S&P 500 IndexUpdated SPX x VIX/100 x SqRt(DTE/365) #SPX $QQQ $SPY #ES
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
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 71Note
+1.9%Note
+4.3%Trade closed: target reached
5% returnTrade closed prior to market open
Note
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Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.