Daily Archives: December 1, 2011

A Long Straddle on SPY (Dec 2011 Quarterly)

Posted on December 1, 2011 by devtrade

On November 28, we took off our hedge (VIX Call spread) and enjoyed a nice rally over the last three trading days. VIX has dropped to 27.75 at the time of writing this post. Current Thesis: S&P500 is trading close … Continue reading →

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