Micro E-mini S&P 500 Index Futures
מעודכן

Opening (Margin): /MES April 21st 3990 Short Straddle

77
... for a 234.00 credit.

Comments: Re-establishing here with 53 days until expiry. $1170 max on buying power of $1028; 114% ROC as a function of buying power effect; 28.5% at 25% max. 3756/4224 break evens.

As before, will look to first add to get to the size of position I want, then do additive, subtractive, and rolling adjustments at intervals to keep the setup from getting too directional.
עסקה פעילה
Adding mostly to get to size, selling the slightly long delta-skewed 4040 short straddle for a 224.25 credit. Total credits collected of 458.25 with 20.40 ($2040) of extrinsic to work with.
העסקה בוטלה באופן ידני
A little IV crush here ... . Out for a 439.00 debit. (458.25 - 439.00)/.2 = $96.25 profit. With VIX going sub-21, going to wait a little bit before re-establishing to see if we get a pop in IV at some point.

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