masatumas
I'm masatumas. I trade the wheel. Spreadsheets died at trade #47. Building Thetary to solve this forever. This is my income portfolio. Come watch.
Week 28
07/07/2025 - 07/11/2025Views: 130Incomes & Trades
| S | M | T | W | Th | F | S | Total |
7 202.30 7 202.30 | 8 | 9 160.59 9 160.59 | 10 -50.06 10 -50.06 | 11 536.70 11 536.70 | 849.53 849.53 |
YTD PL%
PL Breakdown
Risks Heatmap
End-of-Day Risks Heatmap (2025-07-07).
This matrix shows theoretical profit/loss scenarios for options positions based on two key factors: Delta (sensitivity to stock price movement) and Theta (time decay). The vertical axis displays Delta values while the horizontal axis shows different time periods. Each cell displays values based on your selected format (dollar amounts, percentage changes, or both), with green highlighting indicating profitable scenarios. The matrix illustrates how directional exposure and time decay interact, assuming other variables remain constant.
Commentary
Weekly positioning generated solid income through successful MSTR and RIVN roll management, with the MSTR 395C roll capturing $536.70 in premium.
At the same time, RIVN adjustments added over $210 in net credits despite requiring multiple defensive moves. Position sizing appeared appropriate with concentrated exposure in high-conviction RIVN trades (8 contracts) balanced by conservative single-lot positions in MSTR and GME.
Also, YMAX dividend income provided steady returns of $107.76 in passive income.
Overall strategy execution was effective with defensive rolls properly monetized and small CRCL losses minimized through timely closures, resulting in strong positive P&L driven primarily by premium collection and dividend income.
When volatility pays the bills, even defensive adjustments can be profitable.