Tuesday, June 21, 2011

Covered Nf Option Hedging Strategy

Shorted 5400 Ce @ 210 - 18=192



Shorted 5700 Pe @ 170 - 450= -280


Short Nf @ 5550- 5250= 300


Total MTM 192-280+300= 212 points


Target achieve well before expiry
Posted by at

1 comment:

Subscribe to: Post Comments (Atom)