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TFC Commodity Trading Forum

T-Bonds: Simulated delta neutral position

Financial's / Indexes

1/19 Simulated delta neutral position, These are based on the last trade. Data from FutureSource

Up Date 2/04 Short 1 June futures at 118-31/116-09 +$ 2,688.
Up Date 2/04 Long 2 June 119 Calls at 3-15/2-03 (-$ 2,343)
Profit / Loss + $ 345. :)
Option cost $6,468.

USCoralSea

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