NaughtyPines

Closing (Margin): /MES February 28th 3730/4230 Short Strangle

CME_MINI:MES1!   Micro E-mini S&P 500 Index Futures
... for a 38.00 debit.

Comments: Filled the two legs of this short strangle for a total of 44.75 in credits. Closing out here results in a realized gain of (44.75 - 38.00)/.20 = 33.75.

/MES position net delta leans slightly long at the moment.
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