Daily Action Plan

Thursday, 20 August 2015

K200 closed at 234.27 -0.93 (-0.40%) on Aug19, IV 13.733%, HV 12.312%, IV/HV 111.5%.

1. September 227.5/230 Put Spread

- DTE 22 days

- Delta 30.17 

- Loss 180% (1 points down move will hit > 200%)

- 4.27 points away

- 227.5/230 Put bid/ask 1.88/1.89 (1 points down move will hit > 3.00)

- 1SD (244.57/225.83)

 Action : Cut loss if Delta > 30, Loss > 200%, before 237.5 put get close to 3.00.

2. October position

- DTE 50 days

- 1SD (249.51/221.23)

- Action : accumulate if Entry guidelines met

Daily Action Plan

Wednesday, 19 August 2015

K200 closed at 235.20 -0.17 (-0.07%) on Aug18, IV 13.295%, HV 13.079%, IV/HV 101.6%.

1. September 227.5/230 Put Spread

- DTE 23 days

- Delta 24.39 (2 points down move will hit above Delta 30)

- Loss 111% (3 points down move might hit > 200%)

- 5.20 points away

- 227.5/230 Put bid/ask 1.39/1.40 (3 points down move might  hit > 3.00)

- 1SD (244.57/225.83)

 Action : Monitor closely on the Delta, Loss% and the price of 237.5 Put.  Cut loss if Delta > 30, Loss > 200%, before 237.5 put get close to 3.00.

2. October position

- DTE 51 days

- 1SD (249.16/221.24)

- Action : accumulate if Entry guidelines met

Daily Action Plan

Tuesday, 18 August 2015

K200 closed at 235.37 -1.95 (-0.82%) on Aug17, IV 13.327%, HV 13.112%, IV/HV 101.6%.

1. September 227.5/230 Put Spread

- DTE 24 days

- Delta 25.88 (2 points down move will hit above Delta 30)

- Loss 100% (3 points down move might hit > 200%)

- 5.37 points away

- 227.5/230 Put bid/ask 1.30/1.31 (3 points down move might  hit > 3.00)

- 1SD (244.97/225.77)

 Action : Monitor closely on the Delta, Loss% and the price of 237.5 Put.  Cut loss if Delta > 30, Loss > 200%, before 237.5 put get close to 3.00.

2. October position

- DTE 52 days

- 1SD (249.51/221.23)

- Action : accumulate if Entry guidelines met

Daily Action Plan

Monday, 17 August 2015

K200 closed at 237.32 +0.08 (+0.03%) on Aug13, IV 13.200%, HV 13.163%, IV/HV 101.9%.

1. September 227.5/230 Put Spread

- DTE 25 days

- Delta 19.13

- Loss 50% 

- 7.32 points away

- 1SD (247.68/226.96)

- Action : No action required if K200 stay within +/- 2 points.

2. October position

- DTE 53 days

- 1SD (251.97/222.67)

- Action : accumulate if Entry guidelines met

Daily Action Plan

Friday, 14 August 2015

KRX closed today (Temporary Holiday).

Daily Action Plan

Thursday, 13 August 2015

K200 closed at 237.24 -0.67 (-0.28%) on Aug12, IV 13.6660%, HV 12.934%, IV/HV 107.4%.

1. September 227.5/230 Put Spread

- DTE 29 days

- Delta 23.28 (3 points down move will hit above Delta 30)

- Loss 100% (3 points down move might hit > 200%)

- 227.5/230 Put bid/ask 1.52/1.53 (3 points down move might  hit > 3.00)

- 7.24 points away

- 1SD (248.15/226.33)

- Action : Monitor closely on the Delta, Loss% and the price of 237.5 Put.  Cut loss if Delta > 30, Loss > 200%, before 237.5 put get close to 3.00.

2. October position

- DTE 57 days

- 1SD (252.54/221.94)

- Action : accumulate if Entry guidelines met

Daily Action Plan

Tuesday, 11 August 2015

K200 closed at 239.18 -0.61 (-0.25%) on Aug10, IV was 12.8480%.

1. September 227.5/230 Put Spread

- DTE 31 days

- Delta 16.45

- Loss 21%

- 9.18 points away

- 1SD (249.9/228.49)

- Action : No action required if K200 stay within +/- 2 points.

2. October position

- DTE 59 days

- 1SD (255.7/225.2)

- Action : accumulate if Entry guidelines met

Daily Action Plan

Monday, 10 August 2015

K200 closed at 239.79 -0.25 (-0.10%) on Aug07, IV was 12.6339%. 

