Indice S&P 500
Mis à jour

SPX x VIX/100 x SqRt(DTE/365) #SPX $QQQ $SPY #ES

927
Running this trade on ES futures.

Already in profit as I opened it on Friday at market close, and as long as we open Sunday at 6pm sideways - we are good to go.

Probability of profit is 44% however this will rise as we get closer to exp. Will not plan on holding it all the way to Friday.


Use that formula for predicting swings when running delta neutrals. Any questions just fire away.
GL
Note
Opened up 3.6%
Note
Theta is now at 71
Note
+1.9%
Note
+4.3%
Trade fermée: cible de profit atteinte
5% return
Trade closed prior to market open
Note
snapshot

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.