Futures Cheat Sheet

Courtesy of  Katie from TastyTrade she put together this great futures cheat sheet with the tick size, margin requirements, deltas, and trad...

Short gamma and short option affects on futures

Yesterday the market had a quick and fast drop in the ES futures, but you be reversed partly due to triple witching options expiration week....

Futures Ticks sizing

Futures Tick sizing and Dollar per point Market Symbol Tick Size $/ Tick $/ point S&P Emini /ES 0.25 $12.50 $50 Nasdaq /YM 0.25 $5....

2016 Annual pivots

Here are the 2016 pivot calculations: TICKER R2 R1 PP S1 S2 RUT 1,412.98 1,274.44 1,157.45 1,018.91 901.92 /ES 2,303.25 2,169.50 2,000....

CFTC Commitments of Traders data

The  legacy  COT reports divide reportable traders into the two broad categories of  “commercial” and  “non-commercial.”  The  “commerci...

Shorted crude oil futures @71.5 closed @72.25

6/29 I sold short the crude oil futures (/CL) at 71.5. I thought that the contract would pull back a bit after the huge rullup today. After ...

When a loss is a good loss.

I bought BOT +1 /QMH9 @39.225 CME, /QMH9 MARK 39.225. My loss target was reach below 38.5 and I SOLD -1 /QMH9 @38.525 CME, /QMH9 MARK 38.525...