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TSLYYieldMaxOption-Income

as of Oct 9, 2026

Holdings
0
Options
9
AUM
$689M
Total Wt
0.0%
Net Flow 7d
-0.4%
Option ActivityThu, Sep 24 – Fri, Oct 9

11 spreads Β· 4 rolls Β· 3 opened Β· 1 synthetic

Fri, Oct 9vs Thu, Oct 82 trades
RollTSLA
375C 10/09/26390C 10/16/26Β· long
375C 10/09/26 -3,700 (3,700 β†’ 0)390C 10/16/26 +3,700 (0 β†’ 3,700)
RollTSLA
362.5C 10/09/26377.5C 10/16/26Β· written
362.5C 10/09/26 +3,700 (-3,700 β†’ 0)377.5C 10/16/26 -3,700 (0 β†’ -3,700)
Thu, Oct 8vs Wed, Oct 7no option trades
Wed, Oct 7vs Tue, Oct 62 trades
SpreadTSLA
10/09/26 362.5/375 call spread Β· credit Β· resized
362.5C 10/09/26 +300 (-4,000 β†’ -3,700)375C 10/09/26 -300 (4,000 β†’ 3,700)
SyntheticTSLA
11/20/26 370.01 synthetic long (stock exposure) Β· resized
370.01P 11/20/26 +300 (-18,709 β†’ -18,409)FLEX370.01C 11/20/26 -300 (18,709 β†’ 18,409)FLEX
Show 7 earlier days
Tue, Oct 6vs Fri, Oct 24 trades
OpenedTSLA
372.5C 10/09/26 Β· written
372.5C 10/09/26 -10,709 (0 β†’ -10,709)
OpenedTSLA
382.5C 10/09/26 Β· long
382.5C 10/09/26 +6,709 (0 β†’ 6,709)
SpreadTSLA
10/09/26 377.5/390 call spread Β· credit Β· opened
377.5C 10/09/26 -4,000 (0 β†’ -4,000)390C 10/09/26 +4,000 (0 β†’ 4,000)
OpenedTSLA
385C 10/09/26 Β· long
385C 10/09/26 +4,000 (0 β†’ 4,000)
Fri, Oct 2vs Thu, Oct 12 trades
SpreadTSLA
10/02/26 377.5/390 call spread Β· credit Β· closed
377.5C 10/02/26 +7,138 (-7,138 β†’ 0)390C 10/02/26 -7,138 (7,138 β†’ 0)
SpreadTSLA
10/09/26 362.5/375 call spread Β· credit Β· opened
362.5C 10/09/26 -4,000 (0 β†’ -4,000)375C 10/09/26 +4,000 (0 β†’ 4,000)
Thu, Oct 1vs Wed, Sep 302 trades
SpreadTSLA
10/02/26 377.5/390 call spread Β· credit Β· resized
377.5C 10/02/26 +4,850 (-11,988 β†’ -7,138)390C 10/02/26 -4,850 (11,988 β†’ 7,138)
SpreadTSLA
10/02/26 380/392.5 call spread Β· credit Β· closed
380C 10/02/26 +2,721 (-2,721 β†’ 0)392.5C 10/02/26 -2,721 (2,721 β†’ 0)
Wed, Sep 30vs Tue, Sep 291 trade
SpreadTSLA
10/02/26 385/397.5 call spread Β· credit Β· closed
385C 10/02/26 +4,000 (-4,000 β†’ 0)397.5C 10/02/26 -4,000 (4,000 β†’ 0)
Tue, Sep 29vs Mon, Sep 28no option trades
Mon, Sep 28vs Fri, Sep 254 trades
SpreadTSLA
10/02/26 377.5/390 call spread Β· credit Β· opened
377.5C 10/02/26 -11,988 (0 β†’ -11,988)390C 10/02/26 +11,988 (0 β†’ 11,988)
SpreadTSLA
09/25/26 367.5/382.5 call spread Β· credit Β· closed
367.5C 09/25/26 +7,550 (-7,550 β†’ 0)382.5C 09/25/26 -7,550 (7,550 β†’ 0)
SpreadTSLA
09/25/26 380/390 call spread Β· credit Β· closed
380C 09/25/26 +7,159 (-7,159 β†’ 0)390C 09/25/26 -7,159 (7,159 β†’ 0)
SpreadTSLA
10/02/26 380/392.5 call spread Β· credit Β· opened
380C 10/02/26 -2,721 (0 β†’ -2,721)392.5C 10/02/26 +2,721 (0 β†’ 2,721)
Fri, Sep 25vs Thu, Sep 242 trades
RollTSLA
385C 09/25/26397.5C 10/02/26Β· long
385C 09/25/26 -4,000 (4,000 β†’ 0)397.5C 10/02/26 +4,000 (0 β†’ 4,000)
RollTSLA
370C 09/25/26385C 10/02/26Β· written
370C 09/25/26 +4,000 (-4,000 β†’ 0)385C 10/02/26 -4,000 (0 β†’ -4,000)

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
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