Physik

Diary | 2/5/20 | RUT Spread

Physik 已更新   
TVC:RUT   US Small Cap 2000 Index
Description:
Selling into some weakness on the RUT.

Justification:
- Directional Play? No, neutralizing delta's on existing RUT positions.
- Technical: Below the 20 and 50-day moving averages.
- Fundamental: Bullish long-term.

If/Then:
- Take profit? @50%
- Where will you hedge? $1725

Strategy Details
- Short and Long legs: $1615, $1600
- Short Delta: 0.14
- Duration: Feb 21 Expiration
交易手动结束:
Closed @0.2DB

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