Wednesday, June 26, 2013

Completed August option income inventory with another DC for RUT

Today, market is slightly up at the moment. RUT is pulling back after touching the 50DMA. I bought a RUT August/Sept double calendar to complete my August high probability option selling portfolio as shown below. This trade brought in additional Theta of $10. Since the RUT did not change much at the time of my order, it took more than one hour for the order to get filled.
Currently the portfolio is perfectly delta neutral. The curve shows more potential profits if market goes down which reflects my market outlook at present.

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