Friday, February 19, 2010

02/19 MNX Iron Butterfly

As much as I wanted to touch the trade, I decided not to mess with it during this week, left it all for the market to decide (with contingent orders). The deltas are higher than I usually let them be, but in the same time, volatility compressed through the week and I see that if it gets to my up-side adjustment I’ll be able to hedge without any major impact in the P/L.

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