I'll be posting the updates Tomorrow. I've had a pretty busy day. Only a few things happened Today:
1) Closed the SPY Double Diagonal: Got to 15 trading days and decided to take whatever I had, about 5% ROI.
2) Adjusted MNX Iron Butterfly at closing: Bought a long PUT to keep my delta:theta ratio under 1:1, this ensures I won't have any nasty surprise to the down-side nor the up-side.
3) Added a paper RUT Iron Butterfly. I now have 3 iron butterflies to manage, these will be a bit bigger in size to mirror my desired size in the near future.
I want to start posting these blogs in the mornings before the market opens, by the end of day I'm pretty much toasted after a long day of work. So will start this shift Tomorrow.
Cheers!
Gustavo
Tuesday, June 23, 2009
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