$SPY 20260220 530.0 PUT$  A slightly reactive trade to the sudden decline today. Catastrophe hedge, going forward will also buy a bit every month or two.

$QQQ 20251125 598.0 PUT$  Exploring the use of 0DTE on QQQ as a potential bread and butter strategy.

$DELL VERTICAL 251128 CALL 149.0/CALL 125.0$  This is one side of a iron butterfly I sold a day before DELLs earnings, to capitalize on the earnings vol crush.  I bought very cheap 5 delta OTM hedges, 1 put and 2 calls, just in case to protect against outlier moves.

$ORCL VERTICAL 250912 CALL 295.0/CALL 270.0$   Closing the call side of the ORCL iron condor earnings trade. Will just take the 'L' on this trade as I don't want to roll it out and have to baby another position. Learned an expensive lesson from this trade. [Spurting]   Fortunately, I learned something interesting about options convexity from this position. Moving forward for earnings trades, will treat them as what it is, just a bet. [What]   Will be exploring cheap ways to exploit options convexity for future earnings trades.

$CSCO STRADDLE 251114 CALL 72.0/PUT 72.0$  Got out of this earnings trade too early, should have waited 30 minutes after market open before closing.

$QQQ 20251128 618.0 CALL$  Got liquidated on this call option when it spiked ITM nearing market close, even though it could have ended up being a profitable trade. At least now I know to keep track of early market closing hours and the do-not-exercise feature. [Facepalm]  

$C 20260116 130.0 CALL$  Seems like poised for an explosive move, will make a bet here.

$MSFT 20251031 600.0 CALL$  Convexity bet for upcoming earnings, also taking advantage of pre-earnings announcement drift.

$PLTR DIAGONAL 260918/251121 CALL 195.0/CALL 220.0$  Long term LEAPs play on PLTR, adding a short call in case of temporary pullbacks, where I'll roll down to collect more credit.