Monday, October 12, 2015

November Position Update


     Late last week, I moved my butterflies from 1,070 up to 1,110 where the position was originally initiated. This is because of the rapid move back up from 1070's to where it is now, at 1,164. Also, my Greeks were a bit off, meaning my Vega had gone positive at about 164. My Theta was also at the edge of going negative at only 4. Overall, it was a risky position. As of today, my Greeks are all within their limits and the position if up $476. The current risk profile graph looks like this:


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