Índice S&P 500
Atualizado

#ES Delta Neutral Trade

317
Trade is a short IC one std dev from the mean with options exp on Monday. Theta is very high this close to exp.
Purchased 2760 P
Sold 2835 P
Sold 3075 C
Purchased 3140 C

Probability of profit is 51% capital requirement is $3,614.11
Market opened low however will almost certainly rally into the morning open.
Nota
incredible drop - over 6% - trade was closed.

Aviso legal

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