Physik

Diary | 2/20/2020 | RUT Spread

Physik Cập nhật   
TVC:RUT   US Small Cap 2000 Index
Description: Initiating a long delta position in $RUT via a credit spread.

Justification:
- Directional Play: Yes, adding long delta and improving my theta/vega numbers with this short duration, high IV play.
- Technical: Below 20 and 50 moving averages. We finally saw what markets crashing down looks like (again); in the /ES we took out a VPOC and currently sitting in last week's balancing zone.
- Fundamental: Earnings continue to improve; Fed really supportive; jobs data positive; ISM manufacturing higher; market participants equally split between bullish and bearish. Virus data questionable.

If/Then:
- Take profit? 50% of credit received.
- Where will you hedge? $1605

Strategy Details:
- Short and Long leg: $1595, $1575
- Short Leg Delta: 0.10
- Duration: March 6

Disclaimer: This is a page where I look to share knowledge and keep track of trades. If questions, concerns, or suggestions, feel free to comment. I think everyone can improve (myself especially), so if you see something wrong, speak up.
Giao dịch đang hoạt động:
Added:
Bình luận:
Crazy week and tons of adjustments. Will post updates as soon as I get a chance.
Giao dịch đang hoạt động:
Giao dịch được đóng thủ công:
Closed remaining position for $1.00DB.

This is a page where I look to share knowledge and keep track of trades. If questions, concerns, or suggestions, feel free to comment. I think everyone can improve (myself especially), so if you see something wrong, speak up.
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