Blog dedicated to ETF and Index option trading strategies using credit spread and money management.
Friday, September 4, 2009
09/04 RUT Iron Butterfly
RUT almost got to the 20% profit target Today, the profit potential is very good and there is still Plenty of Theta to go along. If we end the day flat on Tuesday I'll be doing really good on this trade.
What program do you use to create the volatility cones? I'm interested in seeing the graph of my position greeks as well. Thanks for any info you can share...
Sorry if this comment is a duplicate - I tried to leave it, but don't see that it went through...
I'd love to know what program you are using to generate the probability cone and graphs of the position greeks. It would be helpful to have them. You've done a fantastic job describing what you do with each trade...
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ps: Thanks to my Lawyer friend and avid reader Chad for the disclaimer!
3 comments:
What program do you use to create the volatility cones? I'm interested in seeing the graph of my position greeks as well. Thanks for any info you can share...
Sorry if this comment is a duplicate - I tried to leave it, but don't see that it went through...
I'd love to know what program you are using to generate the probability cone and graphs of the position greeks. It would be helpful to have them. You've done a fantastic job describing what you do with each trade...
Hi Susan, thank you for your comments!
I've posted about the volatility cone and tracking charts a while back. I keep them under the "KEY Postings" link on the right-hand navigation.
http://gustavotrades.blogspot.com/2009/08/0815-key-postings.html
See the
Trade Monitor day-by-day and Understanding the Volatility Cone
Postings.
Gustavo
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