |
Put 113519.7 → 4.25 |
Put 113018.2 → 2.6 |
Cr.1.5
Dr.1.65
Fees, $2.60
|
Risk, $352.60 Contracts1 |
|
Ent.02 Jul 09:35
Out.02 Jul 15:45
Exp.02 Jul · 0 d
|
Trade P&L-752.60
Cum.-2988.60
|
Ent.1055.4125 Out.959.27 |
Put 105518.05 → 97.25 |
Put 105016.3 → 88 |
Cr.1.75
Dr.9.25
Fees, $2.60
|
Risk, $327.60 Contracts1 |
|
Ent.10 Jul 09:35
Out.10 Jul 15:45
Exp.10 Jul · 0 d
|
Trade P&L+154.40
Cum.-2834.20
|
Ent.967.27 Out.987.8 |
Put 96516.75 → 0.26 |
Put 96015 → 0.08 |
Cr.1.75
Dr.0.18
Fees, $2.60
|
Risk, $327.60 Contracts2* |
|
Ent.13 Jul 09:35
Out.13 Jul 15:45
Exp.13 Jul · 0 d
|
Trade P&L+92.40
Cum.-2741.80
|
Ent.916.795 Out.933.935 |
Put 91515.15 → 0.15 |
Put 91014.05 → 0 * |
Cr.1.1
Dr.0.15
Fees, $2.60
|
Risk, $392.60 Contracts2 |
|
Ent.15 Jul 09:35
Out.15 Jul 15:45
Exp.15 Jul · 0 d
|
Trade P&L-807.60
Cum.-3549.40
|
Ent.966.235 Out.912.26 |
Put 96513.6 → 55.05 |
Put 96012.55 → 45.95 |
Cr.1.05
Dr.9.1
Fees, $2.60
|
Risk, $397.60 Contracts2 |
|
Ent.17 Jul 09:35
Out.17 Jul 15:45
Exp.17 Jul · 0 d
|
Trade P&L+131.40
Cum.-3418.00
|
Ent.816.9954 Out.861.39 |
Put 81514 → 0.07 |
Put 81012.6 → 0.01 |
Cr.1.4
Dr.0.06
Fees, $2.60
|
Risk, $362.60 Contracts2* |
|
Ent.20 Jul 09:35
Out.20 Jul 15:45
Exp.20 Jul · 0 d
|
Trade P&L-777.60
Cum.-4195.60
|
Ent.893 Out.866.12 |
Put 89515.65 → 30.7 |
Put 89014 → 21.3 |
Cr.1.65
Dr.9.4
Fees, $2.60
|
Risk, $337.60 Contracts2 |
|
Ent.22 Jul 09:35
Out.22 Jul 15:45
Exp.22 Jul · 0 d
|
Trade P&L+132.40
Cum.-4063.20
|
Ent.951.42 Out.972.6428 |
Put 95014.8 → 0.48 |
Put 94513.15 → 0.18 |
Cr.1.65
Dr.0.3
Fees, $2.60
|
Risk, $337.60 Contracts1 |
| 24 Jul 2026 |
Trade P&L—
Cum.—
| No trade: entry credit is non-positive or fails the width filter | ||||
|
Ent.27 Jul 09:35
Out.27 Jul 15:45
Exp.27 Jul · 0 d
|
Trade P&L-1027.60
Cum.-5090.80
|
Ent.922.035 Out.888 |
Put 92013 → 34.45 |
Put 91511.75 → 22.95 |
Cr.1.25
Dr.11.5
Fees, $2.60
|
Risk, $377.60 Contracts2 |
|
Ent.29 Jul 09:35
Out.29 Jul 15:45
Exp.29 Jul · 0 d
|
Trade P&L-717.60
Cum.-5808.40
|
Ent.832.85 Out.746.41 |
Put 83516.2 → 90.85 |
Put 83014.6 → 82.1 |
Cr.1.6
Dr.8.75
Fees, $2.60
|
Risk, $342.60 Contracts2 |
|
Ent.31 Jul 09:35
Out.31 Jul 15:45
Exp.31 Jul · 0 d
|
Trade P&L-1047.60
Cum.-6856.00
|
Ent.919.18 Out.834.34 |
Put 92016.05 → 88.85 |
Put 91515.1 → 77.45 |
Cr.0.95
Dr.11.4
Fees, $2.60
