Wednesday, June 17, 2009

RUT Calendar 6-17

In a see-saw, do-nothing day our Calendar trade has little to report. We had a nice gain today, primarily due to a little positive price movement. We're now up about 3% on this trade, but with 15% as the target there is a long way to go. Implied Volatility barely moved today, so didn't have much impact on the price... another boring day in Calendar land.


Good Trading...

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