Sold 2 SPX and 2 XSP for 80 points below futures price and 2 SPX for 185 points above futures price.
Settled for premium, since the low IV scares me.
Sold 2 SPX and 2 XSP for 80 points below futures price and 2 SPX for 185 points above futures price.
Settled for premium, since the low IV scares me.