$AVGO 20260605 530.0 CALL$ Sold the AVGO call side of my strangle at full profit

$AVGO DIAGONAL 260605/260717 PUT 430.0/PUT 410.0$ Avgo also breached my short put and I had to roll it at a loss. 

$CRWD DIAGONAL 260605/260702 PUT 700.0/PUT 650.0$ Rolling my short put as it got breached initially with potential for assignment 

$GEV 20260717 700.0 PUT$ After the scare with CRWD converted my GEV earnings play naked put into a spread 

$MU 20260618 850.0 PUT$ Reentry at slightly higher premium to cover transaction costs

$MU 20260618 850.0 PUT$ Sold to take profit and renter at same price 

$CRWD 20260702 640.0 PUT$ This was a close one. My strangle on CRWD for earnings play was based on a study of options data and an expected move of 10% with my short at 12%. However CRWD fell before earnings and so my position became close to 11%. After earning it was broken. I rolled the short put lower and luckily the stock surged and I could exit at a small profit. For a time mark to market loss was huge. Finally I settled for this naked put

$CRWD 20260702 650.0 PUT$ This was a close one. My strangle on CRWD for earnings play was based on a study of options data and an expected move of 10% with my short at 12%. However CRWD fell before earnings and so my position became close to 11%. After earning it was broken. I rolled the short put lower and luckily the stock surged and I could exit at a small profit. For a time mark to market loss was huge.

$CRWD 20260605 860.0 CALL$ This was a close one. My strangle on CRWD for earnings play was based on a study of options data and an expected move of 10% with my short at 12%. However CRWD fell before earnings and so my position became close to 11%. After earning it was broken. I rolled the short put lower and luckily the stock surged and I could exit at a small profit. For a time mark to market loss was huge.

$DIA VERTICAL 260630 PUT 464.0/PUT 449.0$ Took profit on monthly 0.2 delta puts. If market turns this strategy will be unviable and will have to turn to calls but they have lesser premiums. 

$IWM VERTICAL 260630 PUT 243.0/PUT 255.0$ Took profit on monthly 0.2 delta puts. If market turns this strategy will be unviable and will have to turn to calls but they have lesser premiums. 

$VOO VERTICAL 260618 PUT 615.0/PUT 640.0$ Sold this was very illiquid to sell and I had to do a market sell. Surprising for VOO that it did not sell at Mid and MTM prices 

$NOW 20260618 85.0 PUT$ Closed put on NOW will consider new put later

$TSLA 20260618 320.0 PUT$ Closed Tesla put will consider new put later

$COHERENT(COHR)$ DRIP feed to portfolio 

$Lumentum(LITE)$ DRIP feed to portfolio 

$Vanguard S&P 500 ETF(VOO)$ DRIP feed to portfolio 

$HSAI 20260717 22.5 CALL$ Moved the call up and farther covered call to sell 

$PANW 20260605 250.0 PUT$ Targeting pre earnings premiums hike

$Tema Space Innovators ETF(NASA)$ Bought into tema on a dip