This topic contains 25 replies, has 1 voice, and was last updated by 
-
Posts
-
Starting a new RUT butterfly. Will scale into 3 tiers.
Planned capital: 1.5K-2K
Target 30% or $500
Max loss 30% or $500
RUT at 1937. I’m adding the 2nd tier.
Order ticket
New risk profile
Big gap up in the market today. I’m adding the 3rd tier centered at 1930.
Order ticket:
New Risk Profile:
I’m rolling the lower butterfly up 40 points:
Order tickets:
New Risk Profile:
RUT at 2010.
Rolling the 2 lower butterflies up.
Order tickets:
New Risk Profile:
RUT at 2015
I’m rolling the lower fly up.Order tickets:
New Risk Profile:
RUT is down to 1913. I’m closing the 3 flies and opening one lower so that delta is almost neutral again.
Current profile:
Closing order tickets
Opening order ticket:
New risk profile
RUT down to 1900. I’m rolling down this butterfly.
RUT trading at 1845. I’m rolling this butterfly down for .05db
Orders:
RUT at 1800. I’m rolling down this fly to stay delta neutral. The goal is to scale back up if we move up from here.
Orders:
RUT at 1800. I’m rolling down this fly to stay delta neutral. The goal is to scale back up if we move up from here.
Orders:
RUT at 1795 and it breached the low strike again. I’m rolling down to keep delta neutral for a .09db
Order Tickets:
RUT keeps crushing the expected moves and today triggered more adjustments. I’m rolling the fly up and adding a 2nd one.
New Risk Profile
RUT at 1825. Closing the upper fly to reduce deltas
You must be logged in to reply to this topic.