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KQQQKurvOption-Income

as of Oct 12, 2026

Holdings
19
Options
28
AUM
$138M
Total Wt
76.5%
Option ActivityFri, Sep 25 – Mon, Oct 12

12 rolls Β· 4 opened

Mon, Oct 12vs Fri, Oct 9no option trades
Fri, Oct 9vs Thu, Oct 8no option trades
Thu, Oct 8vs Wed, Oct 7no option trades
Show 7 earlier days
Wed, Oct 7vs Tue, Oct 6no option trades
Tue, Oct 6vs Fri, Oct 216 trades
RollAMD
585C 10/02/26670C 10/16/26Β· written
585C 10/02/26 +126 (-126 β†’ 0)670C 10/16/26 -126 (0 β†’ -126)
RollGOOGL
375C 10/02/26370C 10/16/26Β· written
375C 10/02/26 +210 (-210 β†’ 0)370C 10/16/26 -210 (0 β†’ -210)
RollINTC
118C 10/02/26133C 10/16/26Β· written
118C 10/02/26 +570 (-570 β†’ 0)133C 10/16/26 -570 (0 β†’ -570)
RollAAPL
352.5C 10/02/26350C 10/16/26Β· written
352.5C 10/02/26 +210 (-210 β†’ 0)350C 10/16/26 -210 (0 β†’ -210)
RollMU
1100C 10/02/261200C 10/16/26Β· written
1100C 10/02/26 +60 (-60 β†’ 0)1200C 10/16/26 -60 (0 β†’ -60)
RollAMZN
270C 10/02/26265C 10/16/26Β· written
270C 10/02/26 +255 (-255 β†’ 0)265C 10/16/26 -255 (0 β†’ -255)
RollNVDA
232.5C 10/02/26250C 10/16/26Β· written
232.5C 10/02/26 +245 (-245 β†’ 0)250C 10/16/26 -245 (0 β†’ -245)
RollMSFT
520C 10/02/26540C 10/16/26Β· written
520C 10/02/26 +110 (-110 β†’ 0)540C 10/16/26 -110 (0 β†’ -110)
RollAVGO
380C 10/02/26380C 10/16/26Β· written
380C 10/02/26 +108 (-108 β†’ 0)380C 10/16/26 -108 (0 β†’ -108)
RollMETA
725C 10/02/26790C 10/16/26Β· written
725C 10/02/26 +38 (-38 β†’ 0)790C 10/16/26 -38 (0 β†’ -38)
RollSPOT
550C 10/02/26510C 10/16/26Β· written
550C 10/02/26 +48 (-48 β†’ 0)510C 10/16/26 -48 (0 β†’ -48)
RollTSLA
390C 10/02/26405C 10/16/26Β· written
390C 10/02/26 +45 (-45 β†’ 0)405C 10/16/26 -45 (0 β†’ -45)
OpenedINTC
100P 12/18/26 Β· long
100P 12/18/26 +154 (0 β†’ 154)
OpenedMU
910P 12/18/26 Β· long
910P 12/18/26 +16 (0 β†’ 16)
OpenedAVGO
310P 12/18/26 Β· long
310P 12/18/26 +46 (0 β†’ 46)
OpenedAMD
530P 12/18/26 Β· long
530P 12/18/26 +26 (0 β†’ 26)
Fri, Oct 2vs Thu, Oct 1no option trades
Thu, Oct 1vs Wed, Sep 30no option trades
Wed, Sep 30vs Tue, Sep 29no option trades
Tue, Sep 29vs Mon, Sep 28no option trades
Mon, Sep 28vs Fri, Sep 25no option trades

Built from contract counts, not weights β€” a price move can't show up as a trade. Changes of equal size on the same stock are paired: a roll closes one expiry and opens the next, a synthetic (long call + written put at one strike) is stock exposure, not two bets. Negative = written.

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