Opening (IRA): SPY June 17th 378/September 16th 459 LPD*
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... for a 61.68/contract debit.
Comments: After having taken profit on my existing SPY short delta hedge (See Post Below), opening a new one, paying 61.68 for an 81 wide with a 397.32 break even. Selling the front month 30's and buying the back month 90 deltas to provide me with net -60 delta of hedge/contract. I've had to go with "a few" additional units here due to price pushing into my short puts (thereby increasing their delta).
The basic goal here is to keep portfolio net delta "flattish" throughout these market gyrations.
* -- Long put diagonal.
Comments: After having taken profit on my existing SPY short delta hedge (See Post Below), opening a new one, paying 61.68 for an 81 wide with a 397.32 break even. Selling the front month 30's and buying the back month 90 deltas to provide me with net -60 delta of hedge/contract. I've had to go with "a few" additional units here due to price pushing into my short puts (thereby increasing their delta).
The basic goal here is to keep portfolio net delta "flattish" throughout these market gyrations.
* -- Long put diagonal.
Giao dịch đang hoạt động
Rolled the June 17th 378 to the June 24th 392 short put for a 3.47/contract credit. Cost basis now 58.21 on a 67 wide with a 400.79 break even.Giao dịch đang hoạt động
Rolled the June 24th 392 short put to the July 1st 392 for a 1.14 credit on this weakness here. Cost basis now 57.07 on a 67 wide with a 401.93 break even.Giao dịch đang hoạt động
(Friday): Rolled the July 1st 392 to the July 8th 392 for a 1.16 credit. 55.91 cost basis, 403.09 break even on a 67 wide.Bình luận
And ... there goes my short delta. This setup started out at around -60 delta/contract, but with movement toward and then substantially through the short put, it's shrunken to -13.69, so it's not providing the amount of pro it did at the outset. By the same token, it finished the day at 65.45, 1.55 short of 67.00 max, so it's done some decent leg work in the sell-off. Will look to pull this off at 66.50 if I'm afforded the opportunity and then re-up (preferably on strength).Giao dịch được đóng thủ công
Closed for a 65.71 credit. 9.80 ($980) profit per contract.
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