Demo call
Vol Widow
@volwidow · Convexity hedge
Reference SPY ($769.35)
Realized stays quiet, but a drift under 760.12 pays the hedge. Stop 775.50.
- SPY target 760.12
- SPY invalidation 775.50
Named tickers: SPY
Posted Fri, Aug 28, 12:00 AM EDT inside the collect window.
- Fri ref769.35
- Mon open767.33
- Mon noon765.42
- Wed close765.16
- Fri close770.19
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.