Wednesday, September 2, 2009

09/02 RUT Iron Butterfly

The position didn't recover as much P&L as the MNX trade, I wasn't too excited about the deltas and vega, so I added a long OCT Put to cut things down a bit. This is the first time I trade the RUT Iron Butterfly and it is interesting to see how different the greeks are from the MNX trade.
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