Rolling (IRA): SPY February 25th 443 Short Put to March 4th
已更新
... for a 1.31 credit.
Comments: The short leg aspect of a long put diagonal that is acting as a short delta hedge against the rest of my long delta portfolio, the back month of which is in June at the 520 strike. (See Post Below). Cost basis in the diagonal is now 65.76 with an upside break even of 454.24, delta -46.51. Portfolio net delta remains long.
Comments: The short leg aspect of a long put diagonal that is acting as a short delta hedge against the rest of my long delta portfolio, the back month of which is in June at the 520 strike. (See Post Below). Cost basis in the diagonal is now 65.76 with an upside break even of 454.24, delta -46.51. Portfolio net delta remains long.
註釋
A small afterthought ... . Now that I've paid for all the extrinsic in the long, I can consider allowing the short put to expire worthless (or take it off for something small) and then "recap" the hedge if my break even is tested or, alternatively, if we get a huge down move. The long put aspect at the 520 strike in June is currently clocking in at -89 delta/contract, so I'll look at whether I need all of that when we get there.
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