Sunday, August 16, 2015

Daily Action Plan

Monday, 17 August 2015
K200 closed at 237.32 +0.08 (+0.03%) on Aug13, IV 13.200%, HV 13.163%, IV/HV 101.9%.

1. September 227.5/230 Put Spread
- DTE 25 days
Delta 19.13
- Loss 50% 
- 7.32 points away
- 1SD (247.68/226.96)
- Action : No action required if K200 stay within +/- 2 points.
2. October position
- DTE 53 days
- 1SD (251.97/222.67)

- Action : accumulate if Entry guidelines met

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