Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
Uranium $URA : 33 delta naked put
IV is ~ 30%; the order was filled 1 penny below the mid price.
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
5/30/2018 14:03
SINGLE
SELL
-1
TO OPEN
URA
20-Jul-18
13
PUT
0.29
0.29
LMT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment