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Quant Trader
Expert-Level Options for Sophisticated Traders

Cabot Options Institute – Quant Trader Portfolio: August 12, 2022

An updated portfolio for Cabot Options Institute – Quant Trader.

Portfolios are updated every Friday.

Open DateTickerStrategyTradeOpen PriceCurrent PriceCurrent ProbabilityDelta
8/1/2022SPYBear CallSeptember 16, 2022 439/444$0.70$0.7385.60%-5
8/11/2022DIABear CallSeptember 23, 2022 350/355$0.75$0.7582.67%-7
8/11/2022IWMIron CondorSeptember 23, 2022 220/215 - 173/168$0.77$0.7788.09% - 88.06%-5
Closed Trades
Open DateClosed DateTickerStrategyTradeOpen 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%