Friday, March 18, 2016

Test of Strategy 2: Selling Premium in /ES (Short Delta)

Rules:
1. Sell  0.5-1SD weekly new top ATM straddle;
2. Buy 1-2 strike PUT for downside protection;
3. Take 30% of max profit.
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3/18/2016 11:34 IRON CONDOR SELL -1 TO OPEN /ESJ6 2040 CALL 27.75 31.35
BUY 1 TO OPEN /ESJ6 2150 CALL 0.4 CREDIT
SELL -1 TO OPEN /ESJ6 2040 PUT 27.25
BUY 1 TO OPEN /ESJ6 2030 PUT 23.25

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