Thursday, November 18, 2010

Covered Nf Option Hedging Strategy

Option Hedging Strategy


Short 6100 Ce @ 290-115=175

Short 6400 Pe @ 210-400= -190

Short Nf @ 6250-5980=270

Total MTM- 175-185+270=260 points

Target achieved 260 points in 8 days
Posted by at

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)