Thursday, February 26, 2009

RUT Condor 2-26

As I mentioned in the last post, I didn't plan to do an update on the Condor for Thursday, but here I am. As usual, there isn't much to report. Things are still nicely centered and you couldn't as for Deltas any flatter than 1... that's about as neutral as it gets. I was able to fix the mess I made yesterday by using simulated trades, so this now represents where we really are.
At this point, I have started putting on legs for April (not represented here), so I won't be adding any more in March. I'll let these play out and manage according to the rules. So far not much needs to be done.

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