Thursday, November 18, 2010

Update on Nf Option Hedging Strategy

Option Hedging Strategy

Short 6100 Ce @ 290-119=171

Short 6400 Pe @ 210-395= -185

Short Nf @ 6250-5995=255

Total MTM- 119-185+255=189 points

Target 200 points in 15-20 days
Posted by at

1 comment:

Subscribe to: Post Comments (Atom)