Tuesday, October 19, 2010

Update on Nf Option Hedging Strategy

Sold NF Nov 6100 Ce @ 280-187=93


Sold Nf Nov.6400 PE @ 215-318=-103

Short Nf @ 6250-6133=117

Total Mtm- 93-103+117=107 Points

Target 200 points in 15-20 days.
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