The Russell 2000 Index continues to make new all-time highs and move against our short call spread. However, we now only have three more trading days until expiration day on December 4th. Yes, it is December 2020 already!
Today the ZEGA trading team found an interesting shorter in duration HIPOS Conservative trade. For this one we went to the Russell 2000 Index where a short call spread utilizing the 1930/1980 strikes qualified under our strict criteria.
Today ZEGA’s traders put on a new position in the Aggressive version of the HiPOS strategy. For this iteration we paired a short call spread on the Russell 2000 Index (RUT) with a long call spread on the S&P 500 Index (SPX). As a reminder one...
With a week to go until the morning expiration of the primary HIPOS conservative trade, the market has settled back into a slower trajectory forward. As such, you may have noticed...
Download a PDF version of ZEGA's latest performance numbers.
While the markets have moved strongly higher in the post-election day trading sessions, volatility remains elevated. This volatility results in an easier path for trades on both...