Friday, January 21, 2011

Update on Nf option Hedging Strategy

Short Feb.5500 Ce @ 255 -297= -42

Short Feb.5800 Pe @ 205 -170= 35

Long Nf @ 5700 -5722= 22

Total MTM recieve- -42+35+22= 15 points

Target 200 points in 15-20 days.

No comments:

Post a Comment