Abraham Delacey

Leaning against the 200d for $CRM SalesForce utilizing call diagonal & put cal

Fears of
- Increased competition from rivals
- Market saturation & maturity
- Economic downturn impacts sales
- Longer sales cycles emerging
- Customer budget constraints tighten

Im short $SNOW 1.5x IM Feb 26th

Long March standards higher ▲ strangle

I'm short the expected move for $BUD on Feb 28th Expiration

Im long the straddle for Mar 21

Long $KTOS via ratio spread.

2:1 ITM Call v. ATM Call

Mimics 100 shares for 1/2 the cost but forces a expiration to my "fake" shares for a simple explanation

Current play for $TLT

Long (2) ATM Calls
Short (1) OTM Call

Opened up this for $COST ER

I sold put vertical 930/940 to help fuel my 960p Calendar.
By doing this my right tail gives a faster payout than simply running a Fly Calendar.

I felt COST would recover and got out early this morning. Nearing 100% return on initial db

The premise is the sell to open strike doesnt go in the money and funds the back dated call with the expectation price stays inflated so premium doesnt drop. Its best when you feel things could be range bound but believe it could pop and want to hold a position still

Short term $SPY Call Calendars work again.

For instance & clarification

If I believe $SPY trades 603 by EoW. I grab a strike from 600-603 FOR EX. NOT ADVICE

But the chances of happening are low today. I continuously sell the 603 strike for 11/25-27 until I feel 603 can be breached and now I have a discounted ATM/ITM Call to play

Been running Call Calendars on $SPY off the morning dips for example below. Goal is be positioned for days like today. Felt a rebound was on its way and minimized risk.

Completely out of the 600c for 520% gain on 5 contracts

Looking to position for $NVDA $PANW with some wide double diagonals. Considering 20▲ in terms of how wide. No position filled yet. Spreads are a bit large and considering other structures.

Safe the say the play is blown BUT at $30/contract its just a tickle

Structure for TGT ER (long)

Long slightly OTM Calls Dec 6th ( high exposure to collapse premium )

Im selling further ^ OTM on Nov 22nd and capping my losses to 2 strikes beyond

Constriction of the profile happens with a stall out

I have a ~$30/contract downside risk

Up over 100% from downside risk. Dec 6th expiration stayed inflated and prem melted off Nov 22nd strikes.

Call side exited and now reconstructing for potential stall out. Upside ( return to 50d ) downside ( leaning heavy on 255

I am also looking to get long $WMT on the Dec 6th expiration. Selling some Nov22nd to round off my risk to the downside.

Playing a short term Double Diagonal for $LOW ER really looking for post ER restructuring in the hopes to maintain Dec position. No movement in my enemy here

Remember, peaks are always the STO strike -+ prem

Always a way to dissect risk profile

The discover tab has been great with suggestions. Im adding as I go

Holding $SHOP Diagonal into expiration and will be releasing STO side. Hoping to confirm my hold on 98 Call 15DTE

Taking profits on $SPOT Iron Condor post ER.

Thought a 5 ▲ IC would be safe and good lord that could have hurt.

Currently positioning for a recovery in $SPX $SPX 5880 current.

The Play: 2:1 Ratio $INTC
(2)STO 7/28 36c (1)BTO 7/28 39c, 8/18 34c

Why are we running this? We see that IV% high, We want to collect something. YTD highs is 36c + Prem . Stopping near there means we are out nothing being STO. But thats boring. We add our a time element 34c

The Play: Diagonal WHR
STO 145p BTO 140p

Why are we running this? We lean short term on pullbacks but secure ANY profit on ANY bullish move. To get that ANY profit UP we have to add risk DOWN. Retest of lows is going to be our enemy but we capped our risk with the 140p