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NaughtyPines
25 апр 2017 г., 18:07

OPENING: TLT JUNE 16TH 117/MAY 19TH 119.5 PUT DIAGONAL Длинная

iShares 20+ Year Treasury Bond ETFNASDAQ

Описание

Getting long bonds here via a net credit diagonal that I filled for a .01 credit.

For diagonals and calendars, there aren't much in metrics to look at, since how much you make will depend on a wide variety of factors (i.e., IV, underlying price movement, etc.):

Theta: 1.02
Delta: 7.24

Notes: The idea here is basically to reduce your cost basis in the long option with the short one. Here, the long cost .50 to contract to put on ... .


Комментарий

Covering the 119.5 short put at 50% max for a .26 db, so my scratch point in the setup is now -.25. Will sell the June 2nd 119.5 (27 delta) tomorrow.

Комментарий

Went with the June 2nd 119 instead; filled for .69. Scratch at .44.

Сделка закрыта вручную

Covering the 119 short put for a .35 db and the 117 long for a .25 credit (net .10 debit), so .34 gross profit/contract on this little fella. Just taking off stuff in profit where I can before vacation.
Комментарии
baerrus
I like a long TLT trade now.
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