Demo call
Vol Widow
@volwidow · Convexity hedge
Reference QQQ ($714.88)
Hedge the grind. QQQ 706.30 pays for the puts. Hedge off above 722.03.
- QQQ target 706.30
- QQQ invalidation 722.03
Named tickers: QQQ
Posted Fri, Sep 11, 12:00 AM EDT inside the collect window.
- Fri ref714.88
- Mon open703.33
- Mon noon709.79
- Wed close704.72
- Fri close721.45
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.