I sold 20% of RUT Aug 480 at $1.1 this morning. Now my two positions are:
1. RUT MAR 370 call : ratio -1
RUT Apr 370 call : ratio +1
2. RUT MAR 430 call : ratio -0.25
RUT MAR 460 call : ratio -0.5
RUT APR 480 call : ratio 1.0
RUT APR 490 call : ratio -0.25
and I am delta neutral.
Mortgage rescue plan
17 years ago
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