J Johno Oct 15, 2008 #11 Quote from newguy05: wrote the positon atm for 35pt credit: short JUN 960C long DEC 960C net vega -1.4, theta 0.3, stop loss around mid nov and/or if vix explodes from the current 60 (will evaluate) More... Excellent, I would be interested to know how it trades along! Best Regards Johno
Quote from newguy05: wrote the positon atm for 35pt credit: short JUN 960C long DEC 960C net vega -1.4, theta 0.3, stop loss around mid nov and/or if vix explodes from the current 60 (will evaluate) More... Excellent, I would be interested to know how it trades along! Best Regards Johno