Wednesday, January 6, 2016

SP500 hedge did it again.


Exec Time Spread Side Qty Symbol Exp Strike Type Price Net Price
1/6/2016 9:31 IRON CONDOR BUY 1 SPX 16-Feb 2005 CALL 37.8 48.8
SELL -1 SPX 16-Feb 2125 CALL 2.3 DEBIT
BUY 1 SPX 16-Feb 2005 PUT 65.2
SELL -1 SPX 16-Feb 1975 PUT 51.9

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