Friday, June 26, 2009

06/26 RUT Iron Butterfly

Added a PUT vertical spread (2x 470/440) to increase Theta and cut some Deltas on the trade. I want to maximize time decay over the weekend, I have plenty long AUG CALLs to sell if we start dropping next week and if we move higher the delta will be flat enough.

Position's history day-by-day:

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