Long

OPENING: /CL MAY 14TH 51/52 SHORT PUT VERTICAL (LATE POST)

Zaktualizowano
... for a 1.60 credit.

Notes: Filled this on the 27th as a delta hedge against January short call positions, one or more of which may require duration extension into February. Longer-dated than I'd like, but going out to where the at-the-money short straddle pays greater than 10% of the underlying (which actually starts in April) and religiously collecting at least 1/6th the width of the spread. Scratch on the whole works at 23.00.
Komentarz
Would note that in spite of unit imbalance (put versus call), the entire setup remains net delta short.
Beyond Technical AnalysisCrude Oil Futures WTI (CL1!)deltahedgeoptionsstrategiespremiumsellingshortputvertical

Wyłączenie odpowiedzialności