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Quant Trader
Expert-Level Options for Sophisticated Traders

Cabot Options Institute – Quant Trader Portfolio: October 31, 2022

An updated portfolio for Cabot Options Institute – Quant Trader.

Portfolios are updated every Monday.

Open Trades
Open DateTickerStrategyTradeOpen PriceCurrent PriceCurrent ProbabilityDelta
10/4/2022IWMIron CondorNovember 18, 2022 198/203 – 143/138$0.64$0.5586.39% – 98.74%-6
10/6/2022SPYBear CallNovember 18, 2022 412/416$0.43$0.6484.38%-4
Closed Trades
Open DateClosed DateTickerStrategy TradeOpen PriceClosing PriceReturn
6/2/20226/13/2022SPYBear Call SpreadJuly 15, 2022 440/445$0.70$0.0514.94%
6/8/20226/17/2022XOPBear Call SpreadJuly 15, 2022 190/195$0.70$0.0415.21%
6/22/20227/13/2022SPYBear Call SpreadJuly 29, 2022 405/410$0.75$0.358.70%
6/30/20227/25/2022IWMIron CondorAugust 19, 2022 195/200 – 145/140$0.70$0.347.76%
7/8/20227/28/2022GLDBull Put SpreadAugust 19, 2022 155/150$0.60$0.169.65%
7/14/20228/11/2022SPYIron CondorAugust 19, 2022 417/412 – 335/330$0.70$4.10-68.00%
8/1/20228/29/2022SPYBear Call SpreadSeptember 16, 2022 439/444$0.70$0.0714.42%
8/11/20228/29/2022DIABear Call SpreadSeptember 23, 2022 350/325$0.75$0.0815.47%
8/11/20229/8/2022IWMIron CondorSeptember 23, 2022 220/215 – 173/168$0.77$0.574.17%
9/7/20229/9/2022QQQBull Put SpreadOctober 21, 2022 260/255$0.62$0.306.84%
9/9/20229/15/2022SPYBear Call SpreadOctober 21, 2022 430/435$0.75$0.2511.11%
9/13/202210/17/2022IWMIron CondorOctober 21, 2022 208/203 – 163/158$0.77$0.3010.40%
10/3/202210/25/2022SPYBull Put SpreadNovember 18, 2022 325/320$0.54$0.099.89%