Options Theta Program

Options Theta Program

The Options Theta Program utilizes weekly trends and signals to decide which markets to trade and in which direction. Once a market and direction are identified, the advisor will then compare Theta values for different strike prices in different expiration dates (most of the time). Once the desired ratio is found, the advisor will look to sell premium in one expiration date and buy premium on another expiration date while looking to collect credit from the transaction. The advisor feels that collecting premium without trading completely naked options offers an edge when it comes to risk management. The program will look for day-trades in several markets each day in order to have diversification between market segments.

Diversification using different markets with different “personalities” offers an edge versus only trading on a specific market.

The advisor believes that markets go through cycles of low volatility and high volatility, cycles of trending price action and choppy price action as well as cycles of higher volumes compare to lower volumes.

Currently the advisor is planning to trade liquid markets that offer volatility and volume from a variety of sectors of US futures contracts including but not limited to indices, rates, metals, energies, currencies, grains, meats and softs. The advisor implies his own set of rules as far as profit levels, maximum number of markets he can be at in any given time and appropriate risk/reward per trade.

Prospects who are interested, should read the full disclosure document.

ACCOUNT SIZE:

The minimum account size for the Options Theta Program is $25,000.
However, the Advisor reserves the right to waive the requirements on a case-by-case basis.

COMMODITIES AND OPTIONS TRADED:

The primary markets traded in the Options Theta Program will be e-mini indices, bonds, major currencies, gold, silver, copper, wheat, beans, other grains, major energies, sugar and coffee futures.
However, the Advisor reserves the right to trade any and all commodity futures contracts, futures spreads and options on futures on domestic exchanges only. The Advisor will make decisions such as when to add or delete a commodity from his trading list due to an increase or decline in volatility or when to stop trading a particular contract month and begin trading another.

FEES:

Commissions: $10.00 per round-turn per contract
Management fee: 2% per annum.
Incentive fees: 25%

RESULTS:

The Options Theta program does not have current results.

Other Information

Definitions:

Largest monthly percentage drawdown- the losses experienced by the trading program over a specified period, i.e., monthly.
Largest peak-to-valley percentage drawdown- the greatest cumulative percentage decline in month end net asset value due to losses sustained by a trading program during a period in which the initial month end net asset value is not equaled or exceeded by a subsequent month end net asset value.
Monthly rate of return for this program was computed using the OAT method – accounts that experienced material additions or withdrawals were excluded from the ROR calculations for that applicable month using the OAT method of computing ROR.
Year-to-date- return for periods presented is derived by taking the final Value Added Monthly Index (“VAMI”) for the periods presented, subtracting the beginning VAMI of $1,000 and dividing by $1,000.

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