It’s a New Year! Trade Like It

2 Comments

January 1, 2021

TheoTheta Portfolio--
--will run like a trading book
--sale of naked premium is viable
--NO margin constraints
--options on futures and micros can be a substitute
--portfolio will use tactical hedges
--understanding of greek risk a MUST

SPX Expected Move
--last week-- 58.04 (expected move)
--next week-- 89.79

Spread the love

2 Comments

  • Fernando Hanselmann

    January 1, 2021

    Hi, there is someone that can explain me in a simple manner,
    how the EM ( expected move ) is calculated ?

    Thanks and best Regards
    Fernando

    Happy new Year to everyone

  • Solomon Norman

    January 2, 2021

    Such good information