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Quant Trader
Expert-Level Options for Sophisticated Traders

Cabot Options Institute – Quant Trader Portfolio: July 1, 2022

An updated portfolio for Cabot Options Institute – Quant Trader

Portfolios are updated every Friday.

Open Trades
Open DateTickerStrategyTradeOpen PriceCurrent PriceCurrent ReturnCurrent ProbabilityDelta
6/22/2022SPYBear Call SpreadJuly 29, 2022 405/410$0.75$0.792.88%88.17%-3
6/30/2022IWMIron CondorAugust 19, 2022 195/200 - 145/140$0.70$0.680.40%94.19% (call) - 84.33% (put)

Closed Trades
Open DateClosed DateTickerStrategy TradeOpen PriceClosing PriceReturn
6/2/20226/13/2022SPYBear Call SpreadJuly 15, 2022 440/445 Calls$0.70$0.0514.94%
6/8/20226/17/2022XOPBear Call SpreadJuly 15, 2022 190/195$0.70$0.0415.21%