S&P 500指數已更新 SPX x VIX/100 x SqRt(DTE/365) #SPX $QQQ $SPY #ES
Running this trade on ES futures.
Already in profit as I opened it on Friday at market close, and as long as we open Sunday at 6pm sideways - we are good to go.
Probability of profit is 44% however this will rise as we get closer to exp. Will not plan on holding it all the way to Friday.
Use that formula for predicting swings when running delta neutrals. Any questions just fire away.
GL
Already in profit as I opened it on Friday at market close, and as long as we open Sunday at 6pm sideways - we are good to go.
Probability of profit is 44% however this will rise as we get closer to exp. Will not plan on holding it all the way to Friday.
Use that formula for predicting swings when running delta neutrals. Any questions just fire away.
GL
註釋
Opened up 3.6%註釋
Theta is now at 71註釋
+1.9%註釋
+4.3%交易結束：目標達成
5% returnTrade closed prior to market open
註釋
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