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June 21st, 2009 7:27 am
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The Black Swan: The Impact of the Highly Improbable
Trading Options at Expiration: Strategies and Models for Winning the Endgame
The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets
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All Short Positions closed @ ES 1063
BUY SRS @ $8.77 AH
BUY TZA @ $11.26 AH
BUY FAZ @ $19.36 AH
$SPX Target is 1035-1040
Position: All Cash as of Sep 11, 2009
BUY FAZ Sep $26 Puts @ $1.7
BUY IYR Sep $36 Calls @ $2.65
BUY SPY Sep $99 Calls @ $2.62
BUY BAC Sep $15 Calls @ $1.50
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