Sold 2 SPX and 1 XSP for 150 points below futures price and 2 SPX for 140 points above futures price. Maybe now the premiums match the risk.
Looks like another high-theta day. Let’s see where it’s headed.
Sold 2 SPX and 1 XSP for 150 points below futures price and 2 SPX for 140 points above futures price. Maybe now the premiums match the risk.
Looks like another high-theta day. Let’s see where it’s headed.