Replies to post #10 on PCola's Options trades

[PCola77]

Nice job. I set up a simple spreadsheet, but I keep adding complexities to make it more flexible. At this rate I'll be done in 2013...

[PCola77]

I just added a description of my program to the IBox. I doubt it would be all that helpful for your style of trading, but you may find it interesting regardless. You may also find it useful the day before options expiration since that would only require an overnight hold. Let me know what you think.

Edit: Here are the results for RIMM if you bought 20 of the $65 puts and $70 calls selling half for a double. (I'm sure this will paste horribly)

Results over last: 5 days 10 days 15 days 20 days 40 days 60 days 80 days 100 days 125 days 188 days 250 days 500 days
Count of gains 4 8 8 8 11 22 35 45 66 121 176 329
Average 4,527 3,985 806 (822) (2,146) (1,027) 106 63 3,237 4,674 5,694 4,099
Avg % gain/loss 70.5% 62.1% 12.6% -12.8% -33.4% -16.0% 1.7% 1.0% 50.4% 72.8% 88.7% 63.8%
High 7,421 3,985 806 (822) (2,146) 4,527 4,527 4,527 4,527 4,527 4,527 4,527
Low (3,284) (3,284) (6,420) (6,420) (6,420) (6,420) (6,420) (6,420) (6,420) (6,420) (6,420) (6,420)