Friday, January 8, 2016

More long delta in WTI


Exec Time Spread Side Qty Pos Effect Exp Strike Type Price Net Price
1/8/2016 11:00 IRON CONDOR SELL -1 TO OPEN /LOJ6 34 CALL 3.78 2.4
BUY 1 TO OPEN /LOJ6 35.5 CALL 3 CREDIT
SELL -1 TO OPEN /LOJ6 32.5 PUT 1.87
BUY 1 TO OPEN /LOJ6 24 PUT 0.25

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