Friday, March 25, 2011

Update on Nf Option Hedging Strategy

Sold Nf march 5300 Ce @ 280 - 287= -7


Sold Nf march 5600 Pe @ 210 - 52= 158

Long Nf @ 5515-5590= 75
Total Mtm - -7+158+75=226 points.

Target Achieved call closed.

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