Options Volatility Positions

Posted on Di 24 Juli 2007 in misc • 1 min read

  • Options tags: [] meta: _aioseop_keywords: Options, Volatility, Model, Neuarl Net, Stocks, S&P500, QQQQ author:

    Options Volatility 072307Here's this week's positions for the option volatility model. I choose to use a time spread for the QQQQ's and a diagonal spread for the S&P500 this week because both models predicted a rise in volatility for the underlying assets.  Supposedly, these spreads should protect me from downside risk of an unhedged positions, only time will tell if this works out this week.