Monday, March 16, 2009

Position adjustment

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.

No comments:

Post a Comment