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Quant Trader
Expert-Level Options for Sophisticated Traders

Cabot Options Institute – Quant Trader Portfolio: July 15, 2022

An updated portfolio for Cabot Options Institute – Quant Trader.

Portfolios are updated every Friday.

Open Trades
Open DateTickerStrategyTradeOpen PriceCurrent PriceCurrent ReturnCurrent ProbabilityDelta
6/30/2022IWMIron Condor8/19/22 195/200 - 145/140$0.70$0.367.30%96.94% (call) - 90.05% (put)-1
7/8/2022GLDBull Put Spread8/19/22 155/150$0.60$0.93-7.07%68.84%14
7/14/2022SPYIron Condor8/19/22 417/412 - 335/330$0.70$0.672.88%92.20% (call) - 88.88% (put)-2

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 Spread7/15/22 405/410$0.75$0.358.70%