Wednesday, July 29, 2009

07/29 MNX Iron Butterfly

No major change, P&L got a small decrease because the volatility increased Today. Nothing major to say, except that I have orders to cut delta if we move beyond the expiration B/E point to the up-side as noted in the TOS risk profile bellow:


Position's History
07/28 MNX Iron Butterfly
07/27 MNX Iron Butterfly
07/23 MNX Iron Butterfly
07/22 MNX Iron Butterfly
7/21 MNX Iron Butterfly
07/20 MNX Iron Butterfly
07/17 MNX Iron Butterfly
07/16 MNX Iron Butterfly *New*

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