1 - Options Trades as Long Term Investments

Martin Mansour

Multi-Part Options Trades. My personal positions & investments.
Get a Price Discount & Reduce Risk -- by combining options and selling some premium.
Options Income Trades - Short Strangles on SPX (/ES futures) when volatility spikes; Lately have been selling premium in the Bond Futures (ZB), Gold (GC) & Oil (CL) because they're less correlated to stocks.
Market Breadth: McClellan Oscillator, Summation Index; $VIX , Put-Call Ratio, Advance-Decline, $TICK, $TRIN.
** FUTURES -- selling premium (short options for income) in Bonds ZB: and Crude Oil CL; some tail-risk hedges are in place.
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PORTFOLIO HEDGE: long QQQ March 168 Puts @ $4.40
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**Recent Trades:
long:JD, KWEB, NTES, EEM, ITA, NFLX, AAPL, BIDU, ALKS, GILD, BX, KBH, /CL - crude oil

$TRIN - 30 min - short term Arms Index, measures breadth: adv/decl percent & volume

$TRIN - close above 3 is very high

TRIN is the short term Arms Index. It measures market breadth: advance/decline percent & advance/decline volume.
A close above 2 or 3 is a short term 'oversold' indicator, and can be watched as a short term signal to buy stocks.

$TRIN - Daily, line

TRIN is the short term Arms Index. It measures market breadth: advance/decline percent & advance/decline volume.
A close above 2 or 3 is a short term 'oversold' indicator, and can be watched as a short term signal to buy stocks.

$USD - US Dollar

$VIX - timing signal: PPO 5,63 (Sell Volatility when the 5ema is 20% or more above the 63ema))

Sell Volatility when the 5ema is 20% or more above the 63ema. (scale on the Left)
How does one sell volatility? by selling options.
Sell calls on VXX or VIX; Sell puts on SVXY; Sell straddles or strangles on SPY, SPX, QQQ, etc...

$VIX:$VXV Ratio - spot vix / 3 month vix - EXIT Short Volatility Trades >> .917

http://sixfigureinvesting.com/2012/09/taming-inverse-volatility-with-a-simple-ratio/

$VVIX - 3 Years

$VVIX - Daily 5 YEARS, LINE

$VXV - 3 Month VIX, $SPX below

The 3-month VIX contracts are less volatile than the Front-Month. They're less risky & easier to trade.

$VXV - VIX Index 3 months out

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