Micro WTI Crude Oil Futures
已更新

Opening (Margin): /MCL February 15th 64/94 Short Strangle

37
... for a 1.61 credit.

Comments: Doing a slightly short delta-skewed additive adjustment here in my mini-slippery stuff position, with the short call at the -13 delta strike and the short put at the 11 delta strike, for a net of -2 delta. This gives me a smidge of short delta to bring back the net delta of the entire position more to neutral. The other option was to have just rolled down the call side a smidge to delta balance if I wasn't comfortable with adding units here.

I can now do one of two things: (a) take the entire four-leg position off in profit; or (b) mix and match in-profit call with in-profit put to peel off units.

Total credits collected of 1.90 (See Post Below) plus the 1.61 here: 3.51 total.
交易進行
And here is the "mixing and matching" ... . Closing the February 15th 64/97 for a 1.35 debit and a small realized gain of .30 ($30) to reduce risk, leaving me with the 66/94, which is net delta neutral.

免責聲明

這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。