Cabot Options Institute – Quant Trader Portfolio: March 25, 2024

Portfolios are updated every Monday.

Open Trades
Open Date	Ticker	Strategy	Trade	Open Price	Current Price	Current Probability	Delta
3/13/2024	SPY	Bear Call	May 17, 2024 535/540	$1.33	$1.60	68.45%	-0.08
3/19/2024	QQQ	Bear Call	April 26, 2024 460/465	$0.91	$1.30	72.02%	-0.07
Open Date	Closed Date	Ticker	Strategy	Trade	Open Price	Closing Price	Return
6/2/2022	6/13/2022	SPY	Bear Call Spread	July 15, 2022 440/445	$0.70	$0.05	14.94%
6/8/2022	6/17/2022	XOP	Bear Call Spread	July 15, 2022 190/195	$0.70	$0.04	15.21%
6/22/2022	7/13/2022	SPY	Bear Call Spread	July 29, 2022 405/410	$0.75	$0.35	8.70%
6/30/2022	7/25/2022	IWM	Iron Condor	August 19, 2022 195/200 - 145/140	$0.70	$0.34	7.76%
7/8/2022	7/28/2022	GLD	Bull Put Spread	August 19, 2022 155/150	$0.60	$0.16	9.65%
7/14/2022	8/11/2022	SPY	Iron Condor	August 19, 2022 417/412 - 335/330	$0.70	$4.10	-68.00%
8/1/2022	8/29/2022	SPY	Bear Call Spread	September 16, 2022 439/444	$0.70	$0.07	14.42%
8/11/2022	8/29/2022	DIA	Bear Call Spread	September 23, 2022 350/325	$0.75	$0.08	15.47%
8/11/2022	9/8/2022	IWM	Iron Condor	September 23, 2022 220/215 - 173/168	$0.77	$0.57	4.17%
9/7/2022	9/9/2022	QQQ	Bull Put Spread	October 21, 2022 260/255	$0.62	$0.30	6.84%
9/9/2022	9/15/2022	SPY	Bear Call Spread	October 21, 2022 430/435	$0.75	$0.25	11.11%
9/13/2022	10/17/2022	IWM	Iron Condor	October 21, 2022 208/203 - 163/158	$0.77	$0.30	10.40%
10/3/2022	10/25/2022	SPY	Bull Put Spread	November 18, 2022 325/320	$0.54	$0.09	9.89%
10/4/2022	11/2/2022	IWM	Iron Condor	November 18, 2022 198/203 - 143/138	$0.64	$0.32	6.84%
10/6/2022	11/2/2022	SPY	Bear Call Spread	November 18, 2022 412/416	$0.43	$0.28	3.90%
11/16/2022	11/28/2022	IWM	Iron Condor	December 16, 2022 205/200 - 162/157	$0.75	$0.24	11.36%
11/10/2022	12/6/2022	SPY	Bear Call Spread	December 16, 2022 420/425	$0.65	$0.14	11.36%
12/1/2022	12/6/2022	SPY	Bear Call Spread	January 20, 2023 435/440	$0.67	$0.18	10.86%
12/13/2022	12/15/2022	SPY	Bear Call Spread	January 20, 2023 430/435	$0.54	$0.17	7.99%
12/7/2023	1/6/2023	IWM	Iron Condor	January 20, 2023 202/198 - 160/156	$0.70	$0.06	19.00%
1/4/2023	2/1/2023	IWM	Iron Condor	February 17, 2023 200/195 - 154/149	$0.65	$2.00	-27.00%
1/6/2023	2/2/2023	SPY	Bear Call Spread	February 17, 2023 415/420	$0.60	$2.50	-38.00%
2/2/2023	2/15/2023	SPY	Bear Call Spread	March 17, 2023 440/445	$0.63	$0.15	10.62%
2/10/2023	2/22/2023	DIA	Bear Call Spread	March 31, 2023 355/360	$0.70	$0.17	11.86%
2/2/2023	3/1/2023	IWM	Iron Condor	March 17, 2023 175/180 - 215/220	$0.72	$0.51	4.38%
3/6/2023	3/13/2023	DIA	Bear Call Spread	April 21, 2023 350/355	$0.85	$0.17	15.74%
2/23/2023	3/28/2023	SPY	Iron Condor	April 21, 2023 435/430 - 350/345	$0.80	$0.15	14.94%
3/23/2023	4/11/2023	DIA	Bear Call Spread	April 21, 2023 338/443	$0.62	$2.05	-28.60%
