domingo, 24 de julio de 2016

Weekly Portfolio Analysis 24th july 2016

Keep calm and carry on bullish. Markets dont give us any sign of bearishness.Our Call Spreads are bleeding and adjustments are now a must.

SPX has a good +6.41% YTD and RTY  is +6.78%. Bellini keeps on -0.536%  for not much longer tho.

According to the Delatas and distance to the market levels our positions are in danger terrotory.


2 SPX CS 2250/2275 at 1.8 with 9 Deltas and 39days to expiry. Close Watching
5 RUT CS 1270/80 at 0.95 with 10 Deltas and 35 days to expiry. Close watching


2 SPX 2225/2250 at 1.95 with 28 Deltas need an adjustment, thinking on selling CS 2300/25 at 1.90 to erase the losses


2 SPX 2275/2300 at 1.9 with 18 Deltas need a very close watching.

SPX is crying for a retracement to keep a healthy upside, but who knows what the future holds

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