Rolled the proceeds from the IC into this new IC - 2/14 413C/410C/408P/405P for $1.48. Closer we get to 413 or 405 by close, the better. That’s about a 1% move. Likely? 
Closed for $2.60 (+76%).
Opened the following for earnings tomorrow:
VIX was $18.66 when I got this 2/22 VIX $19P for $0.25.
I’m clearly missing something as intrinsic should not be less than (strike-spot), since that’s arb. Perhaps because there is no “VIX” to take delivery of? Anyone know?
I believe VIX options are European-style so the options prices are based on the expected value at expiration and not the spot price, it looks like this thought is backed up here:
https://www.theoptionsguide.com/vix-option.aspx
Both ran through their wings. TTD is running particularly hard.
Only opened this - 71C/55P double calendar spread for ROKU for $1.71. The other orders didn’t fill.
Closed this for $2.15 (+26%). ROKU is surfing the call wing strike - this is what we like to see.
Opened two of the four planned calendar spreads - orders just would not fill, and stopped chasing after 10%+ of recommended.
Both are 0wk/1wk spreads, vs the 0wk/2wk I’d done the rest of the week. Feels a little less risky with just 1 day left to short leg expiry.
Also took the following because … QQQ should move 1% tomorrow, right? Opex and all… 
Opened just one diagonal calendar spread for tomorrow’s earnings. The rest do not have liquid options or are too expensive.
Closed this out for $4.60 (-11%). On one hand, we are below the long put strike of 298 (294 currently), which we always like to see, with 30 days left. On the other hand, depending on FOMC, there is a non-trivial chance market rips. Then I’ll have to climb all the way to the other side to be green. Not taking that risk. Will likely reload some version of this after FOMC tomm with rebalanced wings.
To catch the potential move tomorrow, got this 2/24 299C/297C/292P/290P QQQ “inverse iron condor” for $1.35. Just needs to move 1.4% to capture max profit of $2.
Closed for $2.75 (+25%). Apparently left some value on the table (Optionstrat showing 44% now), but price had spiked right through the $180 call legs, and there was no way to know it would come back down.
Seems like I forgot to note a pair of trades. Rolled this to a different strike 301C/299C/295P/293P IIC yesterday for $1.02, as market had moved up. Lost 10 cents (-7%) on the roll, iirc. Closed just the put leg earlier today for $1.70 (+67%), let the call leg expire otm.
Holding nothing over the weekend. Not enjoying the intra-day volatility but the week overall being choppy - that is not good for these plays.
Got the following double calendar spreads for earnings overnight:
Not a good haul today:
3 out of the 4 plays ended up pretty much near the middle of the wings. Which is quite the undesirable place to end at. Didn’t want to risk holding into the day in case they all keep middling.
The following two filled, DLTR did not:
$ZIM dipped a bit today, picked up 3/17 23C/23.5C call spreads for $0.20.
Earnings are 3/13, should rise into then. Not sure why it dropped today though; could just be retrace to trendline, which ZIM tends to do.
Got the following double calendars for earnings overnight:
They are all 0-1, and a bit on the pricey side. Took them thinking the 1DTE on the short leg should work out better than if it was 3-4DTE… COST did not fill.
GME should move 10% ($2) in one direction or other in the next 2 days, right?
26C/25C/23P/22P IIC for $0.60.
Edit Mar 24: Closed these off for a scratch.
