sábado, 2 de julio de 2016

Weekly Portfolio Analysis 2nd July 2016

Surpricingly  markets went up for the week, USA almost gaining all the Brexit losses. SPX gained 3.22% on the week and is now in positive territoru in 2016 + 2.89.

June expirations is over and I added 1.203% to our performance receiving full premium on the SPX 2175/2200.

On top of that I closed earler the SPX 2200/2225 july 30th at 0.4 originally sold at 2.5 so adding another 1.31% to the portfolio.

Currently only opened August CS

July 30th SPX 2 2250/2275 sold at 1.8 Delta 3 and 60 days to expiry
July 19th RUT 1270/1280 sold at 0.95 Delta 4 and 48 days to expiry

Markets are gaining upside momentum with VIX returning to low levels

SPX is on the long resistance over past few months, not right time to open PS and also think if the levels are broken we could see further movements up.

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