1. September 227.5/230 Put Spread

- DTE 32 days

- Delta 14.16

- Loss 34%

- 9.98 points away

- 1SD (250.50/229.08)

- Action : No action required if K200 stay within +/- 2 points.

2. October position

- DTE 60 days

- 1SD (254.46/225.12)

- Action : accumulate if Entry guidelines met

Daily Action Plan

Friday, 7 August 2015

K200 closed at 240.04 -3.08 (-1.27%) on Aug06, IV was 13.1432%. 

1. September 227.5/230 Put Spread

- DTE 35 days

- Delta 16.35

- Loss 20%

- 9.98 points away

- 1SD (251.71/228.37)

- Action : No action required if K200 stay within +/- 2 points.

2. October position

- DTE 63 days

- 1SD (255.69/224.39)

- Action : accumulate if Entry guidelines met

Daily Action Plan

Thursday, 6 August 2015

K200 closed at 243.12 -0.43 (-0.18%) on Aug05, IV was 12.0773%.

1. September 227.5/230 Put Spread

- DTE 36 days

- Delta 9.97

- Profit 37%

- 13.12 points away

- 1SD (254.13/232.11)

- Action : No action required if K200 stay within +/- 2 points.

Daily Action Plan

Wednesday, 5 August 2015

K200 closed at 243.55 +2.07 (+0.86%) on Aug04, IV was 12.4801%.

1. September 227.5/230 Put Spread

- DTE 37 days

- Delta 11.56

- Profit 13%

- 13.56 points away

- 1SD (255.41/231.69)

- Action : No action required if K200 stay within +/- 2 points.

Daily Action Plan

Tuesday, 4 August 2015

K200 closed at 241.48 -2.82 (-1.15%) on Aug03, IV was 13.2640%. 

1. September 227.5/230 Put Spread

- DTE 38 days

- Delta 14.29

- Loss 13%

- 11.48 points away

- 1SD (253.82/229.14)

- Action : No action required if K200 stay within +/- 2 points.

Daily Action Plan

Monday, 3 August 2015

K200 closed at 244.30 +0.69 (+0.28%) on Jul31, IV was 12.8138%.

1. September 227.5/230 Put Spread

- DTE 39 days

- Delta 13.04

- Profit 17%

- 14.3 points away

- 1SD (256.517/232.09)

- Action : No action required if K200 stay within +/- 2 points.

Daily Action Plan

Friday, 31 July 2015
K200 closed at 243.61 -2.36 (-0.96%) on Jul30, IV was 13.1340%.

1. August 235/232.5 Put Spread
- DTE 14 days
- Delta 9.81
- Profit 33%
- 8.61 points away
- Action : Take Profit before DTE < 14 

2. September 237.5/235 Put Spread
- DTE 42 days
- Delta 26.71 (2 points down move will hit above Delta 30)
- Loss 125% (2 points down move might hit > 200%)
- 237.5/235 Put bid/ask 1.88/1.95 (2 points down move might  hit > 3.00)
- 6.11 points away
- 241.49 (last low) is the next support but only 3.99 points away.  Too close. Then 240 or next previous low (239.09)
- Action : Monitor closely on the Delta, Loss% and the price of 237.5 Put.  Cut loss if Delta > 30, Loss > 200%, before 237.5 put get close to 3.00.

3. September position
- DTE 42 days
- 1SD (256.57/230.65)
- Action : accumulate if Entry guidelines met

Daily Action Plan

Thursday, 30 July 2015
K200 closed at 245.97 +0.76 (+0.31%) on Jul29.

1. August 235/232.5 Put Spread
- DTE 15 days
- Delta 6.97
- Profit 50%
- 10.97 points away
- Action : Take Profit before DTE < 14 

2. September 237.5/235 Put Spread
- DTE 43 days
- Delta 21.76
- Loss 68% 
- 237.5/235 Put bid/ask 1.55/1.61
- 8.47 points away
- 244 is the immediate support, 241.49 (last low) is the next support, then 240 or next previous low (239.09)
- Action : Monitor closely on the Delta, Loss% and the price of 237.5 Put.  Do not let the price of 237.5 Call get close to 3.00. 

3. September position
- DTE 43 days
- 1SD (259.03/232.91)
- Action : accumulate if Entry guidelines met

Daily Action Plan

Tuesday, 29 July 2015
K200 closed at 245.21 +0.23 (+0.09%) on Jul28.

