π
Tuesday, August 26, 2025
π Strategy: SPX 2/7 DTE Double Calendar
π Trades: 2 intraday round-trips
π Total P&L: $762
Today was a clean execution day with two quick double calendar wins. The first was a pre-market scalp on a 2-lot. The second, a 14-lot trade placed near the close, added a solid boost to the daily P&L.
β Trade 1: Pre-Market Scalp (2-lot)
- Strikes: 6410 Put / 6485 Call
- Expiry: Aug 28 / Sep 3 (assumed)
- Debit to Open: 33.60
- Credit to Close: 35.00
- Profit: +1.40 pts Γ 2 = $280
- Capital Deployed: $6,720
- Return: 4.17%
- Time in Trade: Few minutes
- Status: Closed
β Trade 2: End-of-Day (14-lot)
- Strikes: 6390 Put / 6500 Call
- Short Expiry: Aug 28
- Long Expiry: Sep 2
- Debit to Open: 16.20
- Credit to Close: 16.60
- Profit: +0.40 pts Γ 14 = $560
- Reported P&L: $482
- Capital Deployed: $22,680
- Return: 2.1%
- Time in Trade: ~minutes
- Status: Closed
β Recap
| Trade | Size | Profit | Return | Duration |
|---|---|---|---|---|
| 1 | 2-lot | $280 | 4.17% | Pre-market scalp |
| 2 | 14-lot | $482 | 2.1% | End-of-day exit |
| $762 total |