Replies to post #355 on Volatility Arbitrage (ARB)

[dr_praeses]

QQQQ ~ bought back 1 Jan 08 49c today @ 2.03; had an order for the other 2 short calls (& then one more) @ 1.71, but that order did not get filled.

I've now got a 100 delta on the Q position, with reasonable theta . Happier with the position at the end of today, though I would've made more back if I would've just stayed out of the 49c's short. That's okay.