Monday, July 20, 2009

07/20 SPY Double Diagonal

SPY Kept on pushing higher Today, we're now beyond 1.5 st. deviation on the volatility cone, I have performed the first adjustment and may need to do a few more vertical rolls to cut the deltas once again if we push beyond the B/E point.



Position's History:
07/17 SPY Double Diagonal
07/16 SPY Double Diagonal
07/15 SPY Double Diagonal
07/14 SPY Double Diagonal
07/13 SPY Double Diagonal *New*


Return to home

No comments: