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.
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.
交易進行
Added: 註釋
Crazy week and tons of adjustments. Will post updates as soon as I get a chance.交易進行
手動結束交易
Closed remaining position for $1.00DB.
This page is where we look to share knowledge and keep track of trades. Feel free to comment if you have questions, concerns, or suggestions. Everyone can improve, so speak up if you see something wrong!
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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。
This page is where we look to share knowledge and keep track of trades. Feel free to comment if you have questions, concerns, or suggestions. Everyone can improve, so speak up if you see something wrong!
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。