Friday, 18 October 2019

Systematic Put Write - October 2019


Today is October Option Expiration day and it is time to review the movements done following our strategy. I would also like to review last month movements since I was not able to do it on time.

IBEX 35 on October 18th 2019. Source Investing

Both September and October have been profitable for the strategy although the underlying IBEX 35 has outperformed us during this time.

For September I had sold a 8600 PUT, for 202,35€ and for October I sold a 9100 PUT for 125,35€. Both options expired worthless, which represent a profit of 327,70€ (or + 3,50%).

Considering this, since its inception, the Put Write Strategy is at +0,8%.