I've been pretty bad at updating trades lately. Here's my most recent CML-based trades (I've developed a shorthand for the trading parameters, which I'm copying from my spreadsheet: [Symbol TradeType OptionExpiration Deltas Timing Stops/Limits] using these abbreviations: ^ = delta, x/xx = days open/closed before or after earnings{its obvious which it is}, SL/LG = stop loss/limit gain). IC means Iron Condor where I'm short higher deltas and long lower deltas
ADBE +17.5% (IC 14DTE 40/15^ 1/14, SL/LG40%)
FDX -91.8% (IC 21DTE 35/15^ 2/21) - not the SO trade; missed closing for a 40% gain by about 0.05, so that kinda sucked
STZ -20.3% (Call ~7DTE 40^ 3/1, SL/LG 40%)
NVDA +50.9% (TTM_Squeeze) - nearly stopped out for -50% before a big turnaround
INFY +37.2% (Call ~7DTE 40^ 4/1, SL/LG 40%) - closed at 40% pre-commissions
Also, I'm planning to open:
ASML (Call Mthly 40^ 3/1, SL/LG 40%)
NFLX (Call 0-7DTE 40^ 7/1, SL/LG 50%)
TXN (Call 7DTE 40^ 7/1, SL/LG 40%)
STT (Call 7DTE 40^ 3/1, SL/LG 40%)
SEIC (
Call 7DTE 50^ 7/1, SL/LG 40%) - waiting for earnings date announcement
And may consider (if premiums would result in a 30%+ return when held to expiration, which likely won't happen with JPM):
JPM (ShortPS 30DTE 40/15^ 2/29, SL50%)
WFC (ShortPS 37DTE 50/20^ 2/32) - will use Feb monthlies if I open it
Overall, I've now made 103 CML-based trades with an average gain of 7.2% and average holding period of 14 days. The post-earnings ICs have been big losers on average (7 trades / -41.8% avg) and the post-earnings Short PS's are now the most consistent (35 trades / +10.2% avg)