The trade is back at B/E, now let's see how it behaves Tomorrow. My theta:delta ratio is 12:1, so there is a good chance it will be more profitable Tomorrow. Bellow are my adjustment points.
Position's history day-by-day:
Tuesday, June 30, 2009
06/30 RUT Iron Butterfly
I did a butterfly roll at the closing hour on the RUT position, once again, it flattened my deltas and brought a lot of theta back into the picture. The butterfly roll closed my short 490 CALL and sold 2x510 CALLs.
The trade is back at B/E, now let's see how it behaves Tomorrow. My theta:delta ratio is 12:1, so there is a good chance it will be more profitable Tomorrow. Bellow are my adjustment points.
The trade is back at B/E, now let's see how it behaves Tomorrow. My theta:delta ratio is 12:1, so there is a good chance it will be more profitable Tomorrow. Bellow are my adjustment points.
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