Published On: Thu, Mar 16th, 2017

Trade update: Closing volatility strategy with RUT — #SaxoStrats


Short term



Trade view / Yesterday at 22:09 GMT

Product Manager Futures and Options / Saxo Bank



Price target:1388

Market price:1384


For our market neutral strategy Russell 2000 index initiated February 24 we are letting the options expire OTM as the underlying closes right where we wanted – in the body of the condor, Sell -1 RUT 17 March 17 1415/1420/1350/1355 CALL/PUT at $ 2.40. We are therefore collecting the whole premium on this one.
Management and risk description

— Edited by Susan McDonald

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