Monday, October 26, 2009

10/26 MNX Iron Butterfly

Between Friday and Today's close one would think we didn't move much. However, the fact is that we moved higher 1 st. deviation intra-day this morning and then crashed down during the day. This created a spike in volatility and even though the position didn't move much, the volatility is keeping the profits away.. Should things settle down it will come back.

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