3/23/2023	4/19/2023	IWM	Iron Condor	May 19, 2023 196/191 - 147/142	$0.83	$0.23	13.64%
4/12/2023	4/21/2023	DIA	Bear Call Spread	May 19, 2023 350/355	$0.82	$0.44	8.23%
4/21/2023	5/2/2023	SPY	Iron Condor	June 16, 2023 440/435 - 365/360	$0.95	$0.63	6.84%
4/24/2023	5/10/2023	DIA	Bear Call Spread	June 16, 2023 354/359	$0.72	$0.22	11.11%
5/5/2023	5/24/023	SPY	Bear Call Spread	June 16, 2023 430/435	$0.72	$0.35	7.99%
6/15/2023	6/22/2023	SPY	Bear Call Spread	August 18, 2023 465/470	$0.70	$0.24	10.13%
5/26/2023	6/23/2023	IWM	Iron Condor	July 21, 2023 191/196 - 156/151	$0.79	$0.50	6.15%
5/31/2023	7/12/2023	QQQ	Bear Call Spread	July 21, 2023 375/380	$0.60	$1.80	-31.60%
6/30/2023	8/7/2023	SPY	Bear Call Spread	August 18, 2023 462/466	$0.52	$0.23	7.82%
8/4/2023	8/11/2023	SPY	Bear Call Spread	September 15, 2023 470/475	$0.65	$0.20	9.90%
8/17/2023	9/13/2023	SPY	Iron Condor	October 20, 2023 475/470 - 390/385	$0.72	$0.25	10.38%
9/6/2023	10/11/2023	IWM	Iron Condor	October 20, 2023 204/199 - 169/164	$0.62	$0.19	9.41%
* 9/29/2023	10/27/2023	SPY	Bear Call Spread	November 17, 2023 452/457	$0.74	$0.03	16.60%
*10/6/2023	11/3/2023	SPY	Bull Put Spread	November 17, 2023 408/403	$0.58	$0.03	12.36%
* 10/27/2023	11/3/2023	SPY	Bear Call Spread	November 17, 2023 430/435	$0.58	$3.50	-33.20%
10/31/2023	11/14/2023	SPY	Iron Condor	December 15, 2023 450/445 - 380/375	$0.77	$3.00	-44.60%
11/6/2023	12/8/2023	SPY	Bear Call Spread	December 15, 2023 456/461	$0.58	$3.08	-50.00%
12/1/2023	1/10/2024	SPY	Bear Call Spread	January 19, 2024 475/480	$0.75	$2.75	-40.00%
1/23/2024	2/21/2024	QQQ	Bear Call Spread	March 1, 2024 445/450	$0.60	$0.20	8.70%
1/16/2024	3/15/2024	SPY	Iron Condor	March 15, 2024 510/505 - 440/435	$0.66	$3.11	-49.00%

Andy Crowder

Andy Crowder is a professional options trader, researcher and Senior Analyst at Cabot. Formerly with Oppenheimer & Co. in New York, Andy has leveraged his investment experience to develop his statistically based options trading strategy which applies probability theory to option valuations in order to execute risk-controlled trades. This proprietary strategy has been refined through two decades of research and real-world experience and has been featured in the Wall Street Journal, Seeking Alpha, and numerous other financial publications. Andy has helped thousands of option traders learn and implement his meticulous rules-driven options trading strategies through highly attended conferences, one-on-one coaching, webinars, and his work as a financial columnist. He currently resides in Bolton Valley, Vermont and when he’s not trading, teaching and writing about options, he enjoys spending time with his wife and two daughters, backcountry skiing, biking, running and enjoying all things outdoors.