Kevin_in_GA
4,599 posts
msg #133118
- Ignore Kevin_in_GA |
12/7/2016 8:32:53 PM
Did I say well-behaved? Not. After today's moves up the call verticals are again under some pressure. I will wait until the end of the week before taking any corrective actions, but I may have to roll these out a month, or roll them up and take a small hit.
SOLD 5 RUT DEC15 1180/1190/1390/1400 IRON CONDOR - NET CREDIT OF $0.99 PER CONTRACT
DAYS TO EXPIRATION: 7
DELTA FOR PUT VERTICAL: -0.01
DELTA FOR CALL VERTICAL: 0.21
SOLD 5 SPX DEC15 2260/2270 IRON CONDOR - NET CREDIT OF $0.67 PER CONTRACT
DAYS TO EXPIRATION: 7
DELTA FOR CALL VERTICAL: 0.27
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