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Premium-Selling

expiration day: everything is already automated
2:30 AM. may 15. today is standard monthly options expiration. third friday of the month. the SPX condors i’ve been running since late april close today, or they already closed this week because the system flagged them as targets before i ever had to think about it.
roll logic: automating when to hold, roll, or close short premium
2:15 AM wednesday. A. made pasta around 7, crashed by 10 - she had a brutal deadline at work today. i cleaned the kitchen, sat down to “just check something,” and have been staring at this roll management code for four hours.
one year: system check
5:30 AM. may 11. she went to bed before me last night, which almost never happens. i stayed up reading market structure notes until around 2, realized sleep wasn’t coming, made coffee. opened the laptop.
may cycle setup: scanning the iv surface, automating strike selection
2:30 AM. wednesday. april is basically wrapped. last weekly expiration cleared friday. monday was flat, tuesday had one small SPX position that ticked through on delta and I let it ride — closed today for +$1,100. running estimate: april MTD somewhere around +$16,500 when everything settles. YTD is going to land around +1.5%.
april theta harvest: weekly closed clean, colo queue backed up, thursday hit different
2:30 AM. friday night. A. made chicken marsala — she does it maybe once a month and I forget every time how good it is. ate around 7, she went back to her desk, lights off in the bedroom by midnight. apartment’s quiet. been staring at P&L since 11.
options contract lifecycle: building the roll engine and pin risk detector
2:30 AM wednesday. A. left the kitchen light on when she went to bed, which means she had a late session too. checked on her around midnight — still at her desk, headphones on, coding something for a client. now she’s asleep and I’m at mine.
q1 factor attribution: theta is the edge, delta drift is the problem
q1 is in the books. three months, roughly flat performance, and a clear pattern in the trade data that tells me exactly what needs to change for q2. jan: +2.1%. feb: -1.3%. march: -0.9% (locked at friday close). quarter: -0.13% net. account moved from $1.196M to about $1.194M. call it flat with a slight downside tilt.
theta decay tracking - why i obsess over time
3am on a monday and i’m watching theta tick down across my options book. most people don’t realize how much money they’re leaving on the table by not tracking theta properly.