SPX Risk Reversal – Oct 5 Return: -11%
| Trades |
|---|
| BUY 1 SPX 2995 CALL |
| SELL 1 SPX 3000 CALL |
| BUY 1 SPX 2875 PUT |
| SELL 1 SPX 2880 PUT |
| Date | Entry Price | Exit Price |
|---|---|---|
| Oct 4 | -1.05 | |
| Oct 5 | -1.60 |
| TOTAL PROFIT | ||
|---|---|---|
-0.55
|
| TRADE DURATION |
|---|
| 1 DAY |
| COMMENTS |
|---|
| This was a second attempt to milk a previous risk reversal in SPX but it failed. The position needed SPX to continue moving higher but it reversed hard and hit our stop level. |