|
Risk, $407.60 Contracts2 |
|
Ent.03 Aug 09:35
Out.03 Aug 15:45
Exp.03 Aug · 0 d
|
Trade P&L+126.40
Cum.-6729.60
|
Ent.775.87 Out.833.57 |
Put 77513.45 → 0.02 |
Put 77012.15 → 0.01 |
Cr.1.3
Dr.0.01
Fees, $2.60
|
Risk, $372.60 Contracts2 |
|
Ent.05 Aug 09:35
Out.05 Aug 15:45
Exp.05 Aug · 0 d
|
Trade P&L-8.60
Cum.-6738.20
|
Ent.898.61 Out.912.005 |
Put 90017.3 → 4.1 |
Put 89515.9 → 2.64 |
Cr.1.4
Dr.1.46
Fees, $2.60
|
Risk, $362.60 Contracts2 |
|
Ent.07 Aug 09:35
Out.07 Aug 15:45
Exp.07 Aug · 0 d
|
Trade P&L-757.60
Cum.-7495.80
|
Ent.889.3389 Out.873.54 |
Put 89012.2 → 18.05 |
Put 88510.4 → 8.7 |
Cr.1.8
Dr.9.35
Fees, $2.60
|
Risk, $322.60 Contracts2 |
|
Ent.10 Aug 09:35
Out.10 Aug 15:45
Exp.10 Aug · 0 d
|
Trade P&L+156.40
Cum.-7339.40
|
Ent.862.2226 Out.872.44 |
Put 86010.6 → 0.02 |
Put 8559 → 0.01 |
Cr.1.6
Dr.0.01
Fees, $2.60
|
Risk, $342.60 Contracts1 |
|
Ent.12 Aug 09:35
Out.12 Aug 15:45
Exp.12 Aug · 0 d
|
Trade P&L+138.40
Cum.-7201.00
|
Ent.907.33 Out.916.03 |
Put 9059.8 → 0.18 |
Put 9008.25 → 0.04 |
Cr.1.55
Dr.0.14
Fees, $2.60
|
Risk, $347.60 Contracts2 |
|
Ent.14 Aug 09:35
Out.14 Aug 15:45
Exp.14 Aug · 0 d
|
Trade P&L+57.40
Cum.-7143.60
|
Ent.957.43 Out.968.44 |
Put 957.511.6 → 0.15 |
Put 95510.9 → 0.05 |
Cr.0.7
Dr.0.1
Fees, $2.60
|
Risk, $182.60 Contracts4 |
|
Ent.17 Aug 09:35
Out.17 Aug 15:45
Exp.17 Aug · 0 d
|
Trade P&L+174.40
Cum.-6969.20
|
Ent.1004.295 Out.1014.395 |
Put 100511.95 → 0.09 |
Put 100010.1 → 0.01 |
Cr.1.85
Dr.0.08
Fees, $2.60
|
Risk, $317.60 Contracts1 |
|
Ent.19 Aug 09:35
Out.19 Aug 15:45
Exp.19 Aug · 0 d
|
Trade P&L-667.60
Cum.-7636.80
|
Ent.950.005 Out.931.83 |
Put 95010.5 → 20.25 |
Put 9458.8 → 11.9 |
Cr.1.7
Dr.8.35
Fees, $2.60
|
Risk, $332.60 Contracts3 |
|
Ent.21 Aug 09:35
Out.21 Aug 15:45
Exp.21 Aug · 0 d
|
Trade P&L-692.60
Cum.-8329.40
|
Ent.980.72 Out.961.4659 |
Put 98010.35 → 21 |
Put 9758.75 → 12.5 |
Cr.1.6
Dr.8.5
Fees, $2.60
|
Risk, $342.60 Contracts2 |
|
Ent.24 Aug 09:35
Out.24 Aug 15:45
Exp.24 Aug · 0 d
|
Trade P&L-13.60
Cum.-8343.00
|
Ent.912.265 Out.909.84 |
Put 9108.8 → 2.05 |
Put 9057.2 → 0.34 |
Cr.1.6
Dr.1.71
Fees, $2.60
|
Risk, $342.60 Contracts2* |
|
Ent.26 Aug 09:35
Out.26 Aug 15:45
Exp.26 Aug · 0 d
|
Trade P&L+42.40
Cum.-8300.60
|
Ent.931.99 Out.937.33 |
Put 9309.4 → 2.81 |
Put 9257.7 → 1.56 |
Cr.1.7
Dr.1.25
Fees, $2.60
|
Risk, $332.60 Contracts3* |
|
Ent.28 Aug 09:35
Out.28 Aug 15:45
Exp.28 Aug · 0 d
|
Trade P&L+175.40
Cum.-8125.20
|
Ent.913.71 Out.930 |
Put 9159.95 → 0.04 |
Put 9108.15 → 0.02 |
Cr.1.8
Dr.0.02
Fees, $2.60
|
Risk, $322.60 Contracts3 |
|
Ent.31 Aug 09:35
Out.31 Aug 15:45
Exp.31 Aug · 0 d
|
Trade P&L+82.40
Cum.-8042.80
|
Ent.940.5249 Out.946.41 |
Put 9408.55 → 1.24 |
Put 9356.85 → 0.39 |
Cr.1.7
Dr.0.85
Fees, $2.60
|
Risk, $332.60 Contracts3* |
|
Ent.02 Sep 09:35
Out.02 Sep 15:45
Exp.02 Sep · 0 d
|
Trade P&L+154.40
Cum.-7888.40
|
Ent.944.4187 Out.954.7222 |
Put 9458.9 → 0.39 |
Put 9407.05 → 0.11 |
Cr.1.85
Dr.0.28
Fees, $2.60
|
Risk, $317.60 Contracts3 |
|
Ent.04 Sep 09:35
Out.04 Sep 15:45
Exp.04 Sep · 0 d
|
Trade P&L+134.40
Cum.-7754.00
|
Ent.994.33 Out.1008.31 |
Put 99511.25 → 0.05 |
Put 9909.85 → 0.02 |
Cr.1.4
Dr.0.03
Fees, $2.60
|
Risk, $362.60 Contracts1 |
|
Ent.09 Sep 09:35
Out.09 Sep 15:45
Exp.09 Sep · 0 d
|
Trade P&L+160.40
Cum.-7593.60
|
Ent.996.895 Out.1028.94 |
Put 9959.65 → 0.03 |
Put 9908 → 0.01 |
Cr.1.65
Dr.0.02
Fees, $2.60
|
Risk, $337.60 Contracts2* |
|
Ent.11 Sep 09:35
Out.11 Sep 15:45
Exp.11 Sep · 0 d
|
Trade P&L-322.60
Cum.-7916.20
|
Ent.986.98 Out.974.965 |
Put 9858.2 → 10.2 |
Put 9806.45 → 5.25 |
Cr.1.75
Dr.4.95
Fees, $2.60
|
Risk, $327.60 Contracts2* |
|
Ent.14 Sep 09:35
Out.14 Sep 15:45
Exp.14 Sep · 0 d
|
Trade P&L+191.40
Cum.-7724.80
|
Ent.905.93 Out.929.0699 |
Put 9059.6 → 0.01 |
Put 9007.65 → 0 * |
Cr.1.95
Dr.0.01
Fees, $2.60
|
Risk, $307.60 Contracts1 |
|
Ent.16 Sep 09:35
Out.16 Sep 15:45
Exp.16 Sep · 0 d
|
Trade P&L-237.60
Cum.-7962.40
|
Ent.929.34 Out.922.5 |
Put 9309.55 → 7.8 |
Put 9257.5 → 3.4 |
Cr.2.05
Dr.4.4
Fees, $2.60
|
Risk, $297.60 Contracts3* |
|
Ent.18 Sep 09:35
Out.18 Sep 15:45
Exp.18 Sep · 0 d
|
Trade P&L+187.40
Cum.-7775.00
|
Ent.989.2451 Out.1007.905 |
Put 9909.05 → 0.14 |
Put 9857.05 → 0.04 |
Cr.2
Dr.0.1
Fees, $2.60
|
Risk, $302.60 Contracts1 |
|
Ent.21 Sep 09:35
Out.21 Sep 15:45
Exp.21 Sep · 0 d
|
Trade P&L-5.60
Cum.-7780.60
|
Ent.1048.252 Out.1049.4301 |
Put 105010 → 2.23 |
Put 10458.15 → 0.35 |
Cr.1.85
Dr.1.88
Fees, $2.60
|
Risk, $317.60 Contracts3 |
|
Ent.23 Sep 09:35
Out.23 Sep 15:45
Exp.23 Sep · 0 d
|
Trade P&L-432.60
Cum.-8213.20
|
Ent.1091.6 Out.1070.86 |
Put 10908.7 → 19.6 |
Put 10857 → 13.6 |
Cr.1.7
Dr.6
Fees, $2.60
|
Risk, $332.60 Contracts2 |
|
Ent.25 Sep 09:35
Out.25 Sep 15:45
Exp.25 Sep · 0 d
|
Trade P&L-467.60
Cum.-8680.80
|
Ent.1106.045 Out.1082.4 |
Put 11058.75 → 23.35 |
Put 11006.85 → 16.8 |
Cr.1.9
Dr.6.55
Fees, $2.60
|
Risk, $312.60 Contracts2 |
|
Ent.28 Sep 09:35
Out.28 Sep 15:45
Exp.28 Sep · 0 d
|
Trade P&L-312.60
Cum.-8993.40
|
Ent.1065.955 Out.1053.75 |
Put 10658.9 → 11.4 |
Put 10606.85 → 6.25 |
Cr.2.05
Dr.5.15
Fees, $2.60
|
Risk, $297.60 Contracts1 |
|
Ent.02 Oct 09:35
Out.02 Oct 15:45
Exp.02 Oct · 0 d
|
Trade P&L-327.60
Cum.-9321.00
|
Ent.1094.405 Out.1075.45 |
Put 109511.5 → 19.7 |
Put 10909.5 → 14.45 |
Cr.2
Dr.5.25
Fees, $2.60
|
Risk, $302.60 Contracts1 |
|
Ent.05 Oct 09:35
Out.05 Oct 15:45
Exp.05 Oct · 0 d
|
Trade P&L-89.60
Cum.-9410.60
|
Ent.1067.5 Out.1062.61 |
Put 10657.5 → 2.94 |
Put 10605.7 → 0.27 |
Cr.1.8
Dr.2.67
Fees, $2.60
|
Risk, $322.60 Contracts3 |
|
Ent.07 Oct 09:35
Out.07 Oct 15:45
Exp.07 Oct · 0 d
|
Trade P&L+192.40
Cum.-9218.20
|
Ent.1014.27 Out.1086.84 |
Put 10158.25 → 0.01 |
Put 10106.3 → 0.01 |
Cr.1.95
Dr.0
Fees, $2.60
|
Risk, $307.60 Contracts3 |
|
Ent.09 Oct 09:35
Out.09 Oct 15:45
Exp.09 Oct · 0 d
|
Trade P&L-462.60
Cum.-9680.80
|
Ent.1043.27 Out.1023.99 |
Put 10458.4 → 22.15 |
Put 10406.45 → 15.6 |
Cr.1.95
Dr.6.55
Fees, $2.60
|
Risk, $307.60 Contracts3 |
|
Ent.12 Oct 09:35
Out.12 Oct 15:45
Exp.12 Oct · 0 d
|
Trade P&L+188.40
Cum.-9492.40
|
Ent.980.4 Out.987.1399 |
Put 9807.9 → 0.1 |
Put 9755.9 → 0.01 |
Cr.2
Dr.0.09
Fees, $2.60
|
Risk, $302.60 Contracts1 |
|
Ent.14 Oct 09:35
Out.14 Oct 15:45
Exp.14 Oct · 0 d
|
Trade P&L-287.60
Cum.-9780.00
|
Ent.938.9 Out.920.8752 |
Put 9409.55 → 19.45 |
Put 9357.35 → 14.4 |
Cr.2.2
Dr.5.05
Fees, $2.60
|
Risk, $282.60 Contracts3* |
|
Ent.16 Oct 09:35
Out.16 Oct 15:45
Exp.16 Oct · 0 d
|
Trade P&L-337.60
Cum.-10117.60
|
Ent.901.15 Out.878.27 |
Put 9008.8 → 21.95 |
Put 8956.9 → 16.7 |
Cr.1.9
Dr.5.25
Fees, $2.60
|
Risk, $312.60 Contracts1 |
| Total P&L | -10117.60 | Closed trades: 66, 33 profitable (50.0%) · Return on expiry risk: -51.7% | ||||
Closed-trade check: entry credit $8,620.00 − exit debit $18,566.00 − round-trip fees $171.60 = $-10,117.60
Sessions without an expiry in the selected window: 131.
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.