Closed Portfolio at Break Even

I closed all positions on Friday essentially breaking even on the initial capital invested. I could never open a position in either PAYX, NCC and CBH because of lack of liquidity in the contracts. The following spreadsheet shows the sale transactions closing each position:



The values of the greeks are as at the close of the previous day.

The following spreadsheets show the mark to market value of each position at the end of trading for all the days of the week (including the last day after I closed the portfolio):







The greeks in these spreadsheets are all calculated at the close of the trading day.


Categories: stock options, volatility, delta neutral
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