1. August 235/232.5 Put Spread
- DTE 16 days
- Delta 8.24
- Profit 33%
- 10.21 points away
- Action : Take Profit before DTE < 14 

2. September 237.5/235 Put Spread
- DTE 44 days
- Delta 23.07 (3 points down move will hit above Delta 30)
- Loss 112% (3 points down move might hit > 200%)
- 237.5/235 Put bid/ask 1.88/1.94 (3 points down move might  hit > 3.00)
- 7.71 points away
- 244 is the immediate support, 241.49 (last low) is the next support, then 240 or next previous low (239.09)
- Action : Monitor closely on the Delta, Loss% and the price of 237.5 Put.  Do not let the price of 237.5 Call get close to 3.00.  3 points up move will hit Delta but not Loss% and DTE guideline.  Cut loss or not?  To roll or not?

3. September position
- DTE 44 days
- 1SD (258.66/231.76)
- Action : accumulate if Entry guidelines met

Daily Action Plan

Tuesday, 28 July 2015
K200 closed at 244.98 +0.07 (+0.03%) on Jul27.

1. August 235/232.5 Put Spread
- DTE 17 days
- Delta 9.50
- Profit 33%
- 9.98 points away
- Action : Take Profit before DTE < 14 

2. September 237.5/235 Put Spread
- DTE 45 days
- Delta 23.47 (3 points down move will hit above Delta 30)
- Loss 103% (3 points down move might hit > 200%)
- 237.5/235 Put bid/ask 1.90/1.92 (3 points down move might  hit > 3.00)
- 7.48 points away
- 244 is the immediate support, 241.49 (last low) is the next support, then 240 or next previous low (239.09)
- Action : Monitor closely on the Delta, Loss% and the price of 237.5 Put.  Do not let the price of 237.5 Call get close to 3.00.  3 points up move will hit Delta but not Loss% and DTE guideline.  Cut loss or not?  To roll or not?

3. September position
- DTE 45 days
- 1SD (258.27/231.69)
- Action : accumulate if Entry guidelines met

Daily Action Plan

Monday, 27 July 2015
K200 closed at 244.91 -2.40 (-0.97%) on Jul24.

1. August 235/232.5 Put Spread
- DTE 18 days
- Delta 10.44
- Profit 20%
- Profit SGD 1,300
- 9.91 points away
- Action : Take Profit before DTE < 14 

2. September 237.5/235 Put Spread
- DTE 46 days
- Delta 25.55 (2 points down move will hit above Delta 30)
- Loss 108% (2 points down move might hit > 200%)
- 237.5/235 Put bid/ask 1.93/2.17 (2 points down move might  hit > 3.00)
- 7.41 points away
- 244 is the immediate support, 241.49 (last low) is the next support, then 240 or next previous low (239.09)
- Action : Monitor closely on the Delta, Loss% and the price of 237.5 Put.  Do not let the price of 237.5 Call get close to 3.00.  2 points up move will hit Delta but not Loss% and DTE guideline.  Cut loss or not?  To roll or not?

3. September position
- DTE 46 days
- 1SD ( 257.88/231.94  )
- Action : accumulate if Entry guidelines met

Daily Action Plan

Friday, 24 July 2015
K200 closed at 247.31 -0.57 (-0.23%) on Jul23.

1. August 235/232.5 Put Spread
- DTE 21 days
- Delta 6.78
- Profit 55%
- 12.31 points away
- Action : Take Profit when Profit% > 70% and DTE <30 and Delta <= 5.

2. August 257.5/260 Call Spread
- DTE 22 days
- Delta 8.11
- Profit 53%
- 10.19 points away
- Action : Take Profit when Profit% > 70% and DTE <30 and Delta <= 5.

3. September 237.5/235 Put Spread
- DTE 49 days
- Delta 19.78
- Loss 94%
- 9.81 points away
- Action : No action required if K200 stay within +/- 2 points.

4. September position
- DTE 49 days
- 1SD (260.78/233.84)
- Action : accumulate if Entry guidelines met

Daily Action Plan

Thursday, 23 July 2015
K200 closed at 247.88 -2.47 (-0.99%) on Jul22.

1. August 235/232.5 Put Spread
- DTE 22 days
- Delta 6.17
- Profit 51%
- 12.88 points away
- Action : Take Profit when Profit% > 70% and DTE <30 and Delta <= 5.

2. August 257.5/260 Call Spread
- DTE 22 days
- Delta 9.88
- Profit 45%
- 9.62 points away
- Action : Take Profit when Profit% > 70% and DTE <30 and Delta <= 5.

3. September 237.5/235 Put Spread
- DTE 50 days
- Delta 18.16
- Loss 98%
- 10.38 points away
- Action : No action required if K200 stay within +/- 2 points.

4. September position
- DTE 50 days
- 1SD (261.82/233.94)
- Action : accumulate if Entry guidelines met