Day 37: New SPX Double Calendar Opened — Currently Active

📅 Tuesday, August 19, 2025
📍 SPX at Entry: 6,403

Today I opened a 7-lot SPX 2/7 DTE double calendar. The market hovered near the lower end of the expected range, which made for a slightly bearish-leaning setup.


🔧 Trade Details

  • Contracts: 7-lot
  • Short Legs (Aug 21):
    • 6340 Put (STO @ 5.80 cr)
    • 6455 Call (STO @ 4.00 cr)
  • Long Legs (Aug 26):
    • 6340 Put (BTO @ 20.20 db)
    • 6455 Call (BTO @ 18.30 db)
  • Net Debit: 28.70
  • Current Credit (EOD): 28.15
  • Unrealized P/L: –0.55 pts × 7 = –$385
  • Capital Deployed: $20,090
  • Status: Open

🧠 Market Context

SPX was range-bound throughout the session, and despite a solid premium capture, implied volatility didn’t provide a boost. With short strikes ~60 points wide, the trade has room to work — but I’ll be watching for any breakout toward 6460+ or drop below 6350.


✅ Recap

  • Day: 37
  • Strategy: SPX 2/7 DTE Double Calendar
  • Capital Deployed: $20,090
  • Unrealized Loss: ~$385 (–1.9%)
  • Position Status: Open

⚠️ Disclaimer: This is my personal trading journal, shared for educational purposes only. Nothing here is financial advice or a recommendation to buy, sell, or trade. Please do your own research and understand the risks before making any trading decisions.

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