$137K Profit in January – My Conservative Options Portfolio Update Dear Traders, consistency beats hype. While $SPY is up 2.7% YTD and $QQQ is up 1.66%, my conservative short premium portfolio locked in 9.75% YTD and $137K in gains. Why? ✅ Selling premium where the edge is ✅ High-probability, risk-first strategies ✅ Outperforming while staying conservative It's all about consistency. Sticking to a solid trading plan, managing risk, and executing with discipline. Full breakdown in my latest YouTube video – link in the comments! 👇 Who else is selling premium in this market? Drop a 🔥 if you are! #OptionsTrading #ShortPremium #PortfolioUpdate #ThetaGang #Optionselling #Transparency #TradingPlan

$SPCX options list this week. Biggest IPO in history. $1.75T valuation. And when those options open, implied volatility will be north of 100%. Pure sentiment, no pricing history, no term structure. That's a premium seller's dream. Two IV crush events already locked in: - Earnings: September - Lockup expiration: December I'm adding $SPCX to my Trading Plan as a core trading vehicle. Trade ideas coming. Follow if you want to be there when they drop. #SPCX #OptionsTrading #Volatility

The most important chart right now isn't $SPX, gold, or Bitcoin. It's the dollar. $DXY just bounced off a trendline that's held since 2008. 2011, 2014, 2021. Every prior touch kicked off a multi-year dollar rally. Here's what most traders miss: every long you own is a short dollar position. Stocks, gold, bitcoin:native, all of it is just an asset divided by USD. When the denominator bounces, every numerator feels it. Respect the line. More to come.

Friday handed premium sellers a gift. Look at those IV Ranks. Multiple names at 80, 90, 92, built in a single session. That gap between fear-priced implied volatility and what actually gets delivered is the Variance Risk Premium. Friday stretched it to historic levels in semis. Fresh trade idea just dropped on Patreon.

The question everyone's asking about $AVGO tonight: does it beat? The more interesting question: is the options market right to price $42 of movement in two days? It wasn't last quarter: 13% implied, 5% realized. Straddle down 10% on a bullish print. Tonight: same setup, same overpricing. Three ways to take the other side in my tonight's article. Link in the comments.

In February I told you software was being mis-priced. $IGV was in the 70s. Everyone was panicking about AI destroying SaaS business models. The headlines were brutal. We sold the fear, held through the noise, rolled per the plan. The position worked exactly as intended. Now IGV is at 104. Up 40% from the lows, IV rank is still 80. The market is pricing disaster at recovery prices. That gap doesn't last. New trade idea live: why I'm back on this name and what I'm doing. Link in the comment.

Help Me Build This: OptionsJive Model Portfolio Something new is coming. I post actionable, high-probability trade ideas from our hedge fund and my personal portfolio, but that's 10-20% of the actual work. The rest is what happens after: Black Swan Hedges, vomma hedges, rolls, defense when your short strike gets breached, and the moment where you either manage the position or it manages you. Nobody shows that part publicly, so I'm going to. That's why I'm thinking about launching a fully public OptionsJive Model Short Volatility Portfolio, available to every subscriber 24/7, with every position, every roll, and every adjustment visible when it happens. And I want your broken trades too. How should I build the OptionsJive Model Portfolio?

This simple, 100% mechanical #0DTE options strategy returned 81.84% in one year ($SPY returned 26.46%). 0-DTE gets presented two ways: As gambling. Or as a magical income machine where you sell premium every morning and pretend gamma risk doesn't exist. Both are wrong. The edge is structure selection, entry logic, vol regime awareness, and knowing exactly when NOT to trade. Over the next few weeks I'm going deep into the 0-DTE strategies I actually backtest, use, and refine. Follow. It starts soon.