Wednesday, July 29, 2009

07/29 Daily Summary

Today I am glad to report there are no major changes. I'd like to report P&L improvement on all positions, however, because volatility actually increased, only a few positions posted small gains, the others had the daily theta erased by the increase in volatility.

One way or another, just another day in paradise. :)

Position's details:
07/29 IBM Calendar
07/29 RUT 30-day Iron Condor
07/29 MNX Iron Butterfly
07/29 SPY Double Diagonal

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