... for a 1.46 credit.
Notes: Going out to the first expiry in which the at-the-money short straddle pays greater than 10% of the stock price and selling the 16's with the intent to potentially do additive delta adjustments over time.
From a portfolio-wide perspective, I have a good sprinkling of longer-dated core exchange-traded fund positions to start out the year: some SPY, SMH, XBI, and XOP, around which I'll play single name from time to time, as well as my standard short volatility stuff in VIX, VXX, and UVXY.
Notes: Going out to the first expiry in which the at-the-money short straddle pays greater than 10% of the stock price and selling the 16's with the intent to potentially do additive delta adjustments over time.
From a portfolio-wide perspective, I have a good sprinkling of longer-dated core exchange-traded fund positions to start out the year: some SPY, SMH, XBI, and XOP, around which I'll play single name from time to time, as well as my standard short volatility stuff in VIX, VXX, and UVXY.
Dagangan aktif
Selling the June 35/52 10 delta P/16 delta C short strangle to delta under hedge for a .95 credit. Delta/theta 4.67/2.27; position value of 2.32 versus 2.41 scratch.Dagangan ditutup secara manual
Closing here for 1.98, a .43 ($43)/contract winner.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.