Tuesday, January 5, 2016

Another SP500 hedge

Yep, these are difficult times for WTI traders.
See the trade
Exec Time Spread Side Qty Symbol Exp Strike Type Price Net Price Order Type
1/5/2016 13:25 IRON CONDOR SELL -1 SPX 16-Feb 2005 CALL 47.5 55.2 LMT
BUY 1 SPX 16-Feb 2125 CALL 3.6 CREDIT
SELL -1 SPX 16-Feb 2005 PUT 52.4
BUY 1 SPX 16-Feb 1975 PUT 41.1


and risk profile

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