Friday, January 28, 2011

Update on Nf Option Hedging Strategy

Short Feb.5500 Ce @ 255 -201= 54


Short Feb.5800 Pe @ 205 -225= -20
 
 
Short Nf @ 5650 - 5628= 22


Total MTM recieve- 54-20+22= 56 points


Target 200 points in 15-20 days
Posted by at

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)