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Coach Could you identify the amount of Span Margin it would take to put on your trade below and the amount of Hair Cut Margin it would take; to get a comparison between the two types of account trading? I realize that the Hair Cut Margin would change day to day...but initially what would it...

Does the Prop Firm you trade with offer good analysis tools to determine your overall risk when all your trades are looked at in an overall portfolio basis? Do you plan on trading a Delta neutral position in your overall portfolio to take in Theta?

Coach Would you please post what your next trade or hedge would be if the index took an event drop below your break even point of 1147 within a short time after placing the trade. My analysis shows that if the index droped to 1130 by the end of June, the position with an 8% IV increase...

IV will sky rocket in a black swan event, which should increase the longer term option IV and keep some time in it very far down into the money in the case of a crash. That is also implying that the event will most likely not be more than about 100 points. Any event that is over 150 points...

At what point would you plan on doing some adjustment with a 40 point spread between the long and short. Would you let the SPX get above your short before adjusting? What would be your first adjustment strategy if the SPX reached the short? Meantime I opened a new Diagonal: SOLD...