Monday, March 2, 2009

position adjustment

sold 40% more RUT Mar 460 call at 0.45, and sold 20% of April 490 call at 0.7. Trying to achieve 2:1 short long ratio.

After the adjustment, i have:

short Mar 460 call ratio 1.4
short Apr 490 call ratio 0.2
long Apr 480 call ratio 1.0

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