New Portfolio Started With Six Positions

This morning I opened delta neutral positions in JNJ, KFT, NFI, RAI, USG and TYC with the following trades:



This time I calculated the deltas using a free calculator offered by trader-soft.com. I still use ivolatility.com to get the parameters to fill the calculator. Clicking the thumbnails will show a snapshot of the calculator for each security in the portfolio.

JNJJM	JNJVM
NFIJF	NFIVF
RAIJM	RAIVL
USGJW	USGVW
TYCJY	TYCVY

Categories: stock options, volatility, delta neutral
Technorati Tags: stock options, volatility, delta neutral