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Simulated delta neutral position up date

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

Up Date 2/11 Short 1 June futures at 118-31/116-25
+ $2,188.
Up Date 2/11 Long 2 June 119 Calls at 3-15/1-51
(- $2,875)
Profit/Loss (- $687)
Option cost $6,468

USCoralSea

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Simulated delta neutral position up date

 
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