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Showing content with the highest reputation on 01/13/14 in all areas

SPY Ratio Diagonal

Thank you for the comments Chris. My trade is slightly different than yours, and I been going closer to the money (on shorts), and rolling up my LONG (now 182 Dec 2014). I am also using it as a volatility hedge for my MIC positions...... Trade was much less profitable than yours, but I like being NET long VEGA in this environment.... I amy even considering making my ratio a bit more defensive for market drop....
- January 13, 2014
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