After trading automated, noticed all the cool kids here at ET trade options.
So here's my attempt at that.
ES 22Nov Fly @ 2010/2035/2060
L 1 2060 C : 2.35
S 2 2035 C : 11.4
L 1 2010 C : 28.9
Net Credit : 8.7
Delta : -6.89
Gamma : - 1.52
Theta + 22.8
So here's my attempt at that.
ES 22Nov Fly @ 2010/2035/2060
L 1 2060 C : 2.35
S 2 2035 C : 11.4
L 1 2010 C : 28.9
Net Credit : 8.7
Delta : -6.89
Gamma : - 1.52
Theta + 22.8
