Closed the Portfolio with a Small Loss

I had problems blogging this week. Things seems to be back on track now.

These trades opened the positions of the delta neutral portfolio of this week:



I added a few columns to the trade spreadsheet. After the security ticker I have the strike price of the contract and the theoretical value of the contract per share calculated using the IVolatility basic calculator. After the price of the transaction I have the delta and the vega calculated using the basic calculator.

These trades closed all positions:



After the delta column I have the performance of each position.


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