Quant Weekly Recap 8/20/2016

Natural Gas September cycle. We closed the cycle with a profit of +$200 per strangle.

Crude Light October cycle. We closed the September cycle with a small loss (about $100) and we are now already busy managing the October strangle. The Crude Light rallied over 20% in just two weeks. The 5300 call is showing a loss of $170 but the 4000 put shows a profit of $80 for a total open loss of $90 per strangle.

ES August cycle. We sold the 1980 Put for $170 (open profit +$150) and no call due to the poor premiums available this month.

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