By the end of the day I started to roll the delta hogs in order to balance my deltas and keep the position’s theta up. Let’s see what Tomorrow brings.
Thursday, October 1, 2009
10/01 MNX Iron Butterfly
As MNX crashed down, one of my contingent orders didn’t fire up properly, luckily I was there and caught with if right before any major damage was done. I think I had mark +0.02, while it should have been mark +0.03 in order to get a fill.
By the end of the day I started to roll the delta hogs in order to balance my deltas and keep the position’s theta up. Let’s see what Tomorrow brings.
By the end of the day I started to roll the delta hogs in order to balance my deltas and keep the position’s theta up. Let’s see what Tomorrow brings.
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