04/24/07 $-83.35
04/27/07 -71.75
05/02/07 -44.62
Thats a decay of 37.5% compared to 04/27.
Margin required at my broker is about $400.
For $-4,464 I would need a $40,000 margin and if taking factor 2 I would need a $80,000 bankroll.
Vix at 13.08
VIXK07 at 13.16...