Nov M3
Trade is doing well. I rolled the BFs forward today, added a call and removed some of the call calendars I had on as a hedge (not standard). I’m going to close the trade sometime next week and am aiming for about 15k or roughly 7.5% of planned capital.
Delta: -227
Gamma: -20
Theta: 1586
Vega: -2786
P/L: ~13,250
Target: 20,000
Rhino M3
Trade is doing well. I added in a call BWB on Thursday (1130/1180/1210).
Delta: -277
Gamma: -4.6
Theta: 692
Vega: -3024
P/L: ~11,423
Target: 25,000
Dec M3
Trade is also doing well. I haven’t had to do anything to this trade since inception on Oct 9th. Easy.
Delta: -181
Gamma: -2.8
Theta: 390
Vega: -1900
P/L: 8,516
Target: 15,000
A