Sunday, May 2, 2010

RE: [TheOptionClub.com] GS TRADE [was:How do you manage your Vega?]

 

Right. Even though this is a mock trade, I still try to stay relatively true
to market conditions/reality. Though the box would turn the core position
into a more familiar iron condor, as Ricky points out, there's no real
chance of getting the box executed for the pure natural $20 price. I got to
the guts version of this condor based on what the existing position
inventory happened to be so I'll just continue to work through it, as is,
unless there is some serious confusion out there. If nothing else, an added
feature of the position is now the focus on how synthetics operate on any
trade.

-----Original Message-----
From: OptionClub@yahoogroups.com [mailto:OptionClub@yahoogroups.com] On
Behalf Of Ricky Jimenez
Sent: Sunday, May 02, 2010 10:16 PM
To: OptionClub@yahoogroups.com
Subject: Re: [TheOptionClub.com] GS TRADE [was:How do you manage your Vega?]

A small quibble here. The 45-65 box's bid/ask is 19.68/20.35. If you
could get it for $20 then the P/L expiration graph of the simplified
position would be identical to the one Vikas posted.

On Sat, 01 May 2010 17:36:49 -0000, "JP" <jamesbparker999@yahoo.co.uk
wrote:

>Michael
>
>Unfortunately, I cannot provide a graph for a couple of days as we have a
long weekend here in the UK; but it may be easier to follow if you bought
the 145/165 box for $20.00 to simplify the position.
>
>This would leave;
>
>-1c 165 / +1c 170
>+1p 130 / +1p 135 / +1p 140 / -2p 145
>
>Net Credit $4.89
>
>Cheers
>James
>
>

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