July IC Trade

Posted by Drizzt
June 9, 2007

The recent mkt movement is getting to me. I should have placed an IC trade out by now but didn’t. I can be considered lucky to missed out on the recent fall which would be disappointing for my trade.

Judging from how things have gone, my June trade should be max profitable. I’m still unsure whether to make the move. The volatility is high enough such that the credit i get after factoring slippage is pretty ok.

Probability Analysis

July IC Trade deltaoo7

However, I am not too comfortable of the delta for the 900 strike call at 0.09. At this stage of such a strange bull mkt, an upside move is just as likely.

July IC Trade rsvv3

We will see how it goes on Monday

July IC Trade pixel

Related posts:

  1. Stormy Nov Trade
  2. The success of the Jul IC trade
  3. Trading Log:Straits Asia Trade Review
  4. Update on May IC trade
  5. iPod Touch 3G users get free update to iOS 4 on 21st July
Portfolio

If you enjoyed this post, please consider to leave a comment or subscribe to the feed and get future articles delivered to your feed reader.

Comments

No comments yet.

Leave a comment

(required)

(required)