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TSIIREX SharesOption-Income

as of Oct 9, 2026

Holdings
0
Options
1
AUM
$35M
Total Wt
0.0%
Option ActivityFri, Sep 25 – Mon, Oct 12

4 opened Β· 2 synthetics Β· 2 expired

Mon, Oct 12vs Fri, Oct 92 trades
OpenedTSLA
375P 12/18/26 Β· written
375P 12/18/26 -1,070 (0 β†’ -1,070)FLEX
OpenedTSLA
380C 10/16/26 Β· written
380C 10/16/26 -535 (0 β†’ -535)FLEX
Fri, Oct 9vs Thu, Oct 83 trades
OpenedTSLA
375C 12/18/26 Β· long
375C 12/18/26 +1,070 (0 β†’ 1,070)
SyntheticTSLA
10/16/26 366.2 synthetic short (stock exposure) Β· closed
366.2P 10/16/26 +1,068 (-1,068 β†’ 0)FLEX366.2C 10/16/26 -1,068 (1,068 β†’ 0)FLEX
ExpiredTSLA
361.19C 10/09/26 Β· written
361.19C 10/09/26 +534 (-534 β†’ 0)FLEX
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 2no option trades
Fri, Oct 2vs Thu, Oct 13 trades
ExpiredTSLA
385.5C 10/02/26 Β· written
385.5C 10/02/26 +525 (-525 β†’ 0)FLEX
OpenedTSLA
361.19C 10/09/26 Β· written
361.19C 10/09/26 -534 (0 β†’ -534)FLEX
SyntheticTSLA
10/16/26 366.2 synthetic long (stock exposure) Β· resized
366.2P 10/16/26 -18 (-1,050 β†’ -1,068)FLEX366.2C 10/16/26 +18 (1,050 β†’ 1,068)FLEX
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.

Strategy Effectiveness
Analyzing option strategy effectiveness…