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Quant Trader
Expert-Level Options for Sophisticated Traders

Cabot Options Institute – Quant Trader Portfolio: August 5, 2022

An updated portfolio for Cabot Options Institute – Quant Trader.

Portfolios are updated every Friday.

Open DateTickerStrategyTradeOpen PriceCurrent PriceCurrent ProbabilityDelta
7/14/2022SPYIron CondorAugust 19, 2022 417/412 - 335/330$0.70$2.5958.11% (call) - 98.35% (put)-11
8/1/2022SPYBear CallSeptember 16, 2022 439/444$0.70$0.7385.60%-5
Closed Trades
Open DateClosed DateTickerStrategy TradeOpen PriceClosing PriceReturn
6/2/20226/13/2022SPYBear Call Spread7/15/22 440/445$0.70$0.0514.94%
6/8/20226/17/2022XOPBear Call Spread7/15/22 190/195$0.70$0.0415.21%
6/22/20227/13/2022SPYBear Call Spread7/29/22 405/410$0.75$0.358.70%
6/30/20227/25/2022IWMIron Condor8/19/22 195/200 - 145/140$0.70$0.347.76%
7/8/20227/28/2022GLDBull Put Spread8/19/22 155/150$0.60$0.169.65%