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WNTRYieldMaxOption-Income

as of Oct 23, 2026

Holdings
7
Options
11
AUM
$53M
Total Wt
113.1%
Net Flow 7d
0.0%
Option ActivityWed, Oct 14 – Fri, Oct 23

8 rolls Β· 6 opened Β· 5 spreads Β· 1 added Β· 1 expired Β· 1 other pair Β· 1 synthetic

Fri, Oct 23vs Thu, Oct 226 trades
OpenedMSTR
134P 10/30/26 Β· long
134P 10/30/26 +2,500 (0 β†’ 2,500)
OpenedMSTR
141P 10/30/26 Β· written
141P 10/30/26 -1,500 (0 β†’ -1,500)
OpenedMSTR
140P 10/30/26 Β· written
140P 10/30/26 -1,000 (0 β†’ -1,000)
SpreadMSTR
10/23/26 133/127 put spread Β· credit Β· closed
127P 10/23/26 -500 (500 β†’ 0)133P 10/23/26 +500 (-500 β†’ 0)
SpreadMSTR
10/23/26 131/123 put spread Β· credit Β· closed
123P 10/23/26 -500 (500 β†’ 0)131P 10/23/26 +500 (-500 β†’ 0)
SpreadMSTR
10/23/26 138/132 put spread Β· credit Β· resized
132P 10/23/26 -470 (970 β†’ 500)138P 10/23/26 +470 (-970 β†’ -500)
Thu, Oct 22vs Wed, Oct 212 trades
SpreadMSTR
10/23/26 130/123 put spread Β· credit Β· resized
123P 10/23/26 -900 (1,400 β†’ 500)130P 10/23/26 +900 (-900 β†’ 0)
SpreadMSTR
10/23/26 129/122 put spread Β· credit Β· closed
122P 10/23/26 -500 (500 β†’ 0)129P 10/23/26 +500 (-500 β†’ 0)
Wed, Oct 21vs Tue, Oct 20no option trades
Show 4 earlier days
Tue, Oct 20vs Mon, Oct 191 trade
AddedMSTR
300C 12/18/26 Β· long
300C 12/18/26 +400 (3,070 β†’ 3,470)
Mon, Oct 19vs Fri, Oct 1612 trades
OpenedMSTR
123P 10/23/26 Β· long
123P 10/23/26 +1,400 (0 β†’ 1,400)
RollMSTR
152.5P 10/16/26138P 10/23/26Β· written
152.5P 10/16/26 +970 (-970 β†’ 0)138P 10/23/26 -970 (0 β†’ -970)
ExpiredMSTR
147P 10/16/26 Β· written
147P 10/16/26 +1,000 (-1,000 β†’ 0)
RollMSTR
146P 10/16/26132P 10/23/26Β· long
146P 10/16/26 -970 (970 β†’ 0)132P 10/23/26 +970 (0 β†’ 970)
OpenedMSTR
130P 10/23/26 Β· written
130P 10/23/26 -900 (0 β†’ -900)
RollMSTR
150P 10/16/26131P 10/23/26Β· written
150P 10/16/26 +500 (-500 β†’ 0)131P 10/23/26 -500 (0 β†’ -500)
RollMSTR
144P 10/16/26142P 10/23/26Β· written
144P 10/16/26 +500 (-500 β†’ 0)142P 10/23/26 -500 (0 β†’ -500)
PairMSTR
141P 10/16/26 + 143P 10/16/26 Β· equal size, no standard shape
141P 10/16/26 -500 (500 β†’ 0)143P 10/16/26 -500 (500 β†’ 0)
RollMSTR
140P 10/16/26127P 10/23/26Β· long
140P 10/16/26 -500 (500 β†’ 0)127P 10/23/26 +500 (0 β†’ 500)
RollMSTR
137P 10/16/26136P 10/23/26Β· long
137P 10/16/26 -500 (500 β†’ 0)136P 10/23/26 +500 (0 β†’ 500)
OpenedMSTR
133P 10/23/26 Β· written
133P 10/23/26 -500 (0 β†’ -500)
SyntheticMSTR
12/18/26 130.02 synthetic short (stock exposure) Β· resized
130.02C 12/18/26 -400 (-3,470 β†’ -3,870)FLEX130.02P 12/18/26 +400 (3,470 β†’ 3,870)FLEX
Fri, Oct 16vs Thu, Oct 152 trades
RollMSTR
152.5P 10/16/26129P 10/23/26Β· written
152.5P 10/16/26 +500 (-1,470 β†’ -970)129P 10/23/26 -500 (0 β†’ -500)
RollMSTR
148P 10/16/26122P 10/23/26Β· long
148P 10/16/26 -500 (500 β†’ 0)122P 10/23/26 +500 (0 β†’ 500)
Thu, Oct 15vs Wed, Oct 14no 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…