NaughtyPines

Closed (Margin): /MES February 28th 3620, 3700, 3760, 3770

NaughtyPines Updated   
CME_MINI:MES1!   Micro E-mini S&P 500 Index Futures
... short puts.

Comments:

Filled the 3620 for a 18.00 credit; closed it here for a 10.25 debit. (18.00 - 10.25)/.2 = $38.75 profit.
Filled the 3700 for a 22.00 credit; closed it for a 15.25 debit. (22.00 - 15.25)/.2 = $33.75 profit.
Filled the 3760 for a 31.25 credit; closed it for a 20.75 debit. (31.25 - 20.75)/.2 = $52.50 profit.
Filled the 3770 for a 28.25 credit; closed it for a 22.00 debit. (28.25 - 22.00)/.2 = $31.25 profit.

Will re-erect short puts to delta balance ... .
Comment:
The 3670 strike remains open, so should be "red," not green.
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