$SPY 20260220 530.0 PUT$  A slightly reactive trade to the sudden decline today. Catastrophe hedge, going forward will also buy a bit every month or two.

$QQQ 20251125 598.0 PUT$  Exploring the use of 0DTE on QQQ as a potential bread and butter strategy.

$DELL VERTICAL 251128 CALL 149.0/CALL 125.0$  This is one side of a iron butterfly I sold a day before DELLs earnings, to capitalize on the earnings vol crush.  I bought very cheap 5 delta OTM hedges, 1 put and 2 calls, just in case to protect against outlier moves.

$ORCL VERTICAL 250912 CALL 295.0/CALL 270.0$   Closing the call side of the ORCL iron condor earnings trade. Will just take the 'L' on this trade as I don't want to roll it out and have to baby another position. Learned an expensive lesson from this trade. [Spurting]   Fortunately, I learned something interesting about options convexity from this position. Moving forward for earnings trades, will treat them as what it is, just a bet. [What]   Will be exploring cheap ways to exploit options convexity for future earnings trades.

$CSCO STRADDLE 251114 CALL 72.0/PUT 72.0$  Got out of this earnings trade too early, should have waited 30 minutes after market open before closing.

$QQQ 20251128 618.0 CALL$  Got liquidated on this call option when it spiked ITM nearing market close, even though it could have ended up being a profitable trade. At least now I know to keep track of early market closing hours and the do-not-exercise feature. [Facepalm]  

$C 20260116 130.0 CALL$  Seems like poised for an explosive move, will make a bet here.

$MSFT 20251031 600.0 CALL$  Convexity bet for upcoming earnings, also taking advantage of pre-earnings announcement drift.

$PLTR DIAGONAL 260918/251121 CALL 195.0/CALL 220.0$  Long term LEAPs play on PLTR, adding a short call in case of temporary pullbacks, where I'll roll down to collect more credit.

$AMZN 20251219 300.0 CALL$  Convexity bet on AMZN. Noticed some unusual options volume, will make a bet.

$NVDA 20251219 220.0 CALL$ view order details.

$Strategy(MSTR)$ view order details.@Trade Feed Decoder

$FIG 20251017 50.0 PUT$  Speculative play based on hypothesis that IPO stocks would eventually crash down to earth. Exiting because I was expecting a larger increase in the options value when prices dipped but it didn't happen.

$GOOG 20260116 185.0 CALL$  after my short strike got assigned. This was part of a poor man's covered call position. Long call was also approaching 90 days expiry anyway. Will take a pause before deciding where to allocate the freed capital.

$AMZN 20260220 300.0 CALL$ view order details.

$QBTS 20251219 36.0 CALL$  Speculative momentum trade. One of many test trades exploring the use of cheap OTM options to exploit momentum in speculative stocks.

Top/Bottom 12 month momentum score + frog-in-a-pan score for S&P500 and NAS100 stocks (July 2025) Momentum: Past 12 months momentum excluding current month. Frog-in-pan-score: Measure of jumpyness/smoothness of momentum. (More negative = smoother, better quality momentum) Scores are ordered in the following format (momentum, frog-in-a-pan-score) Only stocks with a negative frog-in-a-pan-score are included) The idea is to long stocks with the highest quality momentum and short those with the lowest quality momentum in a portfolio. Be mindful/selective of your shorts, since stocks tend to have a positive drift over time. Top 10 momentum winners PLTR (5.3818,-0.1527) APP (4.2067,-0.1091) GEV (3.0899,-0.1527) AXON (2.8138,-0.1200) HWM (2.4049,-0.1455) VST (2.2699,-0.0727) DASH (2.2661,-0.1

$PLTR 20251219 310.0 CALL$  Convexity bet on PLTR earnings.