Long 1 SPY June (16 th) 409 put and Short 1 SPY June (16 th) 379: This position was based on the sell signals from the equity-only put-call ratios that occurred in late April. It is still clinging to that buy signal currently. Long 4 NDAQ Jun (16 th) 55 calls: Hold these NDAQĬalls as along as the weighted put-call ratio is on a buy signal. Position, since the put-call ratio has rolled downward again. Long 3 CARR June (16 th) 42.5 puts: Close out this CARR The position would be stopped out if SPX closes below the -4σ Band, which is currently near 3980. The target here is for SPX to trade at its +4σ Band, which is at roughly 4275. It was rolled up 15 points on each side, when SPY traded at 410 on April 3 rd. Long 1 SPY May (19 th) 410 call and Short 1 SPY May (19 th) 425 call: This position was bought in line with the MVB buy signal.
Stay in the same expiration and keep the distance between the strikes the same unless otherwise instructed. That would be roll up in the case of a call bull spread, or roll down in the case of a bear put spread. We are using a “standard” rolling procedure for our SPY spreads: in any vertical bull or bear spread, if the underlying hits the short strike, then roll the entire spread. Stop out of this position if VIX closes above 21.33 Follow-up action:Īll stops are mental closing stops unless otherwise noted. And Sell 1 SPY June (16 th ) call with a striking price 14 points higher.
0 kommentar(er)
