Monday, March 3, 2008

Poistions Bull Spreads

Positions:
Buy DBA Jul 40 call DBAGN 4.80 IV 36.25 Delta .6349 = 5.3
Sell DBA Jul 45 call DBAGS 2.575 IV 35.86 Delta -.4276 = -2.9
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2.4
Buy DBC Jul 35 call DBCGI 3.10 IV 25.92 Delta .6349 = 3.46
Sell DBC Jul 40 call DBCGN 1.175 IV 27.04 Delta .-3238 = -1.25
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2.21
Buy AUY Jul 17 ½ call AUYGW 2.60 IV 51.18 Delta .6119 = 3.39
Sell AUY Jul 20 call AUYGD 1.625 IV 51.61 Delta -.4474 = -2.19
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1.2
Buy GG Jul 42 ½ call GGGV 5.20 IV 43.80 Delta .5922 = 5.6
Sell GG Jul 47 ½ call GGGT 3.15 IV 43.26 Delta -.4281 = -3.18
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2.4
Buy HL Jun 12 ½ call HLFV 1.15 IV 58.82 Delta .4752 = 1.15
Sell HL Jun 15 call HLFC .50 IV 57.59 Delta -.2613 = -.5
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1
Buy DECK Jun 120 put QUKRD 19.95 IV 60.45 Delta -.5226 = 22.8
Sell DECK Jun 100 put QUKRT 10.10 IV 65.43 Delta .3154 = -11.9
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11
Buy UA Jul 35 put UASG 5.60 IV 75.51 Delta -.3592 = 5.75
Sell UA Jul 30 put UASF 3.35 IV 77.16 Delta .2460 = -3.29
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2.5
Buy NWA Jun 12 ½ put NWARV 2.35 IV 100.21 Delta -.3371 = 2.5
Sell NWA Jun 10 put NWARB 1.225 IV 103.10 Delta .2074 = -1.3
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1.2

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