Friday, February 18, 2011

Update on Nf Option Hedging strategy

Sold Nf march 5300 Ce @ 280 - 328= -48

Sold Nf march 5600 Pe @ 210 - 170= 40


Long Nf @ 5500-5550=50


Total Mtm -48+40+50= 42 points


Target 200 points in 15-20 trading days

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