Tuesday, March 17, 2009

Unwinding the long position

Market is usually quiet before Fed meeting. I am so surprised that the market was so strong at close. I closed some APR 480 call at $1.0 this afternoon.

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 0.75
RUT APR 490 call : ratio -0.25

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