Thursday, June 25, 2009

hedging the delta

Now my combined position is delta negative, i sold 2 contracts of Jul 825 put at 3.2 with a total credit of $640.

The combined position is still delta negative. I plan to sell some more puts tomorrow morning.

Total debit for the whole portfolio = $5970 - 640 - 2975 = $2355

No comments:

Post a Comment