Friday, April 8, 2011

Update on Nf Option Hedging Strategy

Short Nf 5800 Ce @ 210- 157=  53



Short Nf 6100 Pe @ 180-220 = -40


Short Nf @ 5950 -5902 =           48


Total MTM                               61    points


Target 200 points in 15-20 days

No comments:

Post a Comment