Tuesday, July 14, 2009


IWM Posion delta = 15.61
Gamma = -21.95
Theta = 8.70
Vega = -10.40

The short posiotion is 45 July PUT whose delta is -0.05

Yesterday entered the short vertical Aug 42/40 Put.
Favable conditions are
%R is rising , had a green chute in the lower band.



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