Thursday, April 7, 2011

Nf Option Hedging Strategy

Short Nf 5800 Ce @ 210- 166=  44



Short Nf 6100 Pe @ 180-214 = -34


Short Nf  @ 5950 -5910        =  40


Total MTM                              50 points

Target 200 points in 15-20 days

No comments:

Post a Comment