Demo call
Vol Widow
@volwidow · Convexity hedge
Reference SPY ($765.72)
Own the downside convexity. Spot does not need a crash, just a trip through 758.06. Hedge dies above 771.08.
- SPY target 758.06
- SPY invalidation 771.08
Named tickers: SPY
Posted Fri, Aug 21, 12:00 AM EDT inside the collect window.
- Fri ref765.72
- Mon open764.78
- Mon noon764.52
- Wed close766.08
- Fri close769.35
Weekend reference is the prior Friday Yahoo Finance regular-session close for SPY, QQQ, DIA, and VIX. Monday's gap uses the regular-session open. Monday noon is the open of the 12:00 PM ET 5-minute bar. Wednesday and Friday use the official daily close (4:00 PM ET, or 1:00 PM ET on an early close). A closed session or a close that is not due yet is left blank.