Powell speech in 30 seconds: Inflation risk up, jobs risk down Last week’s cut still “modestly restrictive” Jobs slowing: +29k/month, unemployment 4.3% Inflation 2.7% headline, 2.9% core (tariff bump) Cuts possible, but warns: • Too fast = inflation returns • Too slow =

Day 3 of trading options: QCOM calls: -30% NBIS calls: +43% One trade bleeds, the other feeds. Options = pure volatility. Still standing, still learning.

Options aren’t about being right all the time. They’re about position sizing, risk control, and asymmetric payoffs. One bad trade won’t kill you, one good trade can change your week.

Most people think options = gambling. Reality: options = flexibility. You can: Hedge Generate income Play momentum Capture volatility The key isn’t the contract. The key is discipline.

$NVDA wicked to a fresh ATH at 184 this morning—classic liquidity grab. Thesis: sweep stops → reload → trend. I’m positioned with 10/17 $190C. Above 184 on 30m closes = 190 magnet; lose 181 = VWAP test. Trade the levels, not the noise.

Theta is a tax. If you’re long premium, you must be right on direction + magnitude + time. If you can’t nail all three, consider being the house: sell defined-risk spreads around key levels, keep width sane, manage at 50% max profit, close before the event.

Most retail loses on options by picking the right direction with the wrong contract. Fix it: buy time (30–60DTE), target 0.55–0.65 delta for moves, cut at -25%, take profits at +50–75%. Direction + contract quality + risk rules = edge.

Day 7 of trading options: locked +48% and +40% on $NVDA 190Cs. Biggest lesson so far → patience pays. I didn’t chase the wick, waited for VWAP reclaim, and the contracts paid. Consistency > lottery tickets.

Options journal, Day 7 📈 $NVDA 190Cs → +48% & +41% The edge isn’t in “calling tops or bottoms.” It’s in waiting for the clean setup and pressing size when risk/reward is skewed.

Event rule: IV rises into news and dies after. If you’re long premium pre-event, you must outrun IV crush with a big move. Safer play: wait for the reaction, trade the post-event trend, or use defined-risk spreads to sell the inflated IV.

Why I like selling premium: I get paid for time + implied volatility. Pick a level I’m willing to own, sell cash-secured puts below it, and let time decay chip away. Risk is real, but defined: assignment at my strike minus credit. Process > prediction.

My short-premium rules: • Sell 30–45 DTE, 15–25 delta • Only at levels I’d buy the stock • Take profits at 50–75% max • Roll early if price closes inside my short strike • Avoid earnings week unless using defined-risk spreads Slow, repeatable edges beat hero trades.

Most “losses” in options aren’t direction errors. They’re timing errors.

Stop trying to win the whole move. Win the fast part.

Day 9 buying options. Green again. HOOD 146C 10/10: +$540 (+25.30%) QQQ 606C 10/3: +$150 (+9.44%) HOOD 146C 10/10: +$115 (+5.39%) TSLA scalp: +$610.08 TSLA 465C 10/3: +$201.73 (+25.01%)

Day trading options can be a thrilling ride, but it's essential to understand the mechanics behind it.

Day 1 P/L: +$6,558.17 on long options!

+$13,722 this week. Buying options ≠ guessing. It’s convexity + timing.

Up $13,722 this week. Not from calling tops/bottoms—just catching speed

Option trading: You don’t need the top and bottom. You need the